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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5194448.60000000</valUSD>
        <pctVal>0.191673161718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>City of Huntington Beach CA</name>
        <lei>N/A</lei>
        <title>HUNTINGTON BEACH CA PENSN OBLIG</title>
        <cusip>446201AB1</cusip>
        <identifiers>
          <isin value="US446201AB17"/>
        </identifiers>
        <balance>560000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>556857.45000000</valUSD>
        <pctVal>0.020547826398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.38100000</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>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR217241  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR217241  IRS USD P F  1.50000 2 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BR217241"/>
        </identifiers>
        <balance>20980000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>35726.84000000</valUSD>
        <pctVal>0.001318306697</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.50000000"/>
            <terminationDt>2032-03-17</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>20980000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>20306.81000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CLARIOS GLOBAL LP</name>
        <lei>549300474L1ZLXZY2P98</lei>
        <title>Clarios Global LP</title>
        <cusip>18060TAA3</cusip>
        <identifiers>
          <isin value="US18060TAA34"/>
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        <balance>2538000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2655382.50000000</valUSD>
        <pctVal>0.097982596140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENTERGY CORP</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>Entergy Corp</title>
        <cusip>29364GAM5</cusip>
        <identifiers>
          <isin value="US29364GAM50"/>
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        <balance>2800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2717848.00000000</valUSD>
        <pctVal>0.100287549140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140Q9DM2</cusip>
        <identifiers>
          <isin value="US3140Q9DM20"/>
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        <balance>1803066.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1935151.11000000</valUSD>
        <pctVal>0.071406333996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED TWD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LQKBBM5ZK"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="27.68523913"/>
        <valUSD>-2777.54000000</valUSD>
        <pctVal>-0.00010249016</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>2542955.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>70325429.65000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2022-01-19</settlementDt>
            <unrealizedAppr>-2777.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SKYWORKS SOLUTIONS INC</name>
        <lei>549300WZ3ORQ2BVKBD96</lei>
        <title>Skyworks Solutions Inc</title>
        <cusip>83088MAK8</cusip>
        <identifiers>
          <isin value="US83088MAK80"/>
        </identifiers>
        <balance>2425000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2402011.00000000</valUSD>
        <pctVal>0.088633284936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</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>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>Natwest Group PLC</title>
        <cusip>780097BK6</cusip>
        <identifiers>
          <isin value="US780097BK63"/>
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        <balance>1175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1244407.25000000</valUSD>
        <pctVal>0.045918150402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.26900000</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>ALBERTSONS COS/SAFEWAY</name>
        <lei>N/A</lei>
        <title>Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC</title>
        <cusip>013092AA9</cusip>
        <identifiers>
          <isin value="US013092AA91"/>
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        <balance>110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117562.50000000</valUSD>
        <pctVal>0.004338011174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR217076  IRS NOK R V 06MNIBOR 1 CCPVANILLA / Short: BR217076  IRS NOK P F  2.00000 2 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BR217076"/>
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        <balance>116890000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NOK" exchangeRt="8.80655000"/>
        <valUSD>-56012.38000000</valUSD>
        <pctVal>-0.00206683534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="NOK" fixedOrFloating="Floating" floatingRtIndex="Norwegian Interbank Offer Rate 6 Months" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
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            <pmntCurCd>NOK</pmntCurCd>
            <upfrontRcpt>-809280.47000000</upfrontRcpt>
            <rcptCurCd>NOK</rcptCurCd>
            <notionalAmt>116890000.00000000</notionalAmt>
            <curCd>NOK</curCd>
            <unrealizedAppr>53513.60000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED TRY / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21JJKBBT1SK"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="15.13254266"/>
        <valUSD>-470713.98000000</valUSD>
        <pctVal>-0.01736916538</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>1532000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16059956.00000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2022-06-14</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>91282CDQ1</cusip>
        <identifiers>
          <isin value="US91282CDQ15"/>
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        <balance>28360000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28340059.52000000</valUSD>
        <pctVal>1.045737330329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179WG44</cusip>
        <identifiers>
          <isin value="US36179WG449"/>
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        <balance>491188.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>508873.59000000</valUSD>
        <pctVal>0.018777240362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARRIER GLOBAL CORP</name>
        <lei>549300JE3W6CWY2NAN77</lei>
        <title>Carrier Global Corp</title>
        <cusip>14448CAN4</cusip>
        <identifiers>
          <isin value="US14448CAN48"/>
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        <balance>15325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15700922.25000000</valUSD>
        <pctVal>0.579358011081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.24200000</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>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR217151  IRS EUR R F   .00000 CCPVANILLA / Short: SR217151  IRS EUR P V 12MLIBOR CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR217151"/>
        </identifiers>
        <balance>49820000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87834900"/>
        <valUSD>-120218.14000000</valUSD>
        <pctVal>-0.00443600327</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>ER</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euribor 12 Month" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2024-12-09</terminationDt>
            <upfrontPmnt>14140.12000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>49820000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-136192.53000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATIONWIDE BLDG SOCIETY</name>
        <lei>549300XFX12G42QIKN82</lei>
        <title>Nationwide Building Society</title>
        <cusip>63861VAD9</cusip>
        <identifiers>
          <isin value="US63861VAD91"/>
        </identifiers>
        <balance>2075000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2092139.50000000</valUSD>
        <pctVal>0.077199145395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62200000</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>GENERAL MOTORS FINL CO</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co Inc</title>
        <cusip>37045XBW5</cusip>
        <identifiers>
          <isin value="US37045XBW56"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1158421.00000000</valUSD>
        <pctVal>0.042745290745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</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>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>OPS03962A SWAPTION SONIO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="OPS03962A"/>
        </identifiers>
        <balance>-3680000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.73879800"/>
        <valUSD>-36376.71000000</valUSD>
        <pctVal>-0.00134228665</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>Citibank, National Association</counterpartyName>
                    <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>Citibank, National Association</name>
                    <lei>E57ODZWZ7FF32TWEFA76</lei>
                    <title>IRS Swap</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="AEID47078E"/>
                    </identifiers>
                    <balance>3680000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>N/A</curCd>
                    <valUSD>-36376.71000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="derivative" issuerCat="OTHER"/>
                    <invCountry>GB</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>N/A</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Month" resetDtUnit="12"/>
                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0.00000000" curCd="GBP" fixedOrFloating="Fixed" fixedRt="0.38000000"/>
                  <terminationDt>2032-10-10</terminationDt>
                  <upfrontPmnt>0.00000000</upfrontPmnt>
                  <pmntCurCd>N/A</pmntCurCd>
                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
                  <notionalAmt>3680000.00000000</notionalAmt>
                  <curCd>GBP</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>0.37900000</exercisePrice>
            <exercisePriceCurCd>GBP</exercisePriceCurCd>
            <expDt>2022-10-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>40908.67000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Credit Co LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Co LLC</title>
        <cusip>345397WK5</cusip>
        <identifiers>
          <isin value="US345397WK59"/>
        </identifiers>
        <balance>285000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>296004.14000000</valUSD>
        <pctVal>0.010922439274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136BAA87</cusip>
        <identifiers>
          <isin value="US3136BAA879"/>
        </identifiers>
        <balance>479216.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72113.93000000</valUSD>
        <pctVal>0.002660976367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED RUB / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21KGKBB3QMW"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.43863333"/>
        <valUSD>-102444.11000000</valUSD>
        <pctVal>-0.00378014838</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>RU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>2313683.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>166812899.29000000</amtCurPur>
            <curPur>RUB</curPur>
            <settlementDt>2022-02-10</settlementDt>
            <unrealizedAppr>-102444.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXPEDIA GROUP INC</name>
        <lei>N/A</lei>
        <title>Expedia Group Inc</title>
        <cusip>30212PAM7</cusip>
        <identifiers>
          <isin value="US30212PAM77"/>
        </identifiers>
        <balance>1790000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1996583.90000000</valUSD>
        <pctVal>0.073673180392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER UK GROUP HLDGS</name>
        <lei>549300F5XIFGNNW4CF72</lei>
        <title>Santander UK Group Holdings PLC</title>
        <cusip>80281LAN5</cusip>
        <identifiers>
          <isin value="US80281LAN55"/>
        </identifiers>
        <balance>9700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9613379.00000000</valUSD>
        <pctVal>0.354729999201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.08900000</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>Crown City CLO I</name>
        <lei>549300K60T4GC7BSX929</lei>
        <title>Crown City CLO I</title>
        <cusip>22823RAJ8</cusip>
        <identifiers>
          <isin value="US22823RAJ86"/>
        </identifiers>
        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2498597.50000000</valUSD>
        <pctVal>0.092197289754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.32200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIDELITY NATIONAL INFORM</name>
        <lei>6WQI0GK1PRFVBA061U48</lei>
        <title>Fidelity National Information Services Inc</title>
        <cusip>31620MBR6</cusip>
        <identifiers>
          <isin value="US31620MBR60"/>
        </identifiers>
        <balance>4025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3927152.25000000</valUSD>
        <pctVal>0.144910412302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.15000000</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>Ridgefield Funding Co LLC</name>
        <lei>N/A</lei>
        <title>Ridgefield Funding Co LLC</title>
        <cusip>76582KD57</cusip>
        <identifiers>
          <other otherDesc="CUSIP" value="76582KD57"/>
        </identifiers>
        <balance>3604000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3601593.83000000</valUSD>
        <pctVal>0.132897431427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-05</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered PLC</title>
        <cusip>853254BV1</cusip>
        <identifiers>
          <isin value="US853254BV15"/>
        </identifiers>
        <balance>3175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3179159.25000000</valUSD>
        <pctVal>0.117309757392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.31900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136B06N1</cusip>
        <identifiers>
          <isin value="US3136B06N15"/>
        </identifiers>
        <balance>2313814.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132024.88000000</valUSD>
        <pctVal>0.004871667451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR217104  IRS USD R F  1.50000 2 CCPOIS / Short: SR217104  IRS USD P V 00MSOFR 1 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR217104"/>
        </identifiers>
        <balance>13730000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
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        <valUSD>199376.08000000</valUSD>
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        <name>ZAIS CLO 15 LTD</name>
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        <name>Ford Credit Floorplan Master Owner Trust</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Freddie Mac - STACR</name>
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        <name>Fannie Mae</name>
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        <name>PERUSAHAAN PENERBIT SBSN</name>
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        <title>Perusahaan Penerbit SBSN Indonesia III</title>
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        <name>State of Iowa Board of Regents</name>
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        <name>HCA Inc</name>
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        <name>TELEDYNE TECHNOLOGIES IN</name>
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        <name>Intercontinental Exchange, Inc.</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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      <invstOrSec>
        <name>LCH Limited</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <name>Freddie Mac - STACR</name>
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      <invstOrSec>
        <name>NETAPP INC</name>
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      <invstOrSec>
        <name>Walt Disney Co/The</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac - STACR</name>
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      <invstOrSec>
        <name>JPMDB Commercial Mortgage Securities Trust</name>
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        <name>Fannie Mae</name>
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        <title>Fannie Mae Pool</title>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <name>Freddie Mac</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>JPMorgan Chase Bank, National Association</name>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Gulf Stream Meridian 1 Ltd.</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>B&amp;G Foods Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Trade Identifier" value="21LDKBB2M3H"/>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Deutsche Bank Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>DBJPM 17-C6 Mortgage Trust</title>
        <cusip>23312JAQ6</cusip>
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          <isin value="US23312JAQ67"/>
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        <balance>1000000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US3136A9EA25"/>
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        <balance>13685.59000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Trade Identifier" value="21LFKBB8H0C"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Madison Park Funding Ltd</name>
        <lei>549300FFTJ3WPTJK8589</lei>
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          <isin value="US55821TAA51"/>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418CWU4</cusip>
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          <isin value="US31418CWU43"/>
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        <balance>4953771.81000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TIME WARNER ENT</name>
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          <isin value="US88731EAF79"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>Hyundai Capital America</title>
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        <fairValLevel>2</fairValLevel>
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        <name>PERUSAHAAN PENERBIT SBSN</name>
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        <title>Perusahaan Penerbit SBSN Indonesia III</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage Association</name>
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      <invstOrSec>
        <name>Citibank, National Association</name>
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        <name>CENTENE CORP</name>
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      </invstOrSec>
      <invstOrSec>
        <name>BAUSCH HEALTH AMERICAS</name>
        <lei>KOO0397YRO83WY5MGD97</lei>
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        <valUSD>116050.00000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co/The</title>
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          <isin value="US097023BP90"/>
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        <balance>5400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5539158.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Commercial Mortgage Trust</name>
        <lei>N/A</lei>
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          <isin value="US17324DAY04"/>
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        <balance>1949000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2031678.28000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.36900000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA Inc</title>
        <cusip>87264ABR5</cusip>
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          <isin value="US87264ABR59"/>
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        <balance>2614000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2617636.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac STACR REMIC Trust 2021-HQA2</title>
        <cusip>35564KFV6</cusip>
        <identifiers>
          <isin value="US35564KFV61"/>
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        <balance>2510000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2516411.04000000</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>2033-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.10000000</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>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>Natwest Group PLC</title>
        <cusip>780097BN0</cusip>
        <identifiers>
          <isin value="US780097BN03"/>
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        <balance>1325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1346186.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.35900000</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>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered PLC</title>
        <cusip>853254BY5</cusip>
        <identifiers>
          <isin value="US853254BY53"/>
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        <balance>2275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2250680.25000000</valUSD>
        <pctVal>0.083049238284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.99100000</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>NISOURCE INC</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NiSource Inc</title>
        <cusip>65473PAK1</cusip>
        <identifiers>
          <isin value="US65473PAK12"/>
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        <balance>11050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10768888.00000000</valUSD>
        <pctVal>0.397367838264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21KUKBCK9Z6"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.03043780"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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      <invstOrSec>
        <name>SL GREEN OPERATING PARTN</name>
        <lei>2K1OXW4LY7IS2U150Y32</lei>
        <title>SL Green Operating Partnership LP</title>
        <cusip>78444FAF3</cusip>
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          <isin value="US78444FAF36"/>
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        <balance>2575000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2614294.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD TWD</title>
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          <other otherDesc="Trade Identifier" value="21KHKBB1XR6"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Brighthouse Financial Short Term Funding LLC</name>
        <lei>N/A</lei>
        <title>Brighthouse Financial Short Term Funding LLC</title>
        <cusip>10924JA67</cusip>
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          <other otherDesc="CUSIP" value="10924JA67"/>
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        <balance>25000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-06</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR217031  IRS AUD R F  2.00000 2 CCPVANILLA / Short: SR217031  IRS AUD P V 06MBBSW 1 CCPVANILLA</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38382EPY7</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>City of Worcester MA</name>
        <lei>5493006DO0NOILRNNH68</lei>
        <title>WORCESTER MA</title>
        <cusip>981306A52</cusip>
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          <isin value="US981306A522"/>
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        <balance>230000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>229347.86000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EQT CORP</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT Corp</title>
        <cusip>26884LAH2</cusip>
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          <isin value="US26884LAH24"/>
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        <balance>2625000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2953125.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank of America Corp</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Trade Identifier" value="21LDKBBSQGX"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Town of West Hartford CT</name>
        <lei>N/A</lei>
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          <isin value="US953107AB58"/>
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        <balance>235000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>XEROX HOLDINGS CORP</name>
        <lei>5493000Y33XDVO2CXC18</lei>
        <title>Xerox Holdings Corp</title>
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          <isin value="US98421MAA45"/>
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        <balance>4495000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley BAML Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23</title>
        <cusip>61690QAS8</cusip>
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          <isin value="US61690QAS84"/>
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        <balance>550000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>DEVON ENERGY CORPORATION</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>Devon Energy Corp</title>
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          <isin value="US25179MBC64"/>
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        <balance>120000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RELIANCE STAND LIFE II</name>
        <lei>N/A</lei>
        <title>Reliance Standard Life Global Funding II</title>
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          <isin value="US75951AAM09"/>
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        <balance>1025000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Spectrum Brands Inc</name>
        <lei>549300VU3EH2E73C1Q04</lei>
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          <isin value="US84762LAU98"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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          <isin value="US38382BDB62"/>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MGM RESORTS INTL</name>
        <lei>54930066VBP7DZEGGJ87</lei>
        <title>MGM Resorts International</title>
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          <isin value="US552953CG49"/>
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        <fairValLevel>2</fairValLevel>
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        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA Inc</title>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <fairValLevel>2</fairValLevel>
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        <name>PERFORMANCE FOOD GROUP I</name>
        <lei>549300OMUOGBYK0FFO76</lei>
        <title>Performance Food Group Inc</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
        <title>Long: CX003022  CDS USD R F  3.00000 2 CMBX / Short: CX003022  CDS USD P V 01MEVENT 1 CMBX</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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          <isin value="US31418DAS18"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-03-01</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NORDSTROM INC</name>
        <lei>549300S3IZB5P35KNV16</lei>
        <title>Nordstrom Inc</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Oregon Education Districts</name>
        <lei>N/A</lei>
        <title>OREGON EDU DISTS FULL FAITH &amp; CREDIT PENSN OBLIGS</title>
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          <isin value="US68587FAS39"/>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
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          <other otherDesc="Internal Identifier" value="CX003021"/>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Morgan Stanley &amp; Co. International PLC</counterpartyName>
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                <indexName>Markit CMBX.NA.BBB-.10</indexName>
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      <invstOrSec>
        <name>State of Maryland Department of Transportation</name>
        <lei>N/A</lei>
        <title>MARYLAND ST DEPT OF TRANSPRTN</title>
        <cusip>57421FAB3</cusip>
        <identifiers>
          <isin value="US57421FAB31"/>
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        <balance>1240000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.52600000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GLENCORE FUNDING LLC</name>
        <lei>213800STG1QDNBY87K49</lei>
        <title>Glencore Funding LLC</title>
        <cusip>378272AX6</cusip>
        <identifiers>
          <isin value="US378272AX69"/>
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        <balance>4200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4162746.00000000</valUSD>
        <pctVal>0.153603731347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Air Lease Corp</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corp</title>
        <cusip>00912XAW4</cusip>
        <identifiers>
          <isin value="US00912XAW48"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5039800.00000000</valUSD>
        <pctVal>0.185966687673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SUMMIT MATERIALS LLC/FIN</name>
        <lei>N/A</lei>
        <title>Summit Materials LLC / Summit Materials Finance Corp</title>
        <cusip>86614RAM9</cusip>
        <identifiers>
          <isin value="US86614RAM97"/>
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        <balance>115000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119312.50000000</valUSD>
        <pctVal>0.004402585503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31371M4U8</cusip>
        <identifiers>
          <isin value="US31371M4U87"/>
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        <balance>7465.49000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8179.36000000</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>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MGM RESORTS INTL</name>
        <lei>54930066VBP7DZEGGJ87</lei>
        <title>MGM Resorts International</title>
        <cusip>552953BX8</cusip>
        <identifiers>
          <isin value="US552953BX80"/>
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        <balance>625000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DEUTSCHE BANK NY</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>Deutsche Bank AG/New York NY</title>
        <cusip>251526CC1</cusip>
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          <isin value="US251526CC16"/>
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        <balance>1525000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1545099.50000000</valUSD>
        <pctVal>0.057013579138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.22200000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>5493007ZK0X40BI7UF30</lei>
        <title>Freddie Mac STACR Remic Trust 2020-DNA2</title>
        <cusip>35565KBD9</cusip>
        <identifiers>
          <isin value="US35565KBD90"/>
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        <balance>1130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1132246.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Citigroup Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Citigroup Commercial Mortgage Trust 2016-GC36</title>
        <cusip>17324TAM1</cusip>
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          <isin value="US17324TAM18"/>
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        <balance>1200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1222638.22000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-10</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>MPLX LP</name>
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        <title>MPLX LP</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <title>PURCHASED USD / SOLD RUB</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ABU DHABI GOVT INT'L</name>
        <lei>213800FER4348CINTA77</lei>
        <title>Abu Dhabi Government International Bond</title>
        <cusip>000000000</cusip>
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          <isin value="XS1696908471"/>
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        <balance>870000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <name>MANITOWOC COMPANY INC</name>
        <lei>2RTSLGQ89VMY18RHX631</lei>
        <title>Manitowoc Co Inc/The</title>
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        <balance>125000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>132187.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays PLC</title>
        <cusip>06738EBL8</cusip>
        <identifiers>
          <isin value="US06738EBL83"/>
        </identifiers>
        <balance>3600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3710952.00000000</valUSD>
        <pctVal>0.136932705971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85200000</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>UMBS, TBA</name>
        <lei>N/A</lei>
        <title>Uniform Mortgage-Backed Security, TBA</title>
        <cusip>01F042616</cusip>
        <identifiers>
          <isin value="US01F0426167"/>
        </identifiers>
        <balance>25000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26796875.00000000</valUSD>
        <pctVal>0.988794413219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
        <title>Long: CX002968  CDS USD R F  3.00000 2 CMBX / Short: CX002968  CDS USD P V 01MEVENT 1 CMBX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="CX002968"/>
        </identifiers>
        <balance>1300000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-115984.44000000</valUSD>
        <pctVal>-0.00427978136</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. International PLC</counterpartyName>
              <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Markit CMBX.NA.BBB-.10</indexName>
                <indexIdentifier>137BERAJ6</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="758.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
            <terminationDt>2059-11-17</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-239566.30000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1300000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>123581.86000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: SS005994  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS005994  CDS USD P V 03MEVENT 1 CCPCORPORATE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SS005994"/>
        </identifiers>
        <balance>10000000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>176183.00000000</valUSD>
        <pctVal>0.006501085149</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AT&amp;T INC</issuerName>
                <issueTitle>AT&amp;T INC</issueTitle>
                <identifiers>
                  <cusip value="00206RHW5"/>
                  <isin value="US00206RHW51"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="3333.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
            <terminationDt>2025-12-20</terminationDt>
            <upfrontPmnt>85210.20000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>90972.80000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALBERTSONS COS/SAFEWAY</name>
        <lei>N/A</lei>
        <title>Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC</title>
        <cusip>013092AF8</cusip>
        <identifiers>
          <isin value="US013092AF88"/>
        </identifiers>
        <balance>3630000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3698062.50000000</valUSD>
        <pctVal>0.136457088363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</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>FIRST HORIZON CORP</name>
        <lei>TF3RXI1ZB1TQ30H9JV10</lei>
        <title>First Horizon Corp</title>
        <cusip>320517AD7</cusip>
        <identifiers>
          <isin value="US320517AD78"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1604940.00000000</valUSD>
        <pctVal>0.059221670644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corp</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
        <cusip>06051GHL6</cusip>
        <identifiers>
          <isin value="US06051GHL68"/>
        </identifiers>
        <balance>1175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1224420.50000000</valUSD>
        <pctVal>0.045180646990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.86400000</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>Los Angeles Department of Water &amp; Power Water System Revenue</name>
        <lei>N/A</lei>
        <title>LOS ANGELES CA DEPT OF WTR &amp; PWR WTRWKS REVENUE</title>
        <cusip>544525NX2</cusip>
        <identifiers>
          <isin value="US544525NX25"/>
        </identifiers>
        <balance>745000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>794331.52000000</valUSD>
        <pctVal>0.029310528530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.28100000</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>NXP BV/NXP FUNDING LLC</name>
        <lei>N/A</lei>
        <title>NXP BV / NXP Funding LLC</title>
        <cusip>62947QAV0</cusip>
        <identifiers>
          <isin value="US62947QAV05"/>
        </identifiers>
        <balance>2440000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2554972.80000000</valUSD>
        <pctVal>0.094277516709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac STACR REMIC Trust 2020-DNA4</title>
        <cusip>35565XAH3</cusip>
        <identifiers>
          <isin value="US35565XAH35"/>
        </identifiers>
        <balance>539662.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>542802.82000000</valUSD>
        <pctVal>0.020029215940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.85300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding</title>
        <cusip>04685A2U4</cusip>
        <identifiers>
          <isin value="US04685A2U49"/>
        </identifiers>
        <balance>1725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1702523.25000000</valUSD>
        <pctVal>0.062822455154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie Inc</title>
        <cusip>00287YAP4</cusip>
        <identifiers>
          <isin value="US00287YAP43"/>
        </identifiers>
        <balance>4209000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4279711.20000000</valUSD>
        <pctVal>0.157919702381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</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>Ball Corp</name>
        <lei>0BGI85ALH27ZJP15DY16</lei>
        <title>Ball Corp</title>
        <cusip>058498AS5</cusip>
        <identifiers>
          <isin value="US058498AS54"/>
        </identifiers>
        <balance>5413000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5649818.75000000</valUSD>
        <pctVal>0.208476145658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GREENKO DUTCH BV</name>
        <lei>724500PT585P4JPVRP08</lei>
        <title>Greenko Dutch BV</title>
        <cusip>39530LAD2</cusip>
        <identifiers>
          <isin value="US39530LAD29"/>
        </identifiers>
        <balance>197000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198970.00000000</valUSD>
        <pctVal>0.007341916712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTERN UNION CO/THE</name>
        <lei>28ID94QU1140NC23S047</lei>
        <title>Western Union Co/The</title>
        <cusip>959802AY5</cusip>
        <identifiers>
          <isin value="US959802AY56"/>
        </identifiers>
        <balance>1025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1061725.75000000</valUSD>
        <pctVal>0.039177273095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>OPS03951A SWAPTION SONIO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="OPS03951A"/>
        </identifiers>
        <balance>-3340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.73879800"/>
        <valUSD>-37062.43000000</valUSD>
        <pctVal>-0.00136758945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Republic of Colombia</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DISH DBS Corp</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Trade Identifier" value="21KKKBB01TH"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>AFRICAN EXPORT-IMPORT BA</name>
        <lei>21380068LJCDYA42GJ76</lei>
        <title>African Export-Import Bank/The</title>
        <cusip>00831TAB7</cusip>
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          <isin value="US00831TAB70"/>
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        <balance>1050000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1053129.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EBAY INC</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>eBay Inc</title>
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          <isin value="US278642AX15"/>
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        <balance>4825000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4752673.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.40000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>SCRIPPS ESCROW INC</name>
        <lei>N/A</lei>
        <title>Scripps Escrow Inc</title>
        <cusip>81104PAA7</cusip>
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          <isin value="US81104PAA75"/>
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        <balance>120000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>125550.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SUMITOMO MITSUI FINL GRP</name>
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        <title>Sumitomo Mitsui Financial Group Inc</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <title>PURCHASED USD / SOLD CNH</title>
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      <invstOrSec>
        <name>SMBC AVIATION CAPITAL FI</name>
        <lei>549300OD7VKRVNWB2J98</lei>
        <title>SMBC Aviation Capital Finance DAC</title>
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          <isin value="US78448TAE29"/>
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        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PPM Clo, Ltd.</name>
        <lei>5493006KUFG82AH4TB78</lei>
        <title>PPM CLO 4 Ltd</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citigroup Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Citigroup Commercial Mortgage Trust 2017-P8</title>
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        <balance>1500000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays PLC</title>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust 2021-8</title>
        <cusip>92538GAA0</cusip>
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        <balance>690000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
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        <balance>3700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3676357.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac STACR REMIC Trust 2021-DNA6</title>
        <cusip>35564KLU1</cusip>
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          <isin value="US35564KLU15"/>
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        <balance>3716000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3738680.23000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38381AQC3</cusip>
        <identifiers>
          <isin value="US38381AQC35"/>
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        <balance>453792.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57998.76000000</valUSD>
        <pctVal>0.002140132006</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR217131  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR217131  IRS EUR P F   .75000 2 CCPVANILLA</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="BR217131"/>
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        <balance>27040000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87834900"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Limited</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euribor 6 Month" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <upfrontRcpt>-473443.55000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
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      </invstOrSec>
      <invstOrSec>
        <name>MICROCHIP TECHNOLOGY INC</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology Inc</title>
        <cusip>595017AZ7</cusip>
        <identifiers>
          <isin value="US595017AZ74"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1839654.00000000</valUSD>
        <pctVal>0.067882527252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.67000000</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38382BUQ4</cusip>
        <identifiers>
          <isin value="US38382BUQ49"/>
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        <balance>15221865.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2080483.41000000</valUSD>
        <pctVal>0.076769040143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI FINL GRP</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>Sumitomo Mitsui Financial Group Inc</title>
        <cusip>86562MCD0</cusip>
        <identifiers>
          <isin value="US86562MCD02"/>
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        <balance>4275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4146279.75000000</valUSD>
        <pctVal>0.152996133035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.94800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD RUB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21KPKBBWTFN"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.43863333"/>
        <valUSD>-893.28000000</valUSD>
        <pctVal>-0.00003296168</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>60683219.16000000</amtCurSold>
            <curSold>RUB</curSold>
            <amtCurPur>803511.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-02-10</settlementDt>
            <unrealizedAppr>-893.28000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Arizona Board of Regents</name>
        <lei>N/A</lei>
        <title>ARIZONA BRD OF RGTS COPS</title>
        <cusip>04048PLM0</cusip>
        <identifiers>
          <isin value="US04048PLM04"/>
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        <balance>455000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>450965.92000000</valUSD>
        <pctVal>0.016640469541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.76900000</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>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac STACR REMIC Trust 2020-DNA3</title>
        <cusip>35565WBD3</cusip>
        <identifiers>
          <isin value="US35565WBD39"/>
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        <balance>605000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>626067.79000000</valUSD>
        <pctVal>0.023101661408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.20300000</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>SUNCOR ENERGY INC</name>
        <lei>549300W70ZOQDVLCHY06</lei>
        <title>Suncor Energy Inc</title>
        <cusip>867224AC1</cusip>
        <identifiers>
          <isin value="US867224AC16"/>
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        <balance>3375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3454413.75000000</valUSD>
        <pctVal>0.127466542906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</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>Educational Services of America Inc</name>
        <lei>N/A</lei>
        <title>Edsouth Indenture No 2 LLC</title>
        <cusip>281380AA3</cusip>
        <identifiers>
          <isin value="US281380AA38"/>
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        <balance>13256.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13280.26000000</valUSD>
        <pctVal>0.000490036502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.25300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
        <cusip>46647PBK1</cusip>
        <identifiers>
          <isin value="US46647PBK12"/>
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        <balance>6360000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6456672.00000000</valUSD>
        <pctVal>0.238248721225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.08300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SABINE PASS LIQUEFACTION</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>Sabine Pass Liquefaction LLC</title>
        <cusip>785592AD8</cusip>
        <identifiers>
          <isin value="US785592AD88"/>
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        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>235509.75000000</valUSD>
        <pctVal>0.008690219477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2016-LC25</title>
        <cusip>95000JAC2</cusip>
        <identifiers>
          <isin value="US95000JAC27"/>
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        <balance>2319000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2098858.44000000</valUSD>
        <pctVal>0.077447071705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.04100000</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>JPMDB Commercial Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>JPMDB Commercial Mortgage Securities Trust 2016-C4</title>
        <cusip>46646RAB9</cusip>
        <identifiers>
          <isin value="US46646RAB96"/>
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        <balance>1545000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1370368.25000000</valUSD>
        <pctVal>0.050566063007</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>Variable</couponKind>
          <annualizedRt>3.07100000</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>WP Carey Inc</name>
        <lei>54930042CRNE713E3Q67</lei>
        <title>WP Carey Inc</title>
        <cusip>92936UAC3</cusip>
        <identifiers>
          <isin value="US92936UAC36"/>
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        <balance>230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245193.80000000</valUSD>
        <pctVal>0.009047557209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Trade Identifier" value="21JDKBBNLLM"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>TURKIYE VAKIFLAR BANKASI</name>
        <lei>789000KAIHOLSQKQ9858</lei>
        <title>Turkiye Vakiflar Bankasi TAO</title>
        <cusip>000000000</cusip>
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          <isin value="XS1970705528"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TURKIYE VAKIFLAR BANKASI</name>
        <lei>789000KAIHOLSQKQ9858</lei>
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          <isin value="US90015WAJ27"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38382DJV2</cusip>
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          <isin value="US38382DJV29"/>
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        <balance>1727565.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>268843.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.94600000</annualizedRt>
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      <invstOrSec>
        <name>MGM RESORTS INTL</name>
        <lei>54930066VBP7DZEGGJ87</lei>
        <title>MGM Resorts International</title>
        <cusip>552953CE9</cusip>
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          <isin value="US552953CE90"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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      <invstOrSec>
        <name>CREDIT SUISSE GROUP AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>Credit Suisse Group AG</title>
        <cusip>225401AQ1</cusip>
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          <isin value="US225401AQ16"/>
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        <balance>9600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9659808.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.19300000</annualizedRt>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
        <cusip>46647PAP1</cusip>
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          <isin value="US46647PAP18"/>
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        <balance>7490000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7736271.20000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55900000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ford Motor Credit Co LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Co LLC</title>
        <cusip>345397YQ0</cusip>
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          <isin value="US345397YQ02"/>
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        <balance>4105000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4129490.43000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.97900000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PERUSAHAAN PENERBIT SBSN</name>
        <lei>254900G208H6Q0L5B953</lei>
        <title>Perusahaan Penerbit SBSN Indonesia III</title>
        <cusip>71567PAN0</cusip>
        <identifiers>
          <isin value="US71567PAN06"/>
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        <balance>3530000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3618250.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
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      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
        <cusip>404280BR9</cusip>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1311648.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <cusip>000000000</cusip>
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        <currencyConditional curCd="TRY" exchangeRt="14.12604353"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MITSUBISHI UFJ FIN GRP</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>Mitsubishi UFJ Financial Group Inc</title>
        <cusip>606822BD5</cusip>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LCH Limited</name>
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      <invstOrSec>
        <name>New York State Dormitory Authority</name>
        <lei>549300C8XO7EXTX2XU71</lei>
        <title>NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE</title>
        <cusip>64990FA61</cusip>
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        <issuerCat>MUN</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP Paribas SA</title>
        <cusip>09659W2L7</cusip>
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        <balance>3275000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MGM GROWTH/MGM FINANCE</name>
        <lei>N/A</lei>
        <title>MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc</title>
        <cusip>55303XAC9</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR217140  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR217140  IRS EUR P F   .53100 2 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BR217140"/>
        </identifiers>
        <balance>28370000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87834900"/>
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        <pctVal>0.010822764184</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Limited</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euribor 6 Month" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <fixedPmntDesc amount="0.00000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="0.53100000"/>
            <terminationDt>2041-12-02</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>-74608.93000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>28370000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>377658.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD AUD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LCKBBPQ3W"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37420250"/>
        <valUSD>-31820.16000000</valUSD>
        <pctVal>-0.00117415170</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>1448096.34000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1021952.00000000</amtCurPur>
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            <unrealizedAppr>-31820.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD NOK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LEKBBPNW5"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.81903593"/>
        <valUSD>-21590.20000000</valUSD>
        <pctVal>-0.00079667010</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>6945380.58000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>765954.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>-21590.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38381YND2</cusip>
        <identifiers>
          <isin value="US38381YND21"/>
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        <balance>2293579.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299440.62000000</valUSD>
        <pctVal>0.011049244068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.04600000</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>AVIATION CAPITAL GROUP</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>Aviation Capital Group LLC</title>
        <cusip>05369AAK7</cusip>
        <identifiers>
          <isin value="US05369AAK79"/>
        </identifiers>
        <balance>1725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1686342.75000000</valUSD>
        <pctVal>0.062225400908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</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>Octagon Investment Partners XIV LTD</name>
        <lei>549300QEN35HTPJ3BX33</lei>
        <title>Octagon Investment Partners XIV Ltd</title>
        <cusip>67590ABX9</cusip>
        <identifiers>
          <isin value="US67590ABX90"/>
        </identifiers>
        <balance>3700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3653838.80000000</valUSD>
        <pctVal>0.134825250789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.02400000</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>T-Mobile USA Inc</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA Inc</title>
        <cusip>87264AAR6</cusip>
        <identifiers>
          <isin value="US87264AAR68"/>
        </identifiers>
        <balance>9750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9823125.00000000</valUSD>
        <pctVal>0.362469546182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>OPS04508A SWAPTION US0003M</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="OPS04508A"/>
        </identifiers>
        <balance>-48000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-143918.40000000</valUSD>
        <pctVal>-0.00531053377</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>Citibank, National Association</counterpartyName>
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                  <derivAddlInfo>
                    <name>Citibank, National Association</name>
                    <lei>E57ODZWZ7FF32TWEFA76</lei>
                    <title>IRS Swap</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="AEIE22848E"/>
                    </identifiers>
                    <balance>48000000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>N/A</curCd>
                    <valUSD>-143918.40000000</valUSD>
                    <pctVal>-0.01000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="derivative" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
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                      <issuerName>N/A</issuerName>
                      <issueTitle>N/A</issueTitle>
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                  <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.29000000"/>
                  <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ICE Libor USD 3 Months" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
                    <rtResetTenors>
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                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
                  <notionalAmt>48000000.00000000</notionalAmt>
                  <curCd>USD</curCd>
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            <shareNo>1.00000000</shareNo>
            <exercisePrice>1.29000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-12-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>9681.60000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PRIME SECSRVC BRW/FINANC</name>
        <lei>N/A</lei>
        <title>Prime Security Services Borrower LLC / Prime Finance Inc</title>
        <cusip>74166MAB2</cusip>
        <identifiers>
          <isin value="US74166MAB28"/>
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        <balance>7400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7844000.00000000</valUSD>
        <pctVal>0.289440592505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENEL FINANCE INTL NV</name>
        <lei>0YQH6LCEF474UTUV4B96</lei>
        <title>Enel Finance International NV</title>
        <cusip>29278GAM0</cusip>
        <identifiers>
          <isin value="US29278GAM06"/>
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        <balance>7875000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7685921.25000000</valUSD>
        <pctVal>0.283607547239</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>1.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR213187  IRS USD R V 03MLIBOR US0003M CCP LCH / Short: BR213187  IRS USD P V 01MLIBOR US0001M+9BPS CCP LCH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BR213187"/>
        </identifiers>
        <balance>28720000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>6594.11000000</valUSD>
        <pctVal>0.000243320130</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Limited</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2024-07-25</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>28720000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3048.57000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group PLC</title>
        <cusip>53944YAM5</cusip>
        <identifiers>
          <isin value="US53944YAM57"/>
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        <balance>3275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3280829.50000000</valUSD>
        <pctVal>0.121061350636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.32600000</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>OTIS WORLDWIDE CORP</name>
        <lei>549300ZLBKR8VSU25153</lei>
        <title>Otis Worldwide Corp</title>
        <cusip>68902VAH0</cusip>
        <identifiers>
          <isin value="US68902VAH06"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4076440.00000000</valUSD>
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        <name>Newark BSL CLO 1 Ltd.</name>
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        <name>Government National Mortgage Association</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140Q9N66</cusip>
        <identifiers>
          <isin value="US3140Q9N661"/>
        </identifiers>
        <balance>308461.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331443.95000000</valUSD>
        <pctVal>0.012230154674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>6174467X1</cusip>
        <identifiers>
          <isin value="US6174467X10"/>
        </identifiers>
        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5596900.00000000</valUSD>
        <pctVal>0.206523464073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED SEK / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LFKBBNGTG"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-4072.31000000</valUSD>
        <pctVal>-0.00015026667</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>860568.82000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8824814.81000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>-4072.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LMKBBPNXJ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26516126"/>
        <valUSD>-12457.50000000</valUSD>
        <pctVal>-0.00045967697</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>1355560.20000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1058995.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>-12457.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse AG</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>Credit Suisse AG</title>
        <cusip>22546DAA4</cusip>
        <identifiers>
          <isin value="US22546DAA46"/>
        </identifiers>
        <balance>9400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10124364.00000000</valUSD>
        <pctVal>0.373585149783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMSCOPE TECH LLC</name>
        <lei>M4TWC4QDOKW45N7T6Y12</lei>
        <title>CommScope Technologies LLC</title>
        <cusip>20337YAA5</cusip>
        <identifiers>
          <isin value="US20337YAA55"/>
        </identifiers>
        <balance>112000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112000.00000000</valUSD>
        <pctVal>0.004132757057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD HUF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LDKBB0NS4"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="327.00058333"/>
        <valUSD>7023.75000000</valUSD>
        <pctVal>0.000259173682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>404050724.75000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>1242650.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>7023.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie Inc</title>
        <cusip>00287YBZ1</cusip>
        <identifiers>
          <isin value="US00287YBZ16"/>
        </identifiers>
        <balance>16250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16854012.50000000</valUSD>
        <pctVal>0.621906599195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</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>ROYALTY PHARMA PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
        <title>Royalty Pharma PLC</title>
        <cusip>78081BAG8</cusip>
        <identifiers>
          <isin value="US78081BAG86"/>
        </identifiers>
        <balance>3700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3676209.00000000</valUSD>
        <pctVal>0.135650702592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</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>HERBALIFE/HLF FINANCING</name>
        <lei>N/A</lei>
        <title>Herbalife Nutrition Ltd / HLF Financing Inc</title>
        <cusip>42704MAA0</cusip>
        <identifiers>
          <isin value="US42704MAA09"/>
        </identifiers>
        <balance>7435000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7918275.00000000</valUSD>
        <pctVal>0.292181311527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTL FLAVOR &amp; FRAGRANCES</name>
        <lei>BZLRL03D3GPGMOGFO832</lei>
        <title>International Flavors &amp; Fragrances Inc</title>
        <cusip>459506AM3</cusip>
        <identifiers>
          <isin value="US459506AM35"/>
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        <balance>1075000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1074591.50000000</valUSD>
        <pctVal>0.039652014337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.69700000</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>Tenet Healthcare Corp</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>Tenet Healthcare Corp</title>
        <cusip>88033GCN8</cusip>
        <identifiers>
          <isin value="US88033GCN88"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>534375.00000000</valUSD>
        <pctVal>0.019718232613</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>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP</name>
        <lei>N/A</lei>
        <title>CCO Holdings LLC / CCO Holdings Capital Corp</title>
        <cusip>1248EPBZ5</cusip>
        <identifiers>
          <isin value="US1248EPBZ52"/>
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        <balance>4575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4575000.00000000</valUSD>
        <pctVal>0.168815745883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD RUB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21KKKBBZNHF"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="75.43863333"/>
        <valUSD>18813.45000000</valUSD>
        <pctVal>0.000694209091</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurPur>799749.01000000</amtCurPur>
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            <settlementDt>2022-02-10</settlementDt>
            <unrealizedAppr>18813.45000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR217088  IRS NZD R F  2.75000 2 CCPVANILLA / Short: SR217088  IRS NZD P V 03MNZDBB 1 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR217088"/>
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        <balance>29650000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.46006700"/>
        <valUSD>119161.13000000</valUSD>
        <pctVal>0.004397000009</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <terminationDt>2027-03-16</terminationDt>
            <upfrontPmnt>193883.43000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
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      </invstOrSec>
      <invstOrSec>
        <name>DELL INT LLC / EMC CORP</name>
        <lei>N/A</lei>
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        <cusip>24703TAB2</cusip>
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          <isin value="US24703TAB26"/>
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        <balance>4775000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Constellation Brands Inc</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>Constellation Brands Inc</title>
        <cusip>21036PAL2</cusip>
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          <isin value="US21036PAL22"/>
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        <balance>8181000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8532619.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group PLC</title>
        <cusip>53944YAK9</cusip>
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          <isin value="US53944YAK91"/>
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        <balance>1375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1380458.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85800000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD CLP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21KCKBB5D32"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="856.58100000"/>
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        <pctVal>0.002227405134</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>UKRAINE GOVERNMENT</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>Ukraine Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1902171591"/>
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        <balance>2590000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2576240.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
        <title>Long: CX003003  CDS USD R F  3.00000 2 CMBX / Short: CX003003  CDS USD P V 01MEVENT 1 CMBX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="CX003003"/>
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        <balance>6350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-300633.13000000</valUSD>
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        <assetCat>DCR</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Markit CMBX.NA.BBB-.11</indexName>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>-1349915.35000000</upfrontRcpt>
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        <securityLending>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, National Association</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>OPS03895A SWAPTION SONIO SEP22 0.300 CALL</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="OPS03895A"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                      <other otherDesc="Internal Identifier" value="AEID31734E"/>
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                    <balance>39810000.00000000</balance>
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      <invstOrSec>
        <name>Atlas Senior Loan Fund LTD</name>
        <lei>N/A</lei>
        <title>Atlas Senior Loan Fund XVII Ltd</title>
        <cusip>04942FAA7</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Toyota Lease Owner Trust</name>
        <lei>5493006AB33TXC4NJ781</lei>
        <title>Toyota Lease Owner Trust 2021-B</title>
        <cusip>89239CAC3</cusip>
        <identifiers>
          <isin value="US89239CAC38"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-21</maturityDt>
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      <invstOrSec>
        <name>AVOLON HOLDINGS FNDG LTD</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>Avolon Holdings Funding Ltd</title>
        <cusip>05401AAH4</cusip>
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          <isin value="US05401AAH41"/>
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        <balance>2075000.00000000</balance>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Western Digital Corp</name>
        <lei>549300QQXOOYEF89IC56</lei>
        <title>Western Digital Corp</title>
        <cusip>958102AM7</cusip>
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          <isin value="US958102AM75"/>
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        <balance>2770000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR216764  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR216764  IRS USD P F  1.63000 2 CCPOIS</title>
        <cusip>000000000</cusip>
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      <invstOrSec>
        <name>CIT BANK NA</name>
        <lei>FVPV0TNOIM6NUIE59530</lei>
        <title>CIT Bank NA</title>
        <cusip>12556LBJ4</cusip>
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          <isin value="US12556LBJ44"/>
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        <balance>1050000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1080943.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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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>City of San Francisco CA Public Utilities Commission Water Revenue</name>
        <lei>N/A</lei>
        <title>SAN FRANCISCO CITY &amp; CNTY CA PUBLIC UTILITIES COMMISSION WTR</title>
        <cusip>79765RTD1</cusip>
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        <balance>1435000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1487397.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>21H022614</cusip>
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          <isin value="US21H0226140"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1025034.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BELLEMEADE RE LT</name>
        <lei>N/A</lei>
        <title>Bellemeade Re Ltd</title>
        <cusip>07876AAB9</cusip>
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          <isin value="US07876AAB98"/>
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        <balance>1400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1400017.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.55000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SASOL FINANCING INT</name>
        <lei>N/A</lei>
        <title>Sasol Financing International Ltd</title>
        <cusip>803865AA2</cusip>
        <identifiers>
          <isin value="US803865AA25"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>404520.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>Educational Services of America Inc</name>
        <lei>N/A</lei>
        <title>Edsouth Indenture No 5 LLC</title>
        <cusip>28137RAA5</cusip>
        <identifiers>
          <isin value="US28137RAA59"/>
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        <balance>354115.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>352362.09000000</valUSD>
        <pctVal>0.013002026020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.80300000</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>VOLKSWAGEN GROUP AMERICA</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>Volkswagen Group of America Finance LLC</title>
        <cusip>928668BG6</cusip>
        <identifiers>
          <isin value="US928668BG63"/>
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        <balance>3775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3774547.00000000</valUSD>
        <pctVal>0.139279337088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ionic Capital III Trust</name>
        <lei>254900X889N3JUSUDE39</lei>
        <title>Ionic Capital III Trust</title>
        <cusip>46220XBQ6</cusip>
        <identifiers>
          <other otherDesc="CUSIP" value="46220XBQ6"/>
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        <balance>4500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4498714.40000000</valUSD>
        <pctVal>0.166000836492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-24</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANHEUSER-BUSCH CO/INBEV</name>
        <lei>N/A</lei>
        <title>Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc</title>
        <cusip>03522AAG5</cusip>
        <identifiers>
          <isin value="US03522AAG58"/>
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        <balance>9900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10679427.00000000</valUSD>
        <pctVal>0.394066761664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR217101  IRS USD R F  1.00000 2 CCPOIS / Short: SR217101  IRS USD P V 00MSOFR 1 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR217101"/>
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        <balance>710000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-5926.80000000</valUSD>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Limited</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>-1914.25000000</upfrontRcpt>
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        <securityLending>
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      <invstOrSec>
        <name>HOWMET AEROSPACE INC</name>
        <lei>549300HO5WFZUT5N2T22</lei>
        <title>Howmet Aerospace Inc</title>
        <cusip>013817AW1</cusip>
        <identifiers>
          <isin value="US013817AW16"/>
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        <balance>1491000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1606552.50000000</valUSD>
        <pctVal>0.059281171276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>21H030625</cusip>
        <identifiers>
          <isin value="US21H0306256"/>
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        <balance>11000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11367005.10000000</valUSD>
        <pctVal>0.419438129927</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21KUKBB0K85"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.73904774"/>
        <valUSD>-69079.97000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38381YXT6</cusip>
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          <isin value="US38381YXT62"/>
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        <balance>477908.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>61071.35000000</valUSD>
        <pctVal>0.002253509399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.99600000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>91282CCH2</cusip>
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          <isin value="US91282CCH25"/>
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        <balance>59980000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>59384886.24000000</valUSD>
        <pctVal>2.191279533295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <maturityDt>2028-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
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      <invstOrSec>
        <name>Eurex Deutschland</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>EURO-BUND FUTURE MAR22</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Bloomberg Identifier" value="BBG011C8X883"/>
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        <balance>5.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87834900"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Eurex Deutschland</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>Eurex 10 Year Euro BUND Future</indexName>
                <indexIdentifier>RXH2 COMDTY</indexIdentifier>
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            <expDate>2022-03-08</expDate>
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      <invstOrSec>
        <name>EQUITABLE FINANCIAL LIFE</name>
        <lei>635400B4JJBON4TCHF02</lei>
        <title>Equitable Financial Life Global Funding</title>
        <cusip>29449WAA5</cusip>
        <identifiers>
          <isin value="US29449WAA53"/>
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        <balance>1550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1534438.00000000</valUSD>
        <pctVal>0.056620173875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>McKesson Corp</name>
        <lei>549300WZWOM80UCFSF54</lei>
        <title>McKesson Corp</title>
        <cusip>581557AZ8</cusip>
        <identifiers>
          <isin value="US581557AZ88"/>
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        <balance>675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>684463.50000000</valUSD>
        <pctVal>0.025256440717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</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>Anchorage Capital CLO LTD</name>
        <lei>549300H5Q0HJ2EHSSX26</lei>
        <title>Anchorage Capital CLO 15 Ltd</title>
        <cusip>03329FAN4</cusip>
        <identifiers>
          <isin value="US03329FAN42"/>
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        <balance>7600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7607037.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.33200000</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>Hoover City Board of Education</name>
        <lei>N/A</lei>
        <title>HOOVER AL BRD OF EDU PUB SCH W</title>
        <cusip>43923EAC7</cusip>
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          <isin value="US43923EAC75"/>
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        <balance>1180000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1172792.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.55500000</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>MATTEL INC</name>
        <lei>549300VELLG24KHTJ564</lei>
        <title>Mattel Inc</title>
        <cusip>577081BD3</cusip>
        <identifiers>
          <isin value="US577081BD37"/>
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        <balance>2815000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3022606.25000000</valUSD>
        <pctVal>0.111533011717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DELL INT LLC / EMC CORP</name>
        <lei>N/A</lei>
        <title>Dell International LLC / EMC Corp</title>
        <cusip>24703TAC0</cusip>
        <identifiers>
          <isin value="US24703TAC09"/>
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        <balance>10665000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12097202.85000000</valUSD>
        <pctVal>0.446382146935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.85000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140X5UB7</cusip>
        <identifiers>
          <isin value="US3140X5UB71"/>
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        <balance>611659.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>658092.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <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>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP</title>
        <cusip>55336VBR0</cusip>
        <identifiers>
          <isin value="US55336VBR06"/>
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        <balance>8300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8242896.00000000</valUSD>
        <pctVal>0.304159701963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co/The</title>
        <cusip>097023DD4</cusip>
        <identifiers>
          <isin value="US097023DD43"/>
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        <balance>5375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5375913.75000000</valUSD>
        <pctVal>0.198369156177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.16700000</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>LUMEN TECHNOLOGIES INC</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>Lumen Technologies Inc</title>
        <cusip>156700BA3</cusip>
        <identifiers>
          <isin value="US156700BA34"/>
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        <balance>1005000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1100475.00000000</valUSD>
        <pctVal>0.040607105563</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>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136BBVK5</cusip>
        <identifiers>
          <isin value="US3136BBVK55"/>
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        <balance>775491.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119022.40000000</valUSD>
        <pctVal>0.004391880925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR216064  IRS NZD R F   .50000 2 CCPVANILLA / Short: SR216064  IRS NZD P V 03MNZDBB 1 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR216064"/>
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        <balance>316940000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
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        <pctVal>-0.05345635093</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Limited</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>-983450.01000000</upfrontRcpt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi UFJ Trust &amp; Banking Corp/NY</name>
        <lei>JBONEPAGQXF4QP29B387</lei>
        <title>Mitsubishi UFJ Trust &amp; Banking Corp/NY</title>
        <cusip>60682XC12</cusip>
        <identifiers>
          <other otherDesc="CUSIP" value="60682XC12"/>
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        <balance>13000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12996750.00000000</valUSD>
        <pctVal>0.479575091871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>None</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 10YR ULTRA FUT MAR22</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG011DY2460"/>
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        <balance>-431.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-697011.48000000</valUSD>
        <pctVal>-0.02571945636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Ultra 10-Year US Treasury Note Futures</indexName>
                <indexIdentifier>UXYH2 COMDTY</indexIdentifier>
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            <expDate>2022-03-22</expDate>
            <notionalAmt>-62282863.52000000</notionalAmt>
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            <unrealizedAppr>-697011.48000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED NZD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LKKBCD0Q1"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>2808.89000000</valUSD>
        <pctVal>0.000103646964</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>729570.16000000</amtCurSold>
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            <amtCurPur>1220279.05000000</amtCurPur>
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            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>2808.89000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR217141  IRS EUR R F   .25700 2 CCPVANILLA / Short: SR217141  IRS EUR P V 06MEURIB 1 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR217141"/>
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        <balance>14800000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87834900"/>
        <valUSD>-141838.20000000</valUSD>
        <pctVal>-0.00523377519</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LCH Limited</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="0.25700000"/>
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            <upfrontPmnt>37646.01000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>14800000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-184406.01000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HUARONG FINANCE II</name>
        <lei>549300BHVD63HE2GHX17</lei>
        <title>Huarong Finance II Co Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1165659514"/>
        </identifiers>
        <balance>270000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>283500.00000000</valUSD>
        <pctVal>0.010461041302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating LLC / Charter Communications Operating Capital</title>
        <cusip>161175BQ6</cusip>
        <identifiers>
          <isin value="US161175BQ65"/>
        </identifiers>
        <balance>2900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3082874.00000000</valUSD>
        <pctVal>0.113756868584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED HUF / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LFKBBKKBG"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="327.00058333"/>
        <valUSD>4534.30000000</valUSD>
        <pctVal>0.000167313931</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>824000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>270931200.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>4534.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR217019  IRS CAD R V 03MCDOR 1 CCPVANILLA / Short: BR217019  IRS CAD P F  2.00000 2 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BR217019"/>
        </identifiers>
        <balance>19570000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.26495000"/>
        <valUSD>9661.61000000</valUSD>
        <pctVal>0.000356509704</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canada Bankers Acceptances 3 Months" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="CAD" fixedOrFloating="Fixed" fixedRt="2.00000000"/>
            <terminationDt>2032-03-16</terminationDt>
            <upfrontPmnt>37334.17000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>19570000.00000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-19594.86000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD PLN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LFKBB4CC4"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.05237693"/>
        <valUSD>-10050.27000000</valUSD>
        <pctVal>-0.00037085110</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>3386894.07000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>825729.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>-10050.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL INT LLC / EMC CORP</name>
        <lei>N/A</lei>
        <title>Dell International LLC / EMC Corp</title>
        <cusip>24703TAA4</cusip>
        <identifiers>
          <isin value="US24703TAA43"/>
        </identifiers>
        <balance>2887000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3048931.83000000</valUSD>
        <pctVal>0.112504415525</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>5.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tesla Auto Lease Trust</name>
        <lei>N/A</lei>
        <title>Tesla Auto Lease Trust 2021-A</title>
        <cusip>88161FAD8</cusip>
        <identifiers>
          <isin value="US88161FAD87"/>
        </identifiers>
        <balance>5400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5357341.89000000</valUSD>
        <pctVal>0.197683861664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.66000000</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>Montana Higher Education Student Assistance Corp</name>
        <lei>N/A</lei>
        <title>Montana Higher Education Student Assistance Corp</title>
        <cusip>61205PAK5</cusip>
        <identifiers>
          <isin value="US61205PAK57"/>
        </identifiers>
        <balance>587349.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>587349.50000000</valUSD>
        <pctVal>0.021672971352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.10400000</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>ROCKETMTGE C0-ISSUER INC</name>
        <lei>N/A</lei>
        <title>Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc</title>
        <cusip>77313LAA1</cusip>
        <identifiers>
          <isin value="US77313LAA17"/>
        </identifiers>
        <balance>1930000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1926848.31000000</valUSD>
        <pctVal>0.071099963859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLC Student Loan Trust</name>
        <lei>N/A</lei>
        <title>SLC Student Loan Trust 2005-3</title>
        <cusip>784420AP6</cusip>
        <identifiers>
          <isin value="US784420AP69"/>
        </identifiers>
        <balance>362277.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>361413.72000000</valUSD>
        <pctVal>0.013336027697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.32300000</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>Pennsylvania State University/The</name>
        <lei>549300QDK4O4XCJ47X56</lei>
        <title>PENNSYLVANIA ST UNIV</title>
        <cusip>709235S22</cusip>
        <identifiers>
          <isin value="US709235S229"/>
        </identifiers>
        <balance>1070000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1078581.61000000</valUSD>
        <pctVal>0.039799247866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.35300000</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>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corp</title>
        <cusip>00914AAM4</cusip>
        <identifiers>
          <isin value="US00914AAM45"/>
        </identifiers>
        <balance>5175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5096029.50000000</valUSD>
        <pctVal>0.188041534664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR217064  IRS SEK R F   .75000 2 CCPVANILLA / Short: SR217064  IRS SEK P V 03MSTIBO 1 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR217064"/>
        </identifiers>
        <balance>162960000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="SEK" exchangeRt="9.03620000"/>
        <valUSD>-12250.58000000</valUSD>
        <pctVal>-0.00045204170</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="SEK" fixedOrFloating="Fixed" fixedRt="0.75000000"/>
            <floatingPmntDesc curCd="SEK" fixedOrFloating="Floating" floatingRtIndex="Stockholm Interbank Offer Rate 3 Months" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <terminationDt>2027-03-16</terminationDt>
            <upfrontPmnt>978912.95000000</upfrontPmnt>
            <pmntCurCd>SEK</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>SEK</rcptCurCd>
            <notionalAmt>162960000.00000000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>-119677.93000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>BANK OF AMERICA SECURITIES (BO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="06299X005"/>
        </identifiers>
        <balance>27400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27400000.00000000</valUSD>
        <pctVal>1.011049494472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="8NAV47T0Y26Q87Y0QP81" name="Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>0.77000000</repurchaseRt>
          <maturityDt>2022-04-18</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1330177.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>28618444.77000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>EQT</invstCat>
            </repurchaseCollateral>
            <repurchaseCollateral>
              <principalAmt>14167.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1369948.90000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCatConditional desc="exchange traded fund" invstCat="Other instrument"/>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2017-RC1</title>
        <cusip>95001FAC9</cusip>
        <identifiers>
          <isin value="US95001FAC95"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>790287.63000000</valUSD>
        <pctVal>0.029161310540</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR217055  IRS CHF R F   .00000 CCPVANILLA / Short: SR217055  IRS CHF P V 12MLIBOR CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR217055"/>
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        <balance>9440000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CHF" exchangeRt="0.91120000"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Limited</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="CHF" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="CHF" fixedOrFloating="Floating" floatingRtIndex="ICE Libor CHF 12 Month" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <upfrontPmnt>128213.58000000</upfrontPmnt>
            <pmntCurCd>CHF</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CHF</rcptCurCd>
            <notionalAmt>9440000.00000000</notionalAmt>
            <curCd>CHF</curCd>
            <unrealizedAppr>7937.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136BBWT5</cusip>
        <identifiers>
          <isin value="US3136BBWT55"/>
        </identifiers>
        <balance>3612451.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>594958.48000000</valUSD>
        <pctVal>0.021953739796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179TUD5</cusip>
        <identifiers>
          <isin value="US36179TUD52"/>
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        <balance>321276.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345902.61000000</valUSD>
        <pctVal>0.012763673685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAESARS RESORT / FINCO</name>
        <lei>N/A</lei>
        <title>Caesars Resort Collection LLC / CRC Finco Inc</title>
        <cusip>12770RAA1</cusip>
        <identifiers>
          <isin value="US12770RAA14"/>
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        <balance>4410000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4602937.50000000</valUSD>
        <pctVal>0.169846628922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Mills Inc</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>General Mills Inc</title>
        <cusip>370334CC6</cusip>
        <identifiers>
          <isin value="US370334CC65"/>
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        <balance>2175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2202361.50000000</valUSD>
        <pctVal>0.081266294935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.13200000</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>MITSUBISHI UFJ FIN GRP</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>Mitsubishi UFJ Financial Group Inc</title>
        <cusip>606822BS2</cusip>
        <identifiers>
          <isin value="US606822BS23"/>
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        <balance>3025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3005579.50000000</valUSD>
        <pctVal>0.110904731170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.41200000</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>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac STACR REMIC Trust 2020-DNA5</title>
        <cusip>35566AAH2</cusip>
        <identifiers>
          <isin value="US35566AAH23"/>
        </identifiers>
        <balance>1347500.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1358022.73000000</valUSD>
        <pctVal>0.050110518052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie Inc</title>
        <cusip>00287YAL3</cusip>
        <identifiers>
          <isin value="US00287YAL39"/>
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        <balance>2963000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3017163.64000000</valUSD>
        <pctVal>0.111332181495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED CLP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21KFKBCCJ0L"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="856.58100000"/>
        <valUSD>-40474.00000000</valUSD>
        <pctVal>-0.00149347508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>802445.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>652690377.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2022-02-07</settlementDt>
            <unrealizedAppr>-40474.00000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating LLC / Charter Communications Operating Capital</title>
        <cusip>161175AY0</cusip>
        <identifiers>
          <isin value="US161175AY09"/>
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        <balance>8925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9830352.00000000</valUSD>
        <pctVal>0.362736219711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Constellation Brands Inc</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>Constellation Brands Inc</title>
        <cusip>21036PAX6</cusip>
        <identifiers>
          <isin value="US21036PAX69"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>818352.00000000</valUSD>
        <pctVal>0.030196875032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</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>ICG US CLO Ltd</name>
        <lei>635400A7LQADQPBLJB50</lei>
        <title>ICG US CLO 2016-1 Ltd</title>
        <cusip>44931NAW1</cusip>
        <identifiers>
          <isin value="US44931NAW11"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1985042.00000000</valUSD>
        <pctVal>0.073247288708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.77900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>9128284V9</cusip>
        <identifiers>
          <isin value="US9128284V99"/>
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        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>928625.00000000</valUSD>
        <pctVal>0.034265906452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAT INTL FINANCE PLC</name>
        <lei>21380041YBGOQDFAC823</lei>
        <title>BAT International Finance PLC</title>
        <cusip>05530QAN0</cusip>
        <identifiers>
          <isin value="US05530QAN07"/>
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        <balance>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7862240.00000000</valUSD>
        <pctVal>0.290113641511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.66800000</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>CHILDRENS HOSPITAL</name>
        <lei>549300SA6PBAGP0RMQ32</lei>
        <title>Children's Hospital of Orange County</title>
        <cusip>16877EAC9</cusip>
        <identifiers>
          <isin value="US16877EAC93"/>
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        <balance>934000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>920564.09000000</valUSD>
        <pctVal>0.033968461964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED CNH / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LDKBBZL2Q"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.38884640"/>
        <valUSD>22300.97000000</valUSD>
        <pctVal>0.000822897242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US38382EW525"/>
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        <curCd>USD</curCd>
        <valUSD>376454.43000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Intercontinental Exchange, Inc.</name>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="SS006064"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <assetCat>DCR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GENERAL ELECTRIC CO</issuerName>
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                  <isin value="US369604BD45"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac</name>
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          <isin value="US3137FWBW97"/>
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        <balance>2208748.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Oregon Education Districts</name>
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          <isin value="US68587FAT12"/>
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        <balance>40000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39778.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21LFKBB4HT9"/>
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        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="27.68523913"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21LMKBB971V"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87696605"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <settlementDt>2022-03-16</settlementDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136AQC57</cusip>
        <identifiers>
          <isin value="US3136AQC576"/>
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        <balance>439093.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72914.06000000</valUSD>
        <pctVal>0.002690500857</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BAYERISCHE LANDESBANK NY</name>
        <lei>549300DJ6F1V4GISFC11</lei>
        <title>Bayerische Landesbank/New York</title>
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        <identifiers>
          <isin value="US0727MCQW06"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10059573.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Jeld-Wen Inc</name>
        <lei>549300XWE6NM0N1HFW16</lei>
        <title>Jeld-Wen Inc</title>
        <cusip>475795AD2</cusip>
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          <isin value="US475795AD24"/>
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        <balance>125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128437.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>OPS04524A SWAPTION US0003M</title>
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        <balance>-40200000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-103153.20000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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      <invstOrSec>
        <name>BANK OF NOVA SCOTIA HOUS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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      <invstOrSec>
        <name>LCH Limited</name>
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        <name>Tesla Auto Lease Trust</name>
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      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Enel Finance America LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CREDIT SUISSE NEW YORK</name>
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        <name>NUSTAR LOGISTICS LP</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Fannie Mae</name>
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        <name>GENERAL MOTORS FINL CO</name>
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        <name>HCA Inc</name>
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        <name>Parallel Ltd</name>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>SAUDI INTERNATIONAL BOND</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>Saudi Government International Bond</title>
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        <invCountry>SA</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Trade Identifier" value="21LQKBBMVC6"/>
        </identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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          <other otherDesc="Trade Identifier" value="21LGKBBV0V9"/>
        </identifiers>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Banco Santander SA</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>Banco Santander SA</title>
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          <isin value="US05964HAG02"/>
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        <curCd>USD</curCd>
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        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Cathedral Lake LTD</name>
        <lei>N/A</lei>
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          <isin value="US14919HAG83"/>
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        <balance>1825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1800169.05000000</valUSD>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.69400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Access To Loans For Learning Student Loan Corp.</name>
        <lei>N/A</lei>
        <title>Access to Loans for Learning Student Loan Corp</title>
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          <isin value="US00432MCU18"/>
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        <balance>1713262.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1710472.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.92400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED SEK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LEKBB12MH"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.03043780"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>824000.00000000</amtCurSold>
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            <settlementDt>2022-03-16</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD KRW</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LAKBCKWNC"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1190.45000000"/>
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        <pctVal>0.000303598975</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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        </derivativeInfo>
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      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA</title>
        <cusip>05571CC74</cusip>
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          <other otherDesc="CUSIP" value="05571CC74"/>
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        <balance>14511000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14506610.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GFL ENVIRONMENTAL INC</name>
        <lei>549300FYK4MBXWIVZU26</lei>
        <title>GFL Environmental Inc</title>
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        <balance>3880000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3938200.00000000</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>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-127361.64000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Put</putOrCall>
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                      <other otherDesc="Internal Identifier" value="AEIE23408E"/>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Trade Identifier" value="21LCKBBPQJ7"/>
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      <invstOrSec>
        <name>BANK OF MONTREAL</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>Bank of Montreal</title>
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        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Credit Co LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Co LLC</title>
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        <curCd>USD</curCd>
        <valUSD>268577.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INFOR INC</name>
        <lei>549300Q3IIYBYI4RHD64</lei>
        <title>Infor Inc</title>
        <cusip>45674CAB9</cusip>
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          <isin value="US45674CAB90"/>
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        <balance>1025000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1027378.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>EXXON MOBIL CORPORATION</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>Exxon Mobil Corp</title>
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          <isin value="US30231GBH48"/>
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        <balance>1850000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1945959.50000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>UMBS, TBA</name>
        <lei>N/A</lei>
        <title>Uniform Mortgage-Backed Security, TBA</title>
        <cusip>01F032617</cusip>
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          <isin value="US01F0326177"/>
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        <balance>37000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>38965632.40000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
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          <isin value="US31329KCM45"/>
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        <balance>9608.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10447.33000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
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          <isin value="US06051GJG55"/>
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        <balance>15175000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14997149.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.98100000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONTINENTAL RESOURCES</name>
        <lei>XXRTID9RYWOZ0UPIVR53</lei>
        <title>Continental Resources Inc/OK</title>
        <cusip>212015AN1</cusip>
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          <isin value="US212015AN15"/>
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        <balance>6800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7080500.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Delta Air Lines Inc</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>Delta Air Lines Inc</title>
        <cusip>247361ZP6</cusip>
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          <isin value="US247361ZP69"/>
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        <balance>1960000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1999200.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137FVA93</cusip>
        <identifiers>
          <isin value="US3137FVA932"/>
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        <balance>4223103.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>657431.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ITC Holdings Corp</name>
        <lei>549300HTO5U9D3SLE207</lei>
        <title>ITC Holdings Corp</title>
        <cusip>465685AM7</cusip>
        <identifiers>
          <isin value="US465685AM76"/>
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        <balance>4050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4112248.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Venture CDO Ltd</name>
        <lei>549300AZL7IWJJ04HD37</lei>
        <title>Venture 36 Clo Ltd</title>
        <cusip>92332LAF6</cusip>
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          <isin value="US92332LAF67"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2504267.50000000</valUSD>
        <pctVal>0.092406510580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.28200000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SLM Student Loan Trust</name>
        <lei>549300EQOYJZL2D96G46</lei>
        <title>SLM Student Loan Trust 2008-4</title>
        <cusip>78445AAD8</cusip>
        <identifiers>
          <isin value="US78445AAD81"/>
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        <balance>223558.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>226006.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: SS005871  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS005871  CDS USD P V 03MEVENT 1 CCPCORPORATE</title>
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        <descOthUnits>Notional Amount</descOthUnits>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>REPUBLIC OF INDONESIA</issuerName>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer LP</title>
        <cusip>29273RAS8</cusip>
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          <isin value="US29273RAS85"/>
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        <balance>10075000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10282746.50000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Port Authority of New York &amp; New Jersey</name>
        <lei>54930006MR4KZ4W74Z83</lei>
        <title>PORT AUTH OF NEW YORK &amp; NEW JERSEY NY</title>
        <cusip>73358W4V3</cusip>
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          <isin value="US73358W4V32"/>
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        <balance>7450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7489701.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.08600000</annualizedRt>
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      <invstOrSec>
        <name>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
        <cusip>172967KJ9</cusip>
        <identifiers>
          <isin value="US172967KJ96"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1987542.00000000</valUSD>
        <pctVal>0.073339537749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.60000000</annualizedRt>
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        <name>BERKSHIRE HATHAWAY ENERG</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>Berkshire Hathaway Energy Co</title>
        <cusip>084659AT8</cusip>
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          <isin value="US084659AT88"/>
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        <balance>1225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1326711.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVOLON HOLDINGS FNDG LTD</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>Avolon Holdings Funding Ltd</title>
        <cusip>05401AAA9</cusip>
        <identifiers>
          <isin value="US05401AAA97"/>
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        <balance>3925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4069047.50000000</valUSD>
        <pctVal>0.150146292622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corp</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
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        <valUSD>11227700.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered PLC</title>
        <cusip>853254BJ8</cusip>
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          <isin value="US853254BJ86"/>
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        <balance>4050000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>TURKIYE VAKIFLAR BANKASI</name>
        <lei>789000KAIHOLSQKQ9858</lei>
        <title>Turkiye Vakiflar Bankasi TAO</title>
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          <isin value="US90015WAK99"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>TR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Tesla Auto Lease Trust</name>
        <lei>N/A</lei>
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          <isin value="US88161FAC05"/>
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      <invstOrSec>
        <name>GREAT-WEST LIFECO US FI</name>
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          <isin value="US391399AA00"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank, National Association</name>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>COLLAT CP FLEX CO LLC</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>JP Morgan Mortgage Trust</name>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418C7F5</cusip>
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          <isin value="US31418C7F59"/>
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        <balance>384428.36000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>LCH Limited</name>
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        <name>Citibank, National Association</name>
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      </invstOrSec>
      <invstOrSec>
        <name>AVANGRID INC</name>
        <lei>549300OX0Q38NLSKPB49</lei>
        <title>Avangrid Inc</title>
        <cusip>05351WAC7</cusip>
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          <isin value="US05351WAC73"/>
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        <balance>1375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1446665.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Entergy Corp</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>Entergy Corp</title>
        <cusip>29366GCF6</cusip>
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          <other otherDesc="CUSIP" value="29366GCF6"/>
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        <balance>8750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8744999.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137FW6P0</cusip>
        <identifiers>
          <isin value="US3137FW6P01"/>
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        <balance>835025.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128438.59000000</valUSD>
        <pctVal>0.004739334725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QBUK2</cusip>
        <identifiers>
          <isin value="US3140QBUK20"/>
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        <balance>61471.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65782.66000000</valUSD>
        <pctVal>0.002427354932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BANCO SANTANDER SA</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>Banco Santander SA</title>
        <cusip>05971KAD1</cusip>
        <identifiers>
          <isin value="US05971KAD19"/>
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        <balance>2600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2689830.00000000</valUSD>
        <pctVal>0.099253695683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70600000</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>GLOBAL PAYMENTS INC</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>Global Payments Inc</title>
        <cusip>37940XAE2</cusip>
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          <isin value="US37940XAE22"/>
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        <balance>3175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3089306.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EXPEDIA GROUP INC</name>
        <lei>N/A</lei>
        <title>Expedia Group Inc</title>
        <cusip>30212PBJ3</cusip>
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          <isin value="US30212PBJ30"/>
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        <balance>14850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15438060.00000000</valUSD>
        <pctVal>0.569658494840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179UH62</cusip>
        <identifiers>
          <isin value="US36179UH623"/>
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        <balance>3204152.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3425673.11000000</valUSD>
        <pctVal>0.126406024310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR217152  IRS EUR R F   .14000 CCPVANILLA / Short: SR217152  IRS EUR P V 12MLIBOR CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR217152"/>
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        <balance>19600000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87834900"/>
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        <pctVal>-0.00882207140</pctVal>
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        <invCountry>ER</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Limited</counterpartyName>
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                <issuerName>N/A</issuerName>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <curCd>EUR</curCd>
            <unrealizedAppr>-238053.30000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank</name>
        <lei>N/A</lei>
        <title>BANK 2018-BNK15</title>
        <cusip>06036FAJ0</cusip>
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          <isin value="US06036FAJ03"/>
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        <balance>1170000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>963635.01000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: SX002829  CDS USD R F  1.00000 2I65BYDN2 / Short: SX002829  CDS USD P V 03MEVENT 2I65BYDN2</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SX002829"/>
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        <balance>21975000.00000000</balance>
        <units>OU</units>
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        <curCd>USD</curCd>
        <valUSD>82212.87000000</valUSD>
        <pctVal>0.003033623381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Markit CDX.NA.IG.S28.V1</indexName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="7325.01000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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      <invstOrSec>
        <name>CAESARS ENTERTAIN INC</name>
        <lei>549300FA4CTCW903Y781</lei>
        <title>Caesars Entertainment Inc</title>
        <cusip>28470RAH5</cusip>
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          <isin value="US28470RAH57"/>
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        <balance>1895000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1982643.75000000</valUSD>
        <pctVal>0.073158794202</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR216983  IRS EUR R F   .25000 2 CCPVANILLA / Short: SR216983  IRS EUR P V 06MEURIB 1 CCPVANILLA</title>
        <cusip>000000000</cusip>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21LIKBBSRNX"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.73904774"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurPur>1384155.82000000</amtCurPur>
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            <settlementDt>2022-03-16</settlementDt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TELECOM ITALIA SPA</name>
        <lei>549300W384M3RI3VXU42</lei>
        <title>Telecom Italia SpA/Milano</title>
        <cusip>87927YAA0</cusip>
        <identifiers>
          <isin value="US87927YAA01"/>
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        <balance>5615000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5860656.25000000</valUSD>
        <pctVal>0.216255968570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30300000</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>Walt Disney Co/The</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Co/The</title>
        <cusip>2546R3FW9</cusip>
        <identifiers>
          <other otherDesc="CUSIP" value="2546R3FW9"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249546.24000000</valUSD>
        <pctVal>0.009208160576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENRGY TRANS LP/REG FIN</name>
        <lei>N/A</lei>
        <title>Energy Transfer LP / Regency Energy Finance Corp</title>
        <cusip>75886AAJ7</cusip>
        <identifiers>
          <isin value="US75886AAJ79"/>
        </identifiers>
        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157357.50000000</valUSD>
        <pctVal>0.005806431417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179UKZ4</cusip>
        <identifiers>
          <isin value="US36179UKZ48"/>
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        <balance>4173603.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4462148.58000000</valUSD>
        <pctVal>0.164651571754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR217130  IRS EUR R F   .50000 2 CCPVANILLA / Short: SR217130  IRS EUR P V 06MEURIB 1 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR217130"/>
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        <balance>52970000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87834900"/>
        <valUSD>-233705.10000000</valUSD>
        <pctVal>-0.00862362858</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="0.50000000"/>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euribor 6 Month" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
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            <terminationDt>2031-11-26</terminationDt>
            <upfrontPmnt>334723.43000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>52970000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-611491.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KINDER MORGAN INC</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>Kinder Morgan Inc</title>
        <cusip>49456BAB7</cusip>
        <identifiers>
          <isin value="US49456BAB71"/>
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        <balance>4550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4863586.00000000</valUSD>
        <pctVal>0.179464458635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LJKBBPV42"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="74.64593478"/>
        <valUSD>-16571.66000000</valUSD>
        <pctVal>-0.00061148790</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>62833767.41000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>825185.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-01-18</settlementDt>
            <unrealizedAppr>-16571.66000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR217091  IRS NZD R V 03MNZDBB 1 CCPVANILLA / Short: BR217091  IRS NZD P F  2.75000 2 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BR217091"/>
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        <balance>11800000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.46006700"/>
        <valUSD>-49113.23000000</valUSD>
        <pctVal>-0.00181225935</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <fixedPmntDesc amount="0.00000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="2.75000000"/>
            <terminationDt>2032-03-16</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>-134902.67000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>11800000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>42540.55000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR217007  IRS GBP R V 00MSONIA 1 CCPOIS / Short: BR217007  IRS GBP P F   .75000 2 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BR217007"/>
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        <balance>25000000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.73879800"/>
        <valUSD>680568.30000000</valUSD>
        <pctVal>0.025112709330</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
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            <upfrontRcpt>-7708.78000000</upfrontRcpt>
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            <unrealizedAppr>690777.03000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: SS006063  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006063  CDS USD P V 03MEVENT 1 CCPCORPORATE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SS006063"/>
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        <balance>3475000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>57708.63000000</valUSD>
        <pctVal>0.002129426320</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
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                <issuerName>AT&amp;T INC</issuerName>
                <issueTitle>AT&amp;T INC</issueTitle>
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                  <isin value="US00206RHW51"/>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="1158.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3475000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>98.85000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US LONG BOND(CBT) MAR22</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG011DY2166"/>
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        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17767.95000000</valUSD>
        <pctVal>0.000655630542</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CBOT US Long Bond Future</indexName>
                <indexIdentifier>USH2 COMDTY</indexIdentifier>
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            <expDate>2022-03-22</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>17767.95000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED TRY / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LPKBB9KMP"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TRY" exchangeRt="14.12604353"/>
        <valUSD>-8845.99000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>168625.55000000</amtCurSold>
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            <settlementDt>2022-03-16</settlementDt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137FPL45</cusip>
        <identifiers>
          <isin value="US3137FPL451"/>
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        <balance>613690.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92535.92000000</valUSD>
        <pctVal>0.003414539968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.94800000</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD TRY</title>
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        <name>Barton Capital SA</name>
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        <name>Freddie Mac</name>
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        <name>Toyota Auto Receivables Owner Trust</name>
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        <name>NRG Energy Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HILLENBRAND INC</name>
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      <invstOrSec>
        <name>LCH Limited</name>
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        <name>MUELLER WATER PRODUCTS</name>
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        <name>Long Island Power Authority</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>AVOLON HOLDINGS FNDG LTD</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <title>PURCHASED JPY / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21LNKBBVH7M"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="114.95461000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED CHF / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21KUKBB8KNR"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.90938726"/>
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        <pctVal>0.000300491289</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140JNAD2</cusip>
        <identifiers>
          <isin value="US3140JNAD28"/>
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        <balance>294253.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>314934.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PLAINS ALL AMER PIPELINE</name>
        <lei>N/A</lei>
        <title>Plains All American Pipeline LP / PAA Finance Corp</title>
        <cusip>72650RBB7</cusip>
        <identifiers>
          <isin value="US72650RBB78"/>
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        <balance>4125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4184441.25000000</valUSD>
        <pctVal>0.154404277754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Republic of Indonesia</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesia Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1647481388"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87834900"/>
        <valUSD>297486.40000000</valUSD>
        <pctVal>0.010977134099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15000000</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179U4E9</cusip>
        <identifiers>
          <isin value="US36179U4E90"/>
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        <balance>832493.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>882640.75000000</valUSD>
        <pctVal>0.032569105258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEWELL BRANDS INC</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
        <title>Newell Brands Inc</title>
        <cusip>651229BB1</cusip>
        <identifiers>
          <isin value="US651229BB19"/>
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        <balance>2770000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3008912.50000000</valUSD>
        <pctVal>0.111027717592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AECOM</name>
        <lei>0EEB8GF0W0NPCIHZX097</lei>
        <title>AECOM</title>
        <cusip>00774CAB3</cusip>
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          <isin value="US00774CAB37"/>
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        <balance>2750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2983750.00000000</valUSD>
        <pctVal>0.110099230990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRONOX INC</name>
        <lei>549300EPZ4YXC7E5P181</lei>
        <title>Tronox Inc</title>
        <cusip>897051AB4</cusip>
        <identifiers>
          <isin value="US897051AB46"/>
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        <balance>4400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4587000.00000000</valUSD>
        <pctVal>0.169258541282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HUARONG FINANCE 2019</name>
        <lei>549300M6T6OW4AGYHK10</lei>
        <title>Huarong Finance 2019 Co Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2001732101"/>
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        <balance>380000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>383800.00000000</valUSD>
        <pctVal>0.014162072845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust 2021-R01</title>
        <cusip>20754RAF3</cusip>
        <identifiers>
          <isin value="US20754RAF38"/>
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        <balance>4622000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4638110.44000000</valUSD>
        <pctVal>0.171144496922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.15000000</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>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED PLN / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LDKBB244R"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.05237693"/>
        <valUSD>21128.47000000</valUSD>
        <pctVal>0.000779632442</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>1781049.60000000</amtCurSold>
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            <amtCurPur>7303104.83000000</amtCurPur>
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            <settlementDt>2022-03-16</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CROWN CASTLE INTL CORP</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>Crown Castle International Corp</title>
        <cusip>22822VAS0</cusip>
        <identifiers>
          <isin value="US22822VAS07"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1730505.00000000</valUSD>
        <pctVal>0.063854971001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.35000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21LMKBBPZP9"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DTE ENERGY CO</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Co</title>
        <cusip>233331BG1</cusip>
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          <isin value="US233331BG16"/>
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        <balance>3375000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3312191.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.05000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co Inc</title>
        <cusip>37045XCZ7</cusip>
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          <isin value="US37045XCZ78"/>
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        <balance>2450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2473226.00000000</valUSD>
        <pctVal>0.091261091132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137BSYA5</cusip>
        <identifiers>
          <isin value="US3137BSYA54"/>
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        <balance>667601.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>698537.75000000</valUSD>
        <pctVal>0.025775775146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jamestown CLO Ltd</name>
        <lei>N/A</lei>
        <title>Jamestown CLO XVI Ltd</title>
        <cusip>47048RAC9</cusip>
        <identifiers>
          <isin value="US47048RAC97"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3001386.00000000</valUSD>
        <pctVal>0.110749992628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.32500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR217132  IRS EUR R F   .50000 2 CCPVANILLA / Short: SR217132  IRS EUR P V 06MEURIB 1 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR217132"/>
        </identifiers>
        <balance>33110000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87834900"/>
        <valUSD>-204959.18000000</valUSD>
        <pctVal>-0.00756291515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="0.50000000"/>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euribor 6 Month" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
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            <terminationDt>2032-03-17</terminationDt>
            <upfrontPmnt>43572.71000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>33110000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-254046.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Republic of Indonesia</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesia Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USY20721BJ74"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218787.50000000</valUSD>
        <pctVal>0.008073174863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Financial Square Government Fund</name>
        <lei>549300BRJMXN4GUWZ402</lei>
        <title>Goldman Sachs Financial Square Government Fund</title>
        <cusip>38141W273</cusip>
        <identifiers>
          <isin value="US38141W2733"/>
        </identifiers>
        <balance>94982305.33000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94982305.33000000</valUSD>
        <pctVal>3.504810649188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corp</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
        <cusip>06051GFH7</cusip>
        <identifiers>
          <isin value="US06051GFH74"/>
        </identifiers>
        <balance>4345000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4655928.20000000</valUSD>
        <pctVal>0.171801965434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38381YJG0</cusip>
        <identifiers>
          <isin value="US38381YJG08"/>
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        <balance>357659.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48938.66000000</valUSD>
        <pctVal>0.001805817790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.99600000</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 City Transitional Finance Authority Building Aid Revenue</name>
        <lei>N/A</lei>
        <title>NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE</title>
        <cusip>64972H5C2</cusip>
        <identifiers>
          <isin value="US64972H5C26"/>
        </identifiers>
        <balance>12925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12840542.88000000</valUSD>
        <pctVal>0.473811109035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.38000000</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>Danaher Corp</name>
        <lei>S4BKK9OTCEWQ3YHPFM11</lei>
        <title>Danaher Corp</title>
        <cusip>23585MA30</cusip>
        <identifiers>
          <other otherDesc="CUSIP" value="23585MA30"/>
        </identifiers>
        <balance>3718000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3717952.30000000</valUSD>
        <pctVal>0.137191014357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-03</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOFTBANK GROUP CORP</name>
        <lei>5493003BZYYYCDIO0R13</lei>
        <title>SoftBank Group Corp</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1684384867"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201000.00000000</valUSD>
        <pctVal>0.007416822933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERIZON COMMUNICATIONS</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
        <cusip>92343VFS8</cusip>
        <identifiers>
          <isin value="US92343VFS88"/>
        </identifiers>
        <balance>2650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2586082.00000000</valUSD>
        <pctVal>0.095425434261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pennsylvania Higher Education Assistance Agency</name>
        <lei>N/A</lei>
        <title>PHEAA Student Loan Trust 2012-1</title>
        <cusip>69338YAA1</cusip>
        <identifiers>
          <isin value="US69338YAA10"/>
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        <balance>26896.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26513.17000000</valUSD>
        <pctVal>0.000978325807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.65300000</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>DCP MIDSTREAM OPERATING</name>
        <lei>549300Y6CTBSE0QIPL28</lei>
        <title>DCP Midstream Operating LP</title>
        <cusip>23311VAJ6</cusip>
        <identifiers>
          <isin value="US23311VAJ61"/>
        </identifiers>
        <balance>2690000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3053150.00000000</valUSD>
        <pctVal>0.112660064381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418CYN8</cusip>
        <identifiers>
          <isin value="US31418CYN81"/>
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        <balance>474837.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>509770.03000000</valUSD>
        <pctVal>0.018810318654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED NZD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21KUKBB0TJ7"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46187758"/>
        <valUSD>14303.63000000</valUSD>
        <pctVal>0.000527798462</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>5434182.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7965020.18000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>14303.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MUFG Bank Ltd/New York NY</name>
        <lei>C3GTMMZIHMY46P4OIX74</lei>
        <title>MUFG Bank Ltd/New York NY</title>
        <cusip>55380TUU2</cusip>
        <identifiers>
          <other otherDesc="CUSIP" value="55380TUU2"/>
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        <balance>15750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15750442.58000000</valUSD>
        <pctVal>0.581185292271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UMBS, TBA</name>
        <lei>N/A</lei>
        <title>Uniform Mortgage-Backed Security, TBA</title>
        <cusip>01F050619</cusip>
        <identifiers>
          <isin value="US01F0506190"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6532507.20000000</valUSD>
        <pctVal>0.241047011029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      </invstOrSec>
      <invstOrSec>
        <name>CIT Group Inc</name>
        <lei>N8O96ZZJQRFYQUJY7K79</lei>
        <title>CIT Group Inc</title>
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          <isin value="US125581GY89"/>
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        <balance>125000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>132187.50000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21KFKBBXQSH"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1190.45000000"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38381WVB1</cusip>
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          <isin value="US38381WVB17"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac STACR REMIC Trust 2021-DNA1</title>
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          <isin value="US35564KAH23"/>
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        <balance>270000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>270639.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38382J3Q7</cusip>
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          <isin value="US38382J3Q72"/>
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        <balance>8286692.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>931600.73000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <balance>231234.75000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR217004  IRS GBP R V 00MSONIA 1 CCPOIS / Short: BR217004  IRS GBP P F   .50000 2 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BR217004"/>
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        <balance>41100000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>NORTHSTAR EDUCATION FINANCE, INC.</name>
        <lei>25490059JOHYRUHEXW19</lei>
        <title>Northstar Education Finance Inc</title>
        <cusip>66705EAA6</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>County of Palm Beach FL</name>
        <lei>N/A</lei>
        <title>PALM BEACH CNTY FL PUBLIC IMPT REVENUE</title>
        <cusip>696543UA3</cusip>
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          <isin value="US696543UA37"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-12-01</maturityDt>
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      <invstOrSec>
        <name>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: SX002901  CDS USD R F  1.00000 2 CCPCDX / Short: SX002901  CDS USD P V 03MEVENT 1 CCPCDX</title>
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                <indexName>Markit CDX.NA.IG.S32.V1</indexName>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137FUUT9</cusip>
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          <isin value="US3137FUUT91"/>
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        <balance>3062896.87000000</balance>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOODYEAR TIRE &amp; RUBBER</name>
        <lei>5493002BI0S2ZQUY3437</lei>
        <title>Goodyear Tire &amp; Rubber Co/The</title>
        <cusip>382550BH3</cusip>
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          <isin value="US382550BH30"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED CLP / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21KJKBBVLJP"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays PLC</title>
        <cusip>06738EBC8</cusip>
        <identifiers>
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        <balance>2550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2581288.50000000</valUSD>
        <pctVal>0.095248555949</pctVal>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.53500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANCO SANTANDER SA</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>Banco Santander SA</title>
        <cusip>05971KAE9</cusip>
        <identifiers>
          <isin value="US05971KAE91"/>
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        <balance>1600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1655056.00000000</valUSD>
        <pctVal>0.061070931829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.74600000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Trade Identifier" value="21LKKBBZK79"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ADT SEC CORP</name>
        <lei>5493009JEEDYLVRA0J13</lei>
        <title>ADT Security Corp/The</title>
        <cusip>00101JAH9</cusip>
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          <isin value="US00101JAH95"/>
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        <balance>2050000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>PACIFIC GAS &amp; ELECTRIC</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>Pacific Gas and Electric Co</title>
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          <isin value="US694308JE87"/>
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        <balance>5575000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5571153.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank, National Association</name>
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          <other otherDesc="Internal Identifier" value="OPS04507A"/>
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        <balance>-48000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-132460.80000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="SWO">
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                  <derivAddlInfo>
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                      <other otherDesc="Internal Identifier" value="AEIE22822E"/>
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                      <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>21139.20000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179UQ70</cusip>
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          <isin value="US36179UQ707"/>
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        <balance>39509.56000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EXPEDIA GROUP INC</name>
        <lei>N/A</lei>
        <title>Expedia Group Inc</title>
        <cusip>30212PAJ4</cusip>
        <identifiers>
          <isin value="US30212PAJ49"/>
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        <balance>1675000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED SEK / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21LPKBBVVXV"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.03043780"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Apex Credit CLO LLC</name>
        <lei>549300WAK1RS0910RU63</lei>
        <title>Apex Credit CLO 2020 LTD</title>
        <cusip>03756AAA5</cusip>
        <identifiers>
          <isin value="US03756AAA51"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5000680.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>Broadcom Inc</title>
        <cusip>11135FBC4</cusip>
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          <isin value="US11135FBC41"/>
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        <balance>6625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.70000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38382LNX5</cusip>
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          <isin value="US38382LNX54"/>
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        <balance>1220150.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>62870.95000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>PARKER-HANNIFIN CORP</name>
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        <title>Parker-Hannifin Corp</title>
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          <isin value="US701094AM61"/>
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      <invstOrSec>
        <name>Lloyds Banking Group PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group PLC</title>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <title>PURCHASED TRY / SOLD USD</title>
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      <invstOrSec>
        <name>TARGA RESOURCES PARTNERS</name>
        <lei>N/A</lei>
        <title>Targa Resources Partners LP / Targa Resources Partners Finance Corp</title>
        <cusip>87612BBN1</cusip>
        <identifiers>
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        <balance>2720000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3032800.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE NEW YORK</name>
        <lei>549300D0YARF5HYP1809</lei>
        <title>Credit Suisse AG/New York NY</title>
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          <isin value="US22552G3C21"/>
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        <balance>10678000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10650029.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.59000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toyota Lease Owner Trust</name>
        <lei>549300UQ4T5S6MJB6C18</lei>
        <title>Toyota Lease Owner Trust 2021-A</title>
        <cusip>89238EAD8</cusip>
        <identifiers>
          <isin value="US89238EAD85"/>
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        <balance>1400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1387855.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <title>PURCHASED GBP / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LRKBBK843"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>4391.52000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BERRY GLOBAL INC</name>
        <lei>549300AP2Q7ERHX6RI89</lei>
        <title>Berry Global Inc</title>
        <cusip>08576PAH4</cusip>
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          <isin value="US08576PAH47"/>
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        <balance>3200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3132000.00000000</valUSD>
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        <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>1.57000000</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>VICI PROPERTIES / NOTE</name>
        <lei>N/A</lei>
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        <cusip>92564RAC9</cusip>
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          <isin value="US92564RAC97"/>
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        <balance>4590000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4670325.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>Venture CDO Ltd</name>
        <lei>549300WMOGGIXRH33849</lei>
        <title>MJX Venture Management II LLC</title>
        <cusip>60689WAJ0</cusip>
        <identifiers>
          <isin value="US60689WAJ09"/>
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        <balance>4171053.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4145676.31000000</valUSD>
        <pctVal>0.152973866331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.41000000</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>SUNAC CHINA HOLDINGS LTD</name>
        <lei>549300OLARYHDXP3WK18</lei>
        <title>Sunac China Holdings Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2100444772"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125937.50000000</valUSD>
        <pctVal>0.004647045463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21LPKBBVVKG"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87696605"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>1010599.00000000</amtCurSold>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD CAD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21KUKBB8DSS"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.26516126"/>
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      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Limited</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>AMERICAN TOWER CORP</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corp</title>
        <cusip>03027XBB5</cusip>
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          <isin value="US03027XBB55"/>
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        <curCd>USD</curCd>
        <valUSD>1379434.00000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136BAC36</cusip>
        <identifiers>
          <isin value="US3136BAC362"/>
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        <balance>3493249.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>633498.96000000</valUSD>
        <pctVal>0.023375868732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.99800000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38381BZG2</cusip>
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          <isin value="US38381BZG21"/>
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        <balance>466870.76000000</balance>
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        <curCd>USD</curCd>
        <valUSD>60051.91000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179UPC0</cusip>
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          <isin value="US36179UPC08"/>
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        <balance>433764.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>463584.00000000</valUSD>
        <pctVal>0.017106071855</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie Inc</title>
        <cusip>00287YCV9</cusip>
        <identifiers>
          <isin value="US00287YCV92"/>
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        <balance>7800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8246706.00000000</valUSD>
        <pctVal>0.304300289502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ROPER TECHNOLOGIES INC</name>
        <lei>54930003T4SXCIWVXY35</lei>
        <title>Roper Technologies Inc</title>
        <cusip>776743AH9</cusip>
        <identifiers>
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        <balance>975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1001325.00000000</valUSD>
        <pctVal>0.036948508578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.35000000</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>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating LLC / Charter Communications Operating Capital</title>
        <cusip>161175BP8</cusip>
        <identifiers>
          <isin value="US161175BP82"/>
        </identifiers>
        <balance>1275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1301507.25000000</valUSD>
        <pctVal>0.048025118509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.78200000</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>General Electric Co</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>General Electric Co</title>
        <cusip>369604BD4</cusip>
        <identifiers>
          <isin value="US369604BD45"/>
        </identifiers>
        <balance>7900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8019843.00000000</valUSD>
        <pctVal>0.295929131784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</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>Vedanta Resources Ltd</name>
        <lei>2138007MYEKPEAZQTW83</lei>
        <title>Vedanta Resources Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USG9328DAP53"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174350.00000000</valUSD>
        <pctVal>0.006433448151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</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 &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LAKBB26BM"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.73904774"/>
        <valUSD>-9619.77000000</valUSD>
        <pctVal>-0.00035496582</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>541453.87000000</amtCurSold>
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            <amtCurPur>723017.43000000</amtCurPur>
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            <unrealizedAppr>-9619.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED MXN / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LNKBBZFV6"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.75321333"/>
        <valUSD>17258.07000000</valUSD>
        <pctVal>0.000636816166</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>821870.91000000</amtCurSold>
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            <amtCurPur>17414622.71000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>17258.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ally Financial Inc</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>Ally Financial Inc</title>
        <cusip>02005NAY6</cusip>
        <identifiers>
          <isin value="US02005NAY67"/>
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        <balance>1975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1982566.23000000</valUSD>
        <pctVal>0.073155933744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED AUD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LDKBBRPNC"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37420250"/>
        <valUSD>50563.57000000</valUSD>
        <pctVal>0.001865776346</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>1447366.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2058459.65000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>50563.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>61747YEB7</cusip>
        <identifiers>
          <isin value="US61747YEB74"/>
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        <balance>7625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7552181.25000000</valUSD>
        <pctVal>0.278672592517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.79100000</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 Electric Power Co Inc</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>American Electric Power Co Inc</title>
        <cusip>0255E3BE7</cusip>
        <identifiers>
          <other otherDesc="CUSIP" value="0255E3BE7"/>
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        <balance>20000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19992375.00000000</valUSD>
        <pctVal>0.737710972155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-14</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>Credit Suisse Group AG</title>
        <cusip>225401AG3</cusip>
        <identifiers>
          <isin value="US225401AG34"/>
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        <balance>2100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2186730.00000000</valUSD>
        <pctVal>0.080689498578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Vedanta Resources Ltd</name>
        <lei>2138007MYEKPEAZQTW83</lei>
        <title>Vedanta Resources Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USG9328DAJ93"/>
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        <balance>220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212410.00000000</valUSD>
        <pctVal>0.007837847559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR217098  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR217098  IRS USD P F   .25000 2 CCPOIS</title>
        <cusip>000000000</cusip>
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        <balance>19880000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>247861.85000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>19880000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>56288.29000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132A5KC8</cusip>
        <identifiers>
          <isin value="US3132A5KC85"/>
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        <balance>63324.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67923.75000000</valUSD>
        <pctVal>0.002506360332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HalseyPoint CLO II, Ltd.</name>
        <lei>549300RT6H1EOIYTDV62</lei>
        <title>Halseypoint Clo 2 Ltd</title>
        <cusip>40638TAA0</cusip>
        <identifiers>
          <isin value="US40638TAA07"/>
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        <balance>5250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5251701.00000000</valUSD>
        <pctVal>0.193785753327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.99200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
        <cusip>172967JL6</cusip>
        <identifiers>
          <isin value="US172967JL61"/>
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        <balance>1525000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1625711.00000000</valUSD>
        <pctVal>0.059988112580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38380ABR7</cusip>
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          <isin value="US38380ABR77"/>
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        <balance>983830.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>110613.66000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co</title>
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          <isin value="US95000U2N22"/>
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        <balance>7200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7336008.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>Long: BR217153  IRS EUR R V 12MLIBOR CCPVANILLA / Short: BR217153  IRS EUR P F   .17500 CCPVANILLA -.175 INTEREST</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="BR217153"/>
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        <balance>109500000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
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        <invCountry>ER</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <curCd>EUR</curCd>
            <unrealizedAppr>528231.69000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179UCC4</cusip>
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          <isin value="US36179UCC45"/>
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        <balance>524775.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>557698.62000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SASOL Financing USA LLC</name>
        <lei>549300XRB1PFMESFEL85</lei>
        <title>SASOL Financing USA LLC</title>
        <cusip>80386WAA3</cusip>
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          <isin value="US80386WAA36"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>468585.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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      <invstOrSec>
        <name>UMBS, TBA</name>
        <lei>N/A</lei>
        <title>Uniform Mortgage-Backed Security, TBA</title>
        <cusip>01F022618</cusip>
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          <isin value="US01F0226187"/>
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        <balance>24000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24506260.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Starbucks Corp</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>Starbucks Corp</title>
        <cusip>8552M3A43</cusip>
        <identifiers>
          <other otherDesc="CUSIP" value="8552M3A43"/>
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        <balance>6802000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6801924.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-04</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38379EWA6</cusip>
        <identifiers>
          <isin value="US38379EWA62"/>
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        <balance>861425.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138204.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.49600000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co Inc</title>
        <cusip>37045XBK1</cusip>
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          <isin value="US37045XBK19"/>
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        <balance>846000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>OPS03961A SWAPTION SONIO</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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          <isin value="US38380TZK59"/>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137FMW24</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Capital I Trust 2018-L1</title>
        <cusip>61691QAN8</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Enbridge US Inc</name>
        <lei>5493003FRODSVHJWFS32</lei>
        <title>Enbridge US Inc</title>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>6174468R3</cusip>
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        <balance>2125000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2095951.25000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UMBS, TBA</name>
        <lei>N/A</lei>
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          <isin value="US01F0306112"/>
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        <balance>23000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23836445.60000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-01-15</maturityDt>
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      <invstOrSec>
        <name>AVOLON HOLDINGS FNDG LTD</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>Avolon Holdings Funding Ltd</title>
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          <isin value="US05401AAE10"/>
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        <curCd>USD</curCd>
        <valUSD>1032380.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GLOBAL PAYMENTS INC</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>Global Payments Inc</title>
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          <isin value="US891906AB53"/>
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        <curCd>USD</curCd>
        <valUSD>3916204.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912828W55</cusip>
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          <isin value="US912828W556"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>100273.44000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OUTFRONT MEDIA CAP LLC/C</name>
        <lei>N/A</lei>
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          <isin value="US69007TAD63"/>
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        <balance>4405000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>INTL FLAVOR &amp; FRAGRANCES</name>
        <lei>BZLRL03D3GPGMOGFO832</lei>
        <title>International Flavors &amp; Fragrances Inc</title>
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          <isin value="US459506AN18"/>
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        <curCd>USD</curCd>
        <valUSD>5117730.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-01</maturityDt>
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      <invstOrSec>
        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>Phillips 66</title>
        <cusip>718546AY0</cusip>
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          <isin value="US718546AY08"/>
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        <balance>3200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3179232.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.90000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WALT DISNEY COMPANY/THE</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Co/The</title>
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          <isin value="US254687CM62"/>
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        <balance>8900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9052190.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
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        <balance>5065000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5237817.80000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>BROADCOM INC</name>
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        <title>Broadcom Inc</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CO</name>
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        <title>Capital One Financial Corp</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INFOR INC</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>HP ENTERPRISE CO</name>
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        <title>Hewlett Packard Enterprise Co</title>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>New York State Urban Development Corp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VISTRA CORP</name>
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          <isin value="US92840VAF94"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac STACR REMIC Trust 2020-DNA5</title>
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          <isin value="US35566ABD00"/>
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        <curCd>USD</curCd>
        <valUSD>4558143.16000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>BANIJAY ENTERTAINMENT</name>
        <lei>969500CE0IE2EZ5VBG13</lei>
        <title>Banijay Entertainment SASU</title>
        <cusip>060335AA4</cusip>
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          <isin value="US060335AA40"/>
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        <balance>930000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>952087.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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      <invstOrSec>
        <name>Credit Agricole SA</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
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          <isin value="USF2R125AC99"/>
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        <balance>5700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6134055.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
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        <title>Wells Fargo &amp; Co</title>
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          <isin value="US949746RE36"/>
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        <balance>6063000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6456367.44000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.48000000</annualizedRt>
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      <invstOrSec>
        <name>PRA Health Sciences Inc</name>
        <lei>549300R1HR1VWWHIAK47</lei>
        <title>PRA Health Sciences Inc</title>
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        <curCd>USD</curCd>
        <valUSD>3147930.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>Citibank, National Association</name>
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        <curCd>USD</curCd>
        <valUSD>-143918.40000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SPCM SA</name>
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      <invstOrSec>
        <name>AERCAP IRELAND CAP/GLOBA</name>
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        <title>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</title>
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      <invstOrSec>
        <name>ICG Rhinebeck CLO 2021-4 Ltd</name>
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        <invCountry>KY</invCountry>
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        <debtSec>
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      <invstOrSec>
        <name>Goldman Sachs Access High Yield Corporate Bond ETF</name>
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        <title>Goldman Sachs Access High Yield Corporate Bond ETF</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Barclays Capital Inc</name>
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        <title>Barclays Capital Inc</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>ING GROEP NV</name>
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        <name>REALOGY GROUP/CO-ISSUER</name>
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        <name>AERCAP IRELAND CAP/GLOBA</name>
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        <name>MACQUARIE GROUP LTD</name>
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        <title>Macquarie Group Ltd</title>
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        <name>HUSKY III HOLDING LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CAPITAL ONE BANK USA NA</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Park Avenue Institutional Advisers CLO</name>
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        <name>Morgan Stanley</name>
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        <title>Morgan Stanley</title>
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        <name>Government National Mortgage Association</name>
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        <name>San Francisco City &amp; County Airport Comm-San Francisco International Airport</name>
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        <name>Sprint Corp</name>
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        <name>United States Treasury</name>
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        <name>University of Massachusetts Building Authority</name>
        <lei>6ILE2573NPR1XO2TR556</lei>
        <title>UNIV OF MASSACHUSETTS MA BLDG AUTH PROJ REVENUE</title>
        <cusip>914440LB6</cusip>
        <identifiers>
          <isin value="US914440LB61"/>
        </identifiers>
        <balance>2915000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3175407.44000000</valUSD>
        <pctVal>0.117171317042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.35000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>YUM! BRANDS INC</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>Yum! Brands Inc</title>
        <cusip>988498AM3</cusip>
        <identifiers>
          <isin value="US988498AM33"/>
        </identifiers>
        <balance>1875000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1973437.50000000</valUSD>
        <pctVal>0.072819087107</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>7.75000000</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>General Motors</name>
        <lei>N/A</lei>
        <title>GMF Floorplan Owner Revolving Trust</title>
        <cusip>361886CD4</cusip>
        <identifiers>
          <isin value="US361886CD40"/>
        </identifiers>
        <balance>2785000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2889274.19000000</valUSD>
        <pctVal>0.106613109824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</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>MidOcean Credit CLO</name>
        <lei>549300YUUBR2C1GYW366</lei>
        <title>MidOcean Credit CLO VI</title>
        <cusip>59802XBA0</cusip>
        <identifiers>
          <isin value="US59802XBA00"/>
        </identifiers>
        <balance>3800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3732048.40000000</valUSD>
        <pctVal>0.137711155042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.65200000</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>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP</title>
        <cusip>55336VAG5</cusip>
        <identifiers>
          <isin value="US55336VAG59"/>
        </identifiers>
        <balance>1225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1331256.50000000</valUSD>
        <pctVal>0.049122854428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS CO</name>
        <lei>54930070NSV60J38I987</lei>
        <title>General Motors Co</title>
        <cusip>37045VAW0</cusip>
        <identifiers>
          <isin value="US37045VAW00"/>
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        <balance>6064000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6494362.08000000</valUSD>
        <pctVal>0.239639470726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR216504  IRS CAD R V 03MCDOR 1 CCPVANILLA / Short: BR216504  IRS CAD P F  1.68000 2 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BR216504"/>
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        <balance>37090000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.26495000"/>
        <valUSD>432117.05000000</valUSD>
        <pctVal>0.015944953465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canada Bankers Acceptances 3 Months" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="6"/>
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            <fixedPmntDesc amount="0.00000000" curCd="CAD" fixedOrFloating="Fixed" fixedRt="1.68000000"/>
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            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>-48427.27000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>37090000.00000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>469874.73000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESCO DISTRIBUTION INC</name>
        <lei>549300I2CEZJG9N4AH67</lei>
        <title>WESCO Distribution Inc</title>
        <cusip>95081QAN4</cusip>
        <identifiers>
          <isin value="US95081QAN43"/>
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        <balance>2845000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3008587.50000000</valUSD>
        <pctVal>0.111015725217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140X4V94</cusip>
        <identifiers>
          <isin value="US3140X4V948"/>
        </identifiers>
        <balance>124744.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134226.65000000</valUSD>
        <pctVal>0.004952911920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>6174468V4</cusip>
        <identifiers>
          <isin value="US6174468V45"/>
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        <balance>4025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3904531.75000000</valUSD>
        <pctVal>0.144075724525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.98500000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179UGE6</cusip>
        <identifiers>
          <isin value="US36179UGE64"/>
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        <balance>698246.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>746629.28000000</valUSD>
        <pctVal>0.027550334164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179VFT2</cusip>
        <identifiers>
          <isin value="US36179VFT26"/>
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        <balance>91942.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98989.55000000</valUSD>
        <pctVal>0.003652676441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR216980  IRS EUR R V 06MEURIB CCPVANILLA / Short: BR216980  IRS EUR P F   .00000 CCPVANILLA</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STATE OF QATAR</name>
        <lei>52990074F6OJOAXK4P65</lei>
        <title>Qatar Government International Bond</title>
        <cusip>74727PBC4</cusip>
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        <balance>690000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>731529.38000000</valUSD>
        <pctVal>0.026993153643</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</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>State of Tennessee</name>
        <lei>N/A</lei>
        <title>TENNESSEE ST</title>
        <cusip>880541E94</cusip>
        <identifiers>
          <isin value="US880541E940"/>
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        <balance>9865000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9810770.12000000</valUSD>
        <pctVal>0.362013655847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.38600000</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>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137BTYZ8</cusip>
        <identifiers>
          <isin value="US3137BTYZ88"/>
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        <balance>4620949.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4834122.60000000</valUSD>
        <pctVal>0.178377270472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Glencore Funding LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac - STACR</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Curators of the University of Missouri/The</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Intercontinental Exchange, Inc.</name>
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        <name>Morgan Stanley BAML Trust</name>
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        <name>Citibank, National Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac - STACR</name>
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        <name>Municipal Improvement Corp of Los Angeles</name>
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        <name>Government National Mortgage Association</name>
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        <title>Ginnie Mae II Pool</title>
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        <name>AMERICAN INTL GROUP</name>
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        <name>Government National Mortgage Association</name>
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        <name>Freddie Mac</name>
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        <title>Freddie Mac Pool</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>American Tower Corp</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Trade Identifier" value="21LLKBBRHV5"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140X7HL6</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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          <isin value="US38381AHF66"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <title>PURCHASED USD / SOLD EUR</title>
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          <other otherDesc="Trade Identifier" value="21LAKBB4MTL"/>
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      <invstOrSec>
        <name>CSC Holdings LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
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          <isin value="US126307AH04"/>
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        <balance>4120000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4295100.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD AUD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21KGKBBTHH4"/>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>Bank</name>
        <lei>N/A</lei>
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          <isin value="US06540RAU86"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LD HOLDINGS GROUP LLC</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <title>PURCHASED CZK / SOLD USD</title>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <title>PURCHASED EUR / SOLD USD</title>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
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        <title>Morgan Stanley</title>
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      <invstOrSec>
        <name>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
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      <invstOrSec>
        <name>State of Qatar</name>
        <lei>52990074F6OJOAXK4P65</lei>
        <title>Qatar Government International Bond</title>
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        <invCountry>QA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED NOK / SOLD USD</title>
        <cusip>000000000</cusip>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21KPKBB151C"/>
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        <balance>1.00000000</balance>
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        <pctVal>0.001063176475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN TOWER CORP</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corp</title>
        <cusip>03027XAZ3</cusip>
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          <isin value="US03027XAZ33"/>
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        <balance>1150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1181303.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.40000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Level 3 Financing Inc</name>
        <lei>254900AE5FEFIJOXWL19</lei>
        <title>Level 3 Financing Inc</title>
        <cusip>527298BH5</cusip>
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          <isin value="US527298BH52"/>
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        <balance>1925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1961093.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Becton Dickinson and Co</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>Becton Dickinson and Co</title>
        <cusip>075887BV0</cusip>
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          <isin value="US075887BV02"/>
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        <balance>544000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>569584.32000000</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>2024-06-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.36300000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corp</title>
        <cusip>68389XBT1</cusip>
        <identifiers>
          <isin value="US68389XBT19"/>
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        <balance>2825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2893647.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LCM Ltd Partnership</name>
        <lei>549300VQTTD2PAP2Y421</lei>
        <title>LCM XX LP</title>
        <cusip>50188WAE8</cusip>
        <identifiers>
          <isin value="US50188WAE84"/>
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        <balance>3098832.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3099204.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.17200000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IHS Markit Ltd</name>
        <lei>549300HLPTRASHS0E726</lei>
        <title>IHS Markit Ltd</title>
        <cusip>44962LAH0</cusip>
        <identifiers>
          <isin value="US44962LAH06"/>
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        <balance>2475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2594641.50000000</valUSD>
        <pctVal>0.095741276529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co Inc</title>
        <cusip>37045XDK9</cusip>
        <identifiers>
          <isin value="US37045XDK90"/>
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        <balance>8800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8663776.00000000</valUSD>
        <pctVal>0.319690012592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac STACR REMIC Trust 2020-DNA6</title>
        <cusip>35566CBD6</cusip>
        <identifiers>
          <isin value="US35566CBD65"/>
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        <balance>2415000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2442847.61000000</valUSD>
        <pctVal>0.090140140188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pennsylvania Higher Education Assistance Agency</name>
        <lei>N/A</lei>
        <title>PHEAA Student Loan Trust 2016-1</title>
        <cusip>69343FAA5</cusip>
        <identifiers>
          <isin value="US69343FAA57"/>
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        <balance>963122.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>979527.88000000</valUSD>
        <pctVal>0.036144203207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.25300000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DTE ENERGY CO</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Co</title>
        <cusip>233331BE6</cusip>
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          <isin value="US233331BE67"/>
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        <balance>645000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>653088.30000000</valUSD>
        <pctVal>0.024098707867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED AUD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21KUKBB75JW"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37420250"/>
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        <pctVal>0.016251784109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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      <invstOrSec>
        <name>PTC Inc</name>
        <lei>54930050SSMU8SKDJ030</lei>
        <title>PTC Inc</title>
        <cusip>69370CAB6</cusip>
        <identifiers>
          <isin value="US69370CAB63"/>
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        <balance>2085000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2111062.50000000</valUSD>
        <pctVal>0.077897396840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
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      <invstOrSec>
        <name>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corp</title>
        <cusip>00914AAD4</cusip>
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          <isin value="US00914AAD46"/>
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        <balance>2375000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2405186.25000000</valUSD>
        <pctVal>0.088750450444</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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        <name>UBER TECHNOLOGIES INC</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>Uber Technologies Inc</title>
        <cusip>90353TAF7</cusip>
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          <isin value="US90353TAF75"/>
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        <balance>4340000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4573275.00000000</valUSD>
        <pctVal>0.168752094045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR217238  IRS CAD R V 03MCDOR 1 CCPVANILLA / Short: BR217238  IRS CAD P F  2.00000 2 CCPVANILLA</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="CAD" exchangeRt="1.26495000"/>
        <valUSD>43386.54000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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                <issuerName>N/A</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NRG Energy Inc</name>
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        <name>LCH Limited</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Trade Identifier" value="21LPKBBQ32Q"/>
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      <invstOrSec>
        <name>Metropolitan Transportation Authority</name>
        <lei>5493000TKYODLXADQD60</lei>
        <title>MET TRANSPRTN AUTH NY REVENUE</title>
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          <isin value="US59261AM797"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Lloyds Banking Group PLC</name>
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        <name>Tralee CDO Ltd</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Air Lease Corp</name>
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        <title>Air Lease Corp</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Ionic Capital III Trust</name>
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        <assetCat>STIV</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Fair Isaac Corp</name>
        <lei>RI6HET5SJUEY30V1PS26</lei>
        <title>Fair Isaac Corp</title>
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          <isin value="US303250AE41"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Ford Motor Credit Co LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
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        <name>New York State Dormitory Authority</name>
        <lei>549300C8XO7EXTX2XU71</lei>
        <title>NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE</title>
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        <fairValLevel>2</fairValLevel>
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        <name>REPUBLIC OF TURKEY</name>
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        <name>Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF</name>
        <lei>549300NXRN00F6I2GP81</lei>
        <title>Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="SR215695"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Limited</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="Australian Bank Bill Rate 3 Month" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <upfrontRcpt>-111559.87000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
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            <curCd>AUD</curCd>
            <unrealizedAppr>1712945.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED TRY / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LCKBB82R9"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="15.13254266"/>
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        <pctVal>0.001047638047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>863491.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13496462.50000000</amtCurPur>
            <curPur>TRY</curPur>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FIFTH THIRD BANCORP</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>Fifth Third Bancorp</title>
        <cusip>316773CY4</cusip>
        <identifiers>
          <isin value="US316773CY45"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>708167.70000000</valUSD>
        <pctVal>0.026131116609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</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>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>61744YAQ1</cusip>
        <identifiers>
          <isin value="US61744YAQ17"/>
        </identifiers>
        <balance>5175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5356021.50000000</valUSD>
        <pctVal>0.197635139779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.73700000</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>Ventas Realty LP</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>Ventas Realty LP</title>
        <cusip>92277GAP2</cusip>
        <identifiers>
          <isin value="US92277GAP28"/>
        </identifiers>
        <balance>1375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1440230.00000000</valUSD>
        <pctVal>0.053143934796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140JGLW3</cusip>
        <identifiers>
          <isin value="US3140JGLW39"/>
        </identifiers>
        <balance>102830.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110138.54000000</valUSD>
        <pctVal>0.004064069897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cantor Commercial Real Estate Lending</name>
        <lei>N/A</lei>
        <title>Cantor Commercial Real Estate Lending 2019-CF2</title>
        <cusip>12528YAV5</cusip>
        <identifiers>
          <isin value="US12528YAV56"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>928029.71000000</valUSD>
        <pctVal>0.034243940479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
        <cusip>404280CJ6</cusip>
        <identifiers>
          <isin value="US404280CJ69"/>
        </identifiers>
        <balance>8675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8614708.75000000</valUSD>
        <pctVal>0.317879449880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.64500000</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 &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED NOK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LMKBBPNRQ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.81903593"/>
        <valUSD>12755.42000000</valUSD>
        <pctVal>0.000470670107</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>619714.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5577770.56000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>12755.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T Inc</title>
        <cusip>00206RCN0</cusip>
        <identifiers>
          <isin value="US00206RCN08"/>
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        <balance>5150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5449266.50000000</valUSD>
        <pctVal>0.201075844528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD CNH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LPKBB1LB1"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.38884640"/>
        <valUSD>-7378.68000000</valUSD>
        <pctVal>-0.00027227046</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurSold>10805958.56000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>1684000.00000000</amtCurPur>
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            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>-7378.68000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136BBVP4</cusip>
        <identifiers>
          <isin value="US3136BBVP43"/>
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        <balance>2372980.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243526.65000000</valUSD>
        <pctVal>0.008986040013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ELANCO ANIMAL HEALTH INC</name>
        <lei>549300SHPNDCE059M934</lei>
        <title>Elanco Animal Health Inc</title>
        <cusip>28414HAE3</cusip>
        <identifiers>
          <isin value="US28414HAE36"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>529626.00000000</valUSD>
        <pctVal>0.019542996334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.27200000</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>Park Avenue Institutional Advisers CLO</name>
        <lei>N/A</lei>
        <title>Park Avenue Institutional Advisers CLO Ltd 2021-1</title>
        <cusip>70015QAA6</cusip>
        <identifiers>
          <isin value="US70015QAA67"/>
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        <balance>11000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11025575.00000000</valUSD>
        <pctVal>0.406839490146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.52200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR217079  IRS NOK R F  2.00000 2 CCPVANILLA / Short: SR217079  IRS NOK P V 06MNIBOR 1 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR217079"/>
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        <balance>31050000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NOK" exchangeRt="8.80655000"/>
        <valUSD>24810.24000000</valUSD>
        <pctVal>0.000915488343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="NOK" fixedOrFloating="Floating" floatingRtIndex="Norwegian Interbank Offer Rate 6 Months" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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      <invstOrSec>
        <name>Hoover City Board of Education</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Toyota Lease Owner Trust</name>
        <lei>549300UQ4T5S6MJB6C18</lei>
        <title>Toyota Lease Owner Trust 2021-A</title>
        <cusip>89238EAC0</cusip>
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          <isin value="US89238EAC03"/>
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        <balance>7175000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-22</maturityDt>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <title>PURCHASED SEK / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21LPKBBQ5LR"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38379GV20</cusip>
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          <isin value="US38379GV205"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Netflix Inc</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>Netflix Inc</title>
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        <balance>3265000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-15</maturityDt>
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        <name>BANCO DO BRASIL (CAYMAN)</name>
        <lei>QE0Q0253K88YAGNPE356</lei>
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        <cusip>000000000</cusip>
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          <isin value="USP1R027AA25"/>
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        <balance>3350000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-20</maturityDt>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP</title>
        <cusip>55336VAE0</cusip>
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          <isin value="US55336VAE02"/>
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        <balance>2530000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2635602.20000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>UMBS, TBA</name>
        <lei>N/A</lei>
        <title>Uniform Mortgage-Backed Security, TBA</title>
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          <isin value="US01F0206122"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA Inc</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HP ENTERPRISE CO</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>Hewlett Packard Enterprise Co</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179UH54</cusip>
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          <isin value="US36179UH540"/>
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        <balance>1471947.28000000</balance>
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        <valUSD>1562684.29000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>VEDANTA RESOURCES</name>
        <lei>8945002DGA3BBXO3N634</lei>
        <title>Vedanta Resources Finance II PLC</title>
        <cusip>92243XAE1</cusip>
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          <isin value="US92243XAE13"/>
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        <balance>340000.00000000</balance>
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        <valUSD>332350.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.95000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140Q9JC8</cusip>
        <identifiers>
          <isin value="US3140Q9JC83"/>
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        <balance>580886.71000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136AYTL7</cusip>
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          <isin value="US3136AYTL78"/>
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        <balance>379865.52000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912828ZN3</cusip>
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        <balance>610000.00000000</balance>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-30</maturityDt>
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      <invstOrSec>
        <name>LCH Limited</name>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>USA COM PART/USA COM FIN</name>
        <lei>N/A</lei>
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        <valUSD>124800.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-01</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418C6A7</cusip>
        <identifiers>
          <isin value="US31418C6A71"/>
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        <balance>343017.64000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-01-01</maturityDt>
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      <invstOrSec>
        <name>TECHNIPFMC PLC</name>
        <lei>549300D5I93QWCJTCK36</lei>
        <title>TechnipFMC PLC</title>
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          <isin value="US87854XAE13"/>
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        <balance>2570000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-01</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED EUR / SOLD GBP</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21LGKBBLX6J"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-15982.09000000</valUSD>
        <pctVal>-0.00058973299</pctVal>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Air Lease Corp</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corp</title>
        <cusip>00912XBE3</cusip>
        <identifiers>
          <isin value="US00912XBE31"/>
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        <balance>1975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1976659.00000000</valUSD>
        <pctVal>0.072937959222</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
        <cusip>46647PBY1</cusip>
        <identifiers>
          <isin value="US46647PBY16"/>
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        <balance>5150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5079960.00000000</valUSD>
        <pctVal>0.187448576275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LPKBBX8BH"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26516126"/>
        <valUSD>34405.40000000</valUSD>
        <pctVal>0.001269546068</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <settlementDt>2022-03-16</settlementDt>
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      <invstOrSec>
        <name>Illinois Student Assistance Commision</name>
        <lei>549300FKIJ7H0L1PDN43</lei>
        <title>Illinois Student Assistance Commission</title>
        <cusip>452281JD1</cusip>
        <identifiers>
          <isin value="US452281JD17"/>
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        <balance>1159789.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1163354.69000000</valUSD>
        <pctVal>0.042927342015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.02400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VOLKSWAGEN GROUP AMERICA</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>Volkswagen Group of America Finance LLC</title>
        <cusip>928668BC5</cusip>
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          <isin value="US928668BC59"/>
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        <balance>2325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2342019.00000000</valUSD>
        <pctVal>0.086419603138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
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      <invstOrSec>
        <name>Riverside County Infrastructure Financing Authority</name>
        <lei>N/A</lei>
        <title>RIVERSIDE CNTY CA INFRASTRUCTURE FING AUTH LEASE REVENUE</title>
        <cusip>76913DFU6</cusip>
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          <isin value="US76913DFU63"/>
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        <balance>1600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1589837.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.54800000</annualizedRt>
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      <invstOrSec>
        <name>Marble Point CLO LTD</name>
        <lei>2549003LUS5LG1CTZP23</lei>
        <title>Marble Point CLO XVII Ltd</title>
        <cusip>56606CAA1</cusip>
        <identifiers>
          <isin value="US56606CAA18"/>
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        <balance>6000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6001446.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.43200000</annualizedRt>
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      <invstOrSec>
        <name>UNITED PARCEL SERVICE</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>United Parcel Service Inc</title>
        <cusip>911312BX3</cusip>
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        <balance>1925000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2079558.25000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>LOWE'S COS INC</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>Lowe's Cos Inc</title>
        <cusip>548661DT1</cusip>
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          <isin value="US548661DT10"/>
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        <balance>7825000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8480735.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
        <cusip>46647PAY2</cusip>
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          <isin value="US46647PAY25"/>
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        <balance>2950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3107323.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="SR216771"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Limited</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>-252766.21000000</upfrontRcpt>
            <rcptCurCd>SEK</rcptCurCd>
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            <curCd>SEK</curCd>
            <unrealizedAppr>-18364.69000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered PLC</title>
        <cusip>853254BM1</cusip>
        <identifiers>
          <isin value="US853254BM16"/>
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        <balance>1275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1276848.75000000</valUSD>
        <pctVal>0.047115229314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.24700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137BPDJ5</cusip>
        <identifiers>
          <isin value="US3137BPDJ53"/>
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        <balance>329552.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54629.90000000</valUSD>
        <pctVal>0.002015822364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.89000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED AUD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LLKBBT0RS"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-3564.95000000</valUSD>
        <pctVal>-0.00013154528</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>Natwest Group PLC</title>
        <cusip>780097AZ4</cusip>
        <identifiers>
          <isin value="US780097AZ42"/>
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        <balance>3454000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3750584.62000000</valUSD>
        <pctVal>0.138395134453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED IDR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21KFKBB28W5"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="14257.00000000"/>
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        <pctVal>0.000455018028</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>1255759.97000000</amtCurSold>
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            <unrealizedAppr>12331.24000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>OPS04492A SWAPTION EUR006M</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="OPS04492A"/>
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        <balance>-8320000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87834900"/>
        <valUSD>-66577.12000000</valUSD>
        <pctVal>-0.00245667020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>Citibank, National Association</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                    <lei>E57ODZWZ7FF32TWEFA76</lei>
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                    <identifiers>
                      <other otherDesc="Internal Identifier" value="AEIE22467E"/>
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                    <balance>8320000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>N/A</curCd>
                    <valUSD>-66577.12000000</valUSD>
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            <shareNo>1.00000000</shareNo>
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            <exercisePriceCurCd>EUR</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>48630.35000000</unrealizedAppr>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>6174824M3</cusip>
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          <isin value="US6174824M37"/>
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        <balance>1125000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1163272.50000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31398SH97</cusip>
        <identifiers>
          <isin value="US31398SH974"/>
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        <balance>84162.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12642.52000000</valUSD>
        <pctVal>0.000466504140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Navient Corp</name>
        <lei>54930067J0ZNOEBRW338</lei>
        <title>Navient Corp</title>
        <cusip>78442FEQ7</cusip>
        <identifiers>
          <isin value="US78442FEQ72"/>
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        <balance>915000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>949312.50000000</valUSD>
        <pctVal>0.035029267270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD JPY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21KUKBB76V6"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="114.95461000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR216763  IRS USD R F  1.53000 2 CCPOIS / Short: SR216763  IRS USD P V 00MSOFR 1 CCPOIS</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38381YWG5</cusip>
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          <isin value="US38381YWG50"/>
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        <balance>4343191.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>715074.75000000</valUSD>
        <pctVal>0.026385984105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.94600000</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38380YR64</cusip>
        <identifiers>
          <isin value="US38380YR642"/>
        </identifiers>
        <balance>471426.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75413.64000000</valUSD>
        <pctVal>0.002782734401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.09600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PARK AEROSPACE HOLDINGS</name>
        <lei>635400CPI3EOIFF6OC33</lei>
        <title>Park Aerospace Holdings Ltd</title>
        <cusip>70014LAA8</cusip>
        <identifiers>
          <isin value="US70014LAA89"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>920628.00000000</valUSD>
        <pctVal>0.033970820218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank, National Association</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>OPS03897A SWAPTION SONIO SEP22 0.363 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="OPS03897A"/>
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        <balance>-3140000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.73879800"/>
        <valUSD>-25801.79000000</valUSD>
        <pctVal>-0.00095207615</pctVal>
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        <assetCat>DIR</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                  <derivAddlInfo>
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                      <other otherDesc="Internal Identifier" value="AEID31767E"/>
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                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>N/A</curCd>
                    <valUSD>-25801.79000000</valUSD>
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                    <invCountry>GB</invCountry>
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                      <issueTitle>N/A</issueTitle>
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                  <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                  <rcptCurCd>N/A</rcptCurCd>
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            <exercisePrice>0.36300000</exercisePrice>
            <exercisePriceCurCd>GBP</exercisePriceCurCd>
            <expDt>2022-09-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>32326.47000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CLARIOS GLOBAL LP/US FIN</name>
        <lei>N/A</lei>
        <title>Clarios Global LP / Clarios US Finance Co</title>
        <cusip>69867DAC2</cusip>
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          <isin value="US69867DAC20"/>
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        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126900.00000000</valUSD>
        <pctVal>0.004682561344</pctVal>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR216773  IRS AUD R F  2.00000 2 CCPVANILLA / Short: SR216773  IRS AUD P V 06MBBSW 1 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR216773"/>
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        <balance>4260000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="AUD" exchangeRt="1.37447600"/>
        <valUSD>-47688.97000000</valUSD>
        <pctVal>-0.00175970470</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Limited</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="AUD" fixedOrFloating="Fixed" fixedRt="2.00000000"/>
            <floatingPmntDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="Australian Bank Bill Rate 6 Month" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <pmntCurCd>AUD</pmntCurCd>
            <upfrontRcpt>-75804.89000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
            <notionalAmt>4260000.00000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>183138.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corp</title>
        <cusip>00914AAF9</cusip>
        <identifiers>
          <isin value="US00914AAF93"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1522440.00000000</valUSD>
        <pctVal>0.056177452276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</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>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>Petroleos Mexicanos</title>
        <cusip>71654QDG4</cusip>
        <identifiers>
          <isin value="US71654QDG47"/>
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        <balance>210000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>229425.00000000</valUSD>
        <pctVal>0.008465694535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co Inc</title>
        <cusip>37045XCR5</cusip>
        <identifiers>
          <isin value="US37045XCR52"/>
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        <balance>11375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12197526.25000000</valUSD>
        <pctVal>0.450084041930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corp</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
        <cusip>06051GFM6</cusip>
        <identifiers>
          <isin value="US06051GFM69"/>
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        <balance>9025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9651064.25000000</valUSD>
        <pctVal>0.356120570477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137FTLA3</cusip>
        <identifiers>
          <isin value="US3137FTLA39"/>
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        <balance>6302223.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>935788.20000000</valUSD>
        <pctVal>0.034530225786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LCKBBN8ZN"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87696605"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED GBP / SOLD EUR</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21LKKBBNMKX"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>8746.68000000</valUSD>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alabama Federal Aid Highway Finance Authority</name>
        <lei>N/A</lei>
        <title>ALABAMA FEDERAL AID HIGHWAY FIN AUTH SPL OBLIG REVENUE</title>
        <cusip>010268CK4</cusip>
        <identifiers>
          <isin value="US010268CK42"/>
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        <balance>1260000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1252218.74000000</valUSD>
        <pctVal>0.046206391388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.44900000</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>Bayer US Finance II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>Bayer US Finance II LLC</title>
        <cusip>07274NAG8</cusip>
        <identifiers>
          <isin value="US07274NAG88"/>
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        <balance>4150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4174526.50000000</valUSD>
        <pctVal>0.154038427280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
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          <other otherDesc="Bloomberg Identifier" value="BBG011KG6662"/>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Chicago Board of Trade</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <indexBasketInfo>
                <indexName>CBOT 5 Year US Treasury Note</indexName>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Trade Identifier" value="21LMKBB4S5D"/>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Trade Identifier" value="21LNKBB8W77"/>
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        <fairValLevel>2</fairValLevel>
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        <name>HOWMET AEROSPACE INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Higher Education Funding</name>
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          <isin value="US429827AY44"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Thermo Fisher Scientific Inc</name>
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        <assetCat>STIV</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>BSPRT 2018-FL4 Issuer, Ltd.</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <name>Crown City CLO</name>
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        <title>Crown City CLO II</title>
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        <name>LCH Limited</name>
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        <name>CHENIERE ENERGY PARTNERS</name>
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        <title>Cheniere Energy Partners LP</title>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <name>HalseyPoint CLO 3, Ltd.</name>
        <lei>N/A</lei>
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        <name>Celanese US Holdings LLC</name>
        <lei>CD30XVRLT4QO00B1C706</lei>
        <title>Celanese US Holdings LLC</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ING Groep NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING Groep NV</title>
        <cusip>45685NAA4</cusip>
        <identifiers>
          <isin value="US45685NAA46"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5559750.00000000</valUSD>
        <pctVal>0.205152643317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM Ltd</name>
        <lei>549300Y1XB6AVMQY8652</lei>
        <title>OZLM XIV Ltd</title>
        <cusip>67110HBW7</cusip>
        <identifiers>
          <isin value="US67110HBW79"/>
        </identifiers>
        <balance>5400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5262958.80000000</valUSD>
        <pctVal>0.194201161831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.51400000</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>CREDIT IND ET CM NY</name>
        <lei>N/A</lei>
        <title>CREDIT IND ET CM NY</title>
        <cusip>22536U2G4</cusip>
        <identifiers>
          <other otherDesc="CUSIP" value="22536U2G4"/>
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        <balance>20550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20556932.75000000</valUSD>
        <pctVal>0.758542936671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.26000000</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>Educational Services of America Inc</name>
        <lei>N/A</lei>
        <title>Edsouth Indenture No 10 LLC</title>
        <cusip>28138JAA2</cusip>
        <identifiers>
          <isin value="US28138JAA25"/>
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        <balance>236279.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237713.90000000</valUSD>
        <pctVal>0.008771551767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.10300000</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>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR215930  IRS NOK R V 06MNIBOR 1 CCPVANILLA / Short: BR215930  IRS NOK P F  2.13000 2 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BR215930"/>
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        <balance>139640000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NOK" exchangeRt="8.80655000"/>
        <valUSD>-123944.56000000</valUSD>
        <pctVal>-0.00457350674</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Limited</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="NOK" fixedOrFloating="Floating" floatingRtIndex="Norwegian Interbank Offer Rate 6 Months" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
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            <fixedPmntDesc amount="0.00000000" curCd="NOK" fixedOrFloating="Fixed" fixedRt="2.13000000"/>
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            <pmntCurCd>NOK</pmntCurCd>
            <upfrontRcpt>-1343523.87000000</upfrontRcpt>
            <rcptCurCd>NOK</rcptCurCd>
            <notionalAmt>139640000.00000000</notionalAmt>
            <curCd>NOK</curCd>
            <unrealizedAppr>230320.49000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR216587  IRS CAD R V 03MCDOR 1 CCPVANILLA / Short: BR216587  IRS CAD P F  1.00000 2 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BR216587"/>
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        <balance>16580000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.26495000"/>
        <valUSD>128015.76000000</valUSD>
        <pctVal>0.004723732461</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canada Bankers Acceptances 3 Months" floatingRtSpread="0.00000000" pmntAmt="3880.40000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="6"/>
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            <fixedPmntDesc amount="-7743.41000000" curCd="CAD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2023-12-15</terminationDt>
            <upfrontPmnt>15565.35000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>16580000.00000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>144764.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>OPS04504A SWAPTION US0003M</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="OPS04504A"/>
        </identifiers>
        <balance>-48000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-132460.80000000</valUSD>
        <pctVal>-0.00488775273</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
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                    <counterpartyName>Citibank, National Association</counterpartyName>
                    <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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                  <derivAddlInfo>
                    <name>Citibank, National Association</name>
                    <lei>E57ODZWZ7FF32TWEFA76</lei>
                    <title>IRS Swap</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="AEIE22814E"/>
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                    <balance>48000000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>N/A</curCd>
                    <valUSD>-132460.80000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DIR</assetCat>
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                    <invCountry>US</invCountry>
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                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>N/A</issueTitle>
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                        <other otherDesc="N/A" value="N/A"/>
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                    </otherRefInst>
                  </descRefInstrmnt>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ICE Libor USD 3 Months" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                      <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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                  <pmntCurCd>N/A</pmntCurCd>
                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
                  <notionalAmt>48000000.00000000</notionalAmt>
                  <curCd>USD</curCd>
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            <shareNo>1.00000000</shareNo>
            <exercisePrice>1.29000000</exercisePrice>
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            <expDt>2022-12-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>21139.20000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR217234  IRS CAD R F  2.10000 2 CCPVANILLA / Short: SR217234  IRS CAD P V 03MCDOR 1 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR217234"/>
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        <balance>10320000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.26495000"/>
        <valUSD>-32317.97000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Limited</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2033-12-18</terminationDt>
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            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>10320000.00000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-83985.17000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD NZD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LDKBBXQGT"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="NZD" exchangeRt="1.46187758"/>
        <valUSD>-41118.60000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <amtCurPur>3057345.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>-41118.60000000</unrealizedAppr>
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      <invstOrSec>
        <name>NATIONWIDE BLDG SOCIETY</name>
        <lei>549300XFX12G42QIKN82</lei>
        <title>Nationwide Building Society</title>
        <cusip>63861VAA5</cusip>
        <identifiers>
          <isin value="US63861VAA52"/>
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        <balance>3206000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3302596.78000000</valUSD>
        <pctVal>0.121864554922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.76600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cathedral Lake LTD</name>
        <lei>N/A</lei>
        <title>Cathedral Lake VII Ltd</title>
        <cusip>14919HAJ2</cusip>
        <identifiers>
          <isin value="US14919HAJ23"/>
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        <balance>3500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3500028.00000000</valUSD>
        <pctVal>0.129149691242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.40400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VISTRA OPERATIONS CO LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>Vistra Operations Co LLC</title>
        <cusip>92840VAD4</cusip>
        <identifiers>
          <isin value="US92840VAD47"/>
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        <balance>3325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3428573.75000000</valUSD>
        <pctVal>0.126513056813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55000000</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>HalseyPoint CLO I, Ltd.</name>
        <lei>549300POBLM5RW6LD816</lei>
        <title>Halsey Point CLO I Ltd</title>
        <cusip>406375AA3</cusip>
        <identifiers>
          <isin value="US406375AA38"/>
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        <balance>3500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3500847.00000000</valUSD>
        <pctVal>0.129179912028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.48200000</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38380YR23</cusip>
        <identifiers>
          <isin value="US38380YR238"/>
        </identifiers>
        <balance>438202.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61747.36000000</valUSD>
        <pctVal>0.002278453909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.09600000</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>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR216634  IRS NZD R F  1.25000 2 CCPVANILLA / Short: SR216634  IRS NZD P V 03MNZDBB 1 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR216634"/>
        </identifiers>
        <balance>15940000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.46006700"/>
        <valUSD>-42779.47000000</valUSD>
        <pctVal>-0.00157854604</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="9305.63000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="1.25000000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="-6533.21000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2022-12-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>-23842.47000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>15940000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>-25960.81000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REALTY INCOME CORP</name>
        <lei>549300CUWDAUZSH43859</lei>
        <title>Realty Income Corp</title>
        <cusip>756109BD5</cusip>
        <identifiers>
          <isin value="US756109BD50"/>
        </identifiers>
        <balance>4265000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4535017.15000000</valUSD>
        <pctVal>0.167340394048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.60000000</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>CANADIAN NATL RESOURCES</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>Canadian Natural Resources Ltd</title>
        <cusip>136385AW1</cusip>
        <identifiers>
          <isin value="US136385AW17"/>
        </identifiers>
        <balance>1400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1425928.00000000</valUSD>
        <pctVal>0.052616196480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38379EW73</cusip>
        <identifiers>
          <isin value="US38379EW737"/>
        </identifiers>
        <balance>254998.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25228.07000000</valUSD>
        <pctVal>0.000930906110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.99600000</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179UXW7</cusip>
        <identifiers>
          <isin value="US36179UXW79"/>
        </identifiers>
        <balance>61639.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65790.10000000</valUSD>
        <pctVal>0.002427629465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>OPS04555A SWAPTION US0003M</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="OPS04555A"/>
        </identifiers>
        <balance>-29600000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-89898.16000000</valUSD>
        <pctVal>-0.00331720763</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>Citibank, National Association</counterpartyName>
                    <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>Citibank, National Association</name>
                    <lei>E57ODZWZ7FF32TWEFA76</lei>
                    <title>IRS Swap</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="AEIE24570E"/>
                    </identifiers>
                    <balance>29600000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>N/A</curCd>
                    <valUSD>-89898.16000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="derivative" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>N/A</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.30000000"/>
                  <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ICE Libor USD 3 Months" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
                    </rtResetTenors>
                  </floatingPmntDesc>
                  <terminationDt>2023-12-19</terminationDt>
                  <upfrontPmnt>0.00000000</upfrontPmnt>
                  <pmntCurCd>N/A</pmntCurCd>
                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
                  <notionalAmt>29600000.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>1.29600000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-12-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2897.84000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136ABDT7</cusip>
        <identifiers>
          <isin value="US3136ABDT75"/>
        </identifiers>
        <balance>46242.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54714.04000000</valUSD>
        <pctVal>0.002018927097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD ILS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LPKBB2M3M"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.10683266"/>
        <valUSD>-49212.70000000</valUSD>
        <pctVal>-0.00181592976</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>8625228.30000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>2727000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>-49212.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GFL ENVIRONMENTAL INC</name>
        <lei>549300FYK4MBXWIVZU26</lei>
        <title>GFL Environmental Inc</title>
        <cusip>36168QAF1</cusip>
        <identifiers>
          <isin value="US36168QAF19"/>
        </identifiers>
        <balance>4860000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5066550.00000000</valUSD>
        <pctVal>0.186953752416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</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>Northwoods Capital Ltd</name>
        <lei>N/A</lei>
        <title>Northwoods Capital XVIII Ltd</title>
        <cusip>66860MAN1</cusip>
        <identifiers>
          <isin value="US66860MAN11"/>
        </identifiers>
        <balance>10600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10595993.20000000</valUSD>
        <pctVal>0.390988086434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.23000000</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>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR217195  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR217195  IRS USD P F   .50000 2 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BR217195"/>
        </identifiers>
        <balance>22210000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>96906.67000000</valUSD>
        <pctVal>0.003575818967</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.00000000" pmntAmt="518.24000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
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            <fixedPmntDesc amount="-5244.03000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.50000000"/>
            <terminationDt>2023-12-15</terminationDt>
            <upfrontPmnt>61453.69000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>22210000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>35452.98000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co Inc</title>
        <cusip>37045XDG8</cusip>
        <identifiers>
          <isin value="US37045XDG88"/>
        </identifiers>
        <balance>9400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9349992.00000000</valUSD>
        <pctVal>0.345011119887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Student Loan Consolidation Center Student Loan</name>
        <lei>5493008KMDJ3GC7JUA63</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank, National Association</name>
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        <name>Recette CLO LLC</name>
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      <invstOrSec>
        <name>SLM Student Loan Trust</name>
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      <invstOrSec>
        <name>CANADIAN NATL RESOURCES</name>
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        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>Fannie Mae</name>
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        <name>Citigroup Inc</name>
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        <name>LCM Ltd Partnership</name>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <name>NXP BV/NXP FDG/NXP USA</name>
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        <name>United States Treasury</name>
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        <name>Hayfin US XIV LTD</name>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <name>BERRY GLOBAL INC</name>
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        <name>Chicago Board of Trade</name>
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        <name>JAPAN TREASURY DISC BILL</name>
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        <title>Japan Treasury Discount Bill</title>
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        <name>Ford Motor Credit Co LLC</name>
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        <name>STEEL DYNAMICS INC</name>
        <lei>549300HGGKEL4FYTTQ83</lei>
        <title>Steel Dynamics Inc</title>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ONEMAIN FINANCE CORP</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>OneMain Finance Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR217067  IRS SEK R F  1.00000 2 CCPVANILLA / Short: SR217067  IRS SEK P V 03MSTIBO 1 CCPVANILLA</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="SR217067"/>
        </identifiers>
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        <pctVal>-0.00003704906</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <descRefInstrmnt>
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                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="SEK" fixedOrFloating="Floating" floatingRtIndex="Stockholm Interbank Offer Rate 3 Months" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <rcptCurCd>SEK</rcptCurCd>
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            <curCd>SEK</curCd>
            <unrealizedAppr>-284088.52000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>N/A</lei>
        <title>Fannie Mae Connecticut Avenue Securities</title>
        <cusip>20754AAF0</cusip>
        <identifiers>
          <isin value="US20754AAF03"/>
        </identifiers>
        <balance>1556000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1557464.04000000</valUSD>
        <pctVal>0.057469825923</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137B9HA6</cusip>
        <identifiers>
          <isin value="US3137B9HA69"/>
        </identifiers>
        <balance>292900.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42352.41000000</valUSD>
        <pctVal>0.001562787690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.94000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>OPS04554A SWAPTION US0003M</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="OPS04554A"/>
        </identifiers>
        <balance>-29600000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-81959.44000000</valUSD>
        <pctVal>-0.00302427191</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
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                    <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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                  <derivAddlInfo>
                    <name>Citibank, National Association</name>
                    <lei>E57ODZWZ7FF32TWEFA76</lei>
                    <title>IRS Swap</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="AEIE24562E"/>
                    </identifiers>
                    <balance>29600000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>N/A</curCd>
                    <valUSD>-81959.44000000</valUSD>
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                    <assetCat>DIR</assetCat>
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                    <invCountry>US</invCountry>
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                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>N/A</issueTitle>
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                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ICE Libor USD 3 Months" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                  <terminationDt>2023-12-19</terminationDt>
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                  <pmntCurCd>N/A</pmntCurCd>
                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
                  <notionalAmt>29600000.00000000</notionalAmt>
                  <curCd>USD</curCd>
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            <shareNo>1.00000000</shareNo>
            <exercisePrice>1.29600000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-12-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>10836.56000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED NOK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LCKBBPSHJ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.81903593"/>
        <valUSD>21500.46000000</valUSD>
        <pctVal>0.000793358730</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <curSold>USD</curSold>
            <amtCurPur>5635332.72000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>21500.46000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>31329KGZ1</cusip>
        <identifiers>
          <isin value="US31329KGZ12"/>
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        <balance>7311.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8016.09000000</valUSD>
        <pctVal>0.000295790647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR217180  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR217180  IRS EUR P F   .01500 2 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BR217180"/>
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        <balance>3740000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87834900"/>
        <valUSD>36772.41000000</valUSD>
        <pctVal>0.001356887829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Limited</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euribor 6 Month" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <terminationDt>2027-12-13</terminationDt>
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            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>3740000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>14699.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WILLIAMS COMPANIES INC</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>Williams Cos Inc/The</title>
        <cusip>96949LAA3</cusip>
        <identifiers>
          <isin value="US96949LAA35"/>
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        <balance>2025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2026964.25000000</valUSD>
        <pctVal>0.074794203659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Connecticut Avenue Securities</title>
        <cusip>20754KAF8</cusip>
        <identifiers>
          <isin value="US20754KAF84"/>
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        <balance>4100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4121657.43000000</valUSD>
        <pctVal>0.152087578868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.35000000</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>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
        <cusip>46647PBT2</cusip>
        <identifiers>
          <isin value="US46647PBT21"/>
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        <balance>9200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8961996.00000000</valUSD>
        <pctVal>0.330694216250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-19</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>City of Tucson AZ</name>
        <lei>N/A</lei>
        <title>TUCSON AZ COPS</title>
        <cusip>898735UH6</cusip>
        <identifiers>
          <isin value="US898735UH63"/>
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        <balance>2885000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2838758.07000000</valUSD>
        <pctVal>0.104749084365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.45900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA</title>
        <cusip>05583JAH5</cusip>
        <identifiers>
          <isin value="US05583JAH59"/>
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        <balance>3675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3623403.00000000</valUSD>
        <pctVal>0.133702181438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.65200000</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 &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED ZAR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LDKBB18X5"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.10825706"/>
        <valUSD>2050.17000000</valUSD>
        <pctVal>0.000075650486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>1329341.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21446392.99000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>2050.17000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays PLC</title>
        <cusip>06738EBH7</cusip>
        <identifiers>
          <isin value="US06738EBH71"/>
        </identifiers>
        <balance>1850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1947199.00000000</valUSD>
        <pctVal>0.071850896517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.93200000</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>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating LLC / Charter Communications Operating Capital</title>
        <cusip>161175BB9</cusip>
        <identifiers>
          <isin value="US161175BB96"/>
        </identifiers>
        <balance>1650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1675311.00000000</valUSD>
        <pctVal>0.061818333563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.46400000</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>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SR217028  IRS AUD R F  1.25000 2 CCPVANILLA / Short: SR217028  IRS AUD P V 06MBBSW 1 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="SR217028"/>
        </identifiers>
        <balance>140540000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="AUD" exchangeRt="1.37447600"/>
        <valUSD>-2458291.51000000</valUSD>
        <pctVal>-0.09071001417</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="AUD" fixedOrFloating="Fixed" fixedRt="1.25000000"/>
            <floatingPmntDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="Australian Bank Bill Rate 6 Month" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2027-03-16</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>AUD</pmntCurCd>
            <upfrontRcpt>-3400576.13000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
            <notionalAmt>140540000.00000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-47616.32000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>21H020618</cusip>
        <identifiers>
          <isin value="US21H0206183"/>
        </identifiers>
        <balance>20000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20192706.00000000</valUSD>
        <pctVal>0.745103109246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED NZD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LMKBBPWQG"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.46187758"/>
        <valUSD>4528.80000000</valUSD>
        <pctVal>0.000167110983</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>358959.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>531374.67000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>4528.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Limited</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BR217043  IRS JPY R V 12MLIBOR CCPVANILLA / Short: BR217043  IRS JPY P F   .00000 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BR217043"/>
        </identifiers>
        <balance>902330000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="JPY" exchangeRt="115.03000000"/>
        <valUSD>66027.84000000</valUSD>
        <pctVal>0.002436401980</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Limited</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="ICE Libor Japan 12 Month" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2032-03-16</terminationDt>
            <upfrontPmnt>4018498.00000000</upfrontPmnt>
            <pmntCurCd>JPY</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
            <notionalAmt>902330000.00000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>30616.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179T7M1</cusip>
        <identifiers>
          <isin value="US36179T7M16"/>
        </identifiers>
        <balance>211452.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226187.48000000</valUSD>
        <pctVal>0.008346231288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wind River CLO Ltd</name>
        <lei>254900W8N6WOFX1LSH24</lei>
        <title>THL Credit Wind River 2017-1 CLO Ltd</title>
        <cusip>97315TAJ1</cusip>
        <identifiers>
          <isin value="US97315TAJ16"/>
        </identifiers>
        <balance>3950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3950023.70000000</valUSD>
        <pctVal>0.145754360037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.84200000</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>Marble Point CLO XIX Ltd</name>
        <lei>N/A</lei>
        <title>Marble Point CLO XIX Ltd</title>
        <cusip>56607KAJ3</cusip>
        <identifiers>
          <isin value="US56607KAJ34"/>
        </identifiers>
        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2210032.00000000</valUSD>
        <pctVal>0.081549333444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.02400000</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>NATIONAL RETAIL PROP INC</name>
        <lei>5493008JKH5SOTI0JS97</lei>
        <title>National Retail Properties Inc</title>
        <cusip>637417AG1</cusip>
        <identifiers>
          <isin value="US637417AG16"/>
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        <balance>435000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>459747.15000000</valUSD>
        <pctVal>0.016964493561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>OPS04494A SWAPTION EUR006M</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="OPS04494A"/>
        </identifiers>
        <balance>-8510000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87834900"/>
        <valUSD>-68097.52000000</valUSD>
        <pctVal>-0.00251277237</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>Citibank, National Association</counterpartyName>
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                  <derivAddlInfo>
                    <name>Citibank, National Association</name>
                    <lei>E57ODZWZ7FF32TWEFA76</lei>
                    <title>IRS Swap</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="AEIE22475E"/>
                    </identifiers>
                    <balance>8510000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>N/A</curCd>
                    <valUSD>-68097.52000000</valUSD>
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                    <assetCat>DIR</assetCat>
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                    <invCountry>DE</invCountry>
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                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>N/A</issueTitle>
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                        <other otherDesc="N/A" value="N/A"/>
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                  <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euribor 6 Months" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
                    <rtResetTenors>
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                  <terminationDt>2027-12-13</terminationDt>
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                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
                  <notionalAmt>8510000.00000000</notionalAmt>
                  <curCd>EUR</curCd>
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            <shareNo>1.00000000</shareNo>
            <exercisePrice>0.01500000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2022-12-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>50509.82000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>County of Nueces TX</name>
        <lei>N/A</lei>
        <title>NUECES CNTY TX</title>
        <cusip>670386SS1</cusip>
        <identifiers>
          <isin value="US670386SS10"/>
        </identifiers>
        <balance>260000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257497.40000000</valUSD>
        <pctVal>0.009501555332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.51600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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          <other otherDesc="Trade Identifier" value="21LJKBBTQ18"/>
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      <invstOrSec>
        <name>Becton Dickinson and Co</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
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          <isin value="US075887BF51"/>
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      <invstOrSec>
        <name>MONDELEZ INTERNATIONAL</name>
        <lei>549300DV9GIB88LZ5P30</lei>
        <title>Mondelez International Inc</title>
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          <isin value="US609207AU94"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-04</maturityDt>
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          <annualizedRt>1.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SOUTHERN POWER CO</name>
        <lei>5LADC78JBG2BMZD5XF57</lei>
        <title>Southern Power Co</title>
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          <isin value="US843646AW05"/>
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        <balance>1450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1403136.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.90000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA</title>
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          <isin value="US05583JAF93"/>
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        <balance>2921000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-12</maturityDt>
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          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21LDKBBX15P"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.03043780"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-15</maturityDt>
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          <annualizedRt>3.60000000</annualizedRt>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD INR</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21LLKBBV4L0"/>
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      <invstOrSec>
        <name>Wisconsin Department of Transportation</name>
        <lei>N/A</lei>
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        <issuerCat>MUN</issuerCat>
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      <invstOrSec>
        <name>VMWARE INC</name>
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        <title>VMware Inc</title>
        <cusip>928563AH8</cusip>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-08-15</maturityDt>
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          <annualizedRt>1.00000000</annualizedRt>
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      <invstOrSec>
        <name>SSM HEALTH CARE</name>
        <lei>5493000QP6H63JFPC580</lei>
        <title>SSM Health Care Corp</title>
        <cusip>784710AB1</cusip>
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          <isin value="US784710AB15"/>
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        <balance>2335000.00000000</balance>
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        <name>Government National Mortgage Association</name>
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        <title>Government National Mortgage Association</title>
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        <name>Morgan Stanley &amp; Co. LLC</name>
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        <cusip>000000000</cusip>
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        <name>NatWest Markets PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NatWest Markets PLC</title>
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        <fairValLevel>2</fairValLevel>
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        <name>WP Carey Inc</name>
        <lei>54930042CRNE713E3Q67</lei>
        <title>WP Carey Inc</title>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>4.60000000</annualizedRt>
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      <invstOrSec>
        <name>Port of Morrow OR</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BROADCOM CRP / CAYMN FI</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FIRST HORIZON CORP</name>
        <lei>TF3RXI1ZB1TQ30H9JV10</lei>
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          <isin value="US320517AC95"/>
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        <curCd>USD</curCd>
        <valUSD>2819046.55000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP Paribas SA</title>
        <cusip>05581KAA9</cusip>
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          <isin value="US05581KAA97"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10832800.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Macquarie Bank Ltd</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>Macquarie Bank Ltd</title>
        <cusip>55607LCF9</cusip>
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          <other otherDesc="CUSIP" value="55607LCF9"/>
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        <balance>9633000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9628485.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>None</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZF NA CAPITAL</name>
        <lei>529900JYGMS9CW9IQX78</lei>
        <title>ZF North America Capital Inc</title>
        <cusip>98877DAC9</cusip>
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          <isin value="US98877DAC92"/>
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        <balance>900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>964125.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>PENSKE TRUCK LEASING/PTL</name>
        <lei>N/A</lei>
        <title>Penske Truck Leasing Co Lp / PTL Finance Corp</title>
        <cusip>709599BL7</cusip>
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          <isin value="US709599BL72"/>
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        <balance>4950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4828081.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.20000000</annualizedRt>
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      <invstOrSec>
        <name>CROWN CASTLE INTL CORP</name>
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        <title>Crown Castle International Corp</title>
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          <isin value="US22822VAB71"/>
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        <balance>8300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9088832.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="21LIKBBR7G3"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.73904774"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136AWKF3</cusip>
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          <isin value="US3136AWKF36"/>
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        <balance>557687.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>100234.85000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>SPRINT COMMUNICATIONS</name>
        <lei>549300JKU50UT08ZWD77</lei>
        <title>Sprint Communications Inc</title>
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          <isin value="US852061AS99"/>
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        <balance>770000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>798875.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
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          <isin value="US36179UKY72"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CIT GROUP INC</name>
        <lei>N8O96ZZJQRFYQUJY7K79</lei>
        <title>CIT Group Inc</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137BSCT8</cusip>
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        <balance>956330.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1001183.27000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137ABF48</cusip>
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        <balance>317508.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47290.95000000</valUSD>
        <pctVal>0.001745017923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.89000000</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179UPB2</cusip>
        <identifiers>
          <isin value="US36179UPB25"/>
        </identifiers>
        <balance>1559145.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1654161.29000000</valUSD>
        <pctVal>0.061037917373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Balboa Bay Loan Funding Ltd</name>
        <lei>549300N3EVICXRV85R74</lei>
        <title>Balboa Bay Loan Funding 2021-2 Ltd</title>
        <cusip>05766GAA5</cusip>
        <identifiers>
          <isin value="US05766GAA58"/>
        </identifiers>
        <balance>12500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12507625.00000000</valUSD>
        <pctVal>0.461526566909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.38200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN INTL GROUP</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>American International Group Inc</title>
        <cusip>026874DQ7</cusip>
        <identifiers>
          <isin value="US026874DQ70"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2064080.00000000</valUSD>
        <pctVal>0.076163760604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Babson CLO Ltd</name>
        <lei>549300Q89L7I93JSRH83</lei>
        <title>Barings CLO Ltd 2020-IV</title>
        <cusip>06762BAJ9</cusip>
        <identifiers>
          <isin value="US06762BAJ98"/>
        </identifiers>
        <balance>2250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2250855.00000000</valUSD>
        <pctVal>0.083055686492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.83200000</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>State of Maryland Department of Transportation</name>
        <lei>N/A</lei>
        <title>MARYLAND ST DEPT OF TRANSPRTN</title>
        <cusip>57421FAA5</cusip>
        <identifiers>
          <isin value="US57421FAA57"/>
        </identifiers>
        <balance>2470000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2452459.54000000</valUSD>
        <pctVal>0.090494816720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.36100000</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>AMC Networks Inc</name>
        <lei>549300VGG9K75226LR46</lei>
        <title>AMC Networks Inc</title>
        <cusip>00164VAE3</cusip>
        <identifiers>
          <isin value="US00164VAE39"/>
        </identifiers>
        <balance>4486000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4575720.00000000</valUSD>
        <pctVal>0.168842313607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</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 &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED USD / SOLD ZAR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21LDKBB1P7K"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.10825706"/>
        <valUSD>-1144.56000000</valUSD>
        <pctVal>-0.00004223382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>22867259.39000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>1418454.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>-1144.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140H36T8</cusip>
        <identifiers>
          <isin value="US3140H36T86"/>
        </identifiers>
        <balance>334879.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>364146.71000000</valUSD>
        <pctVal>0.013436873980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
        <cusip>172967LZ2</cusip>
        <identifiers>
          <isin value="US172967LZ20"/>
        </identifiers>
        <balance>1045000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1089935.00000000</valUSD>
        <pctVal>0.040218183604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.04400000</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 &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>OPS04069A SWAPTION SONIO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="OPS04069A"/>
        </identifiers>
        <balance>-3410000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.73879800"/>
        <valUSD>-64442.62000000</valUSD>
        <pctVal>-0.00237790796</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
                    <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>Morgan Stanley &amp; Co. LLC</name>
                    <lei>9R7GPTSO7KV3UQJZQ078</lei>
                    <title>IRS Swap</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="AEID72431E"/>
                    </identifiers>
                    <balance>3410000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>N/A</curCd>
                    <valUSD>-64442.62000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="derivative" issuerCat="OTHER"/>
                    <invCountry>GB</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>N/A</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Month" resetDtUnit="12"/>
                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0.00000000" curCd="GBP" fixedOrFloating="Fixed" fixedRt="0.60000000"/>
                  <terminationDt>2023-11-16</terminationDt>
                  <upfrontPmnt>0.00000000</upfrontPmnt>
                  <pmntCurCd>N/A</pmntCurCd>
                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
                  <notionalAmt>3410000.00000000</notionalAmt>
                  <curCd>GBP</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>0.59900000</exercisePrice>
            <exercisePriceCurCd>GBP</exercisePriceCurCd>
            <expDt>2022-11-16</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>13285.52000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>PURCHASED NOK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="21KUKBBZ85D"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="8.81903593"/>
        <valUSD>14313.57000000</valUSD>
        <pctVal>0.000528165244</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>520980.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4720773.43000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2022-03-16</settlementDt>
            <unrealizedAppr>14313.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US FOODS INC</name>
        <lei>5493000JOOFAOUY1JZ87</lei>
        <title>US Foods Inc</title>
        <cusip>90290MAC5</cusip>
        <identifiers>
          <isin value="US90290MAC55"/>
        </identifiers>
        <balance>1055000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1098518.75000000</valUSD>
        <pctVal>0.040534920688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="IBORs are undergoing a change as regulators and industry groups have recommended that firms consider adoption of alternative, overnight risk-free rates (RFRs). Floating rate swap terms reflected as Libors may be using the RFR to calculate the actual rate." noteItem="C.11.f.i.2"/>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>

    </explntrNotes>
    <signature>
      <ncom:dateSigned>2022-01-28</ncom:dateSigned>
      <ncom:nameOfApplicant>GOLDMAN SACHS TRUST</ncom:nameOfApplicant>
      <ncom:signature>Peter Fortner</ncom:signature>
      <ncom:signerName>Peter Fortner</ncom:signerName>
      <ncom:title>Vice President</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
