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        <fairValLevel>2</fairValLevel>
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        <name>STANDARD CHARTERED BANK</name>
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        <name>UNION PACIFIC CORP</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Gam Resecuritization Trust</name>
        <lei>N/A</lei>
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          <isin value="US36459DCQ25"/>
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        <balance>413000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <balance>653929.22000000</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>
      <invstOrSec>
        <name>Freddiemac Strip</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Strips</title>
        <cusip>31325WR61</cusip>
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          <isin value="US31325WR614"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
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        <curCd>USD</curCd>
        <valUSD>1000000.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <cusip>3137AAW33</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>EXTRA SPACE STORAGE LP</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>NUTRIEN LTD</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALBERTSONS COS/SAFEWAY</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</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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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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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>EIG PEARL HOLDINGS SARL</name>
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        <title>EIG Pearl Holdings Sarl</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
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        <title>Navient Corp</title>
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        <name>UK CLEARING HOUSE LIMITED</name>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <title>Freddie Mac REMICS</title>
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        <name>Fannie Mae</name>
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        <name>FHLMC Multifamily Structured P</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>HCA INC</name>
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        <name>Citibank, National Association</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>GAP INC/THE</name>
        <lei>T2ZG1WRWZ4BUCMQL9224</lei>
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        <name>ABBVIE INC</name>
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        <title>AbbVie Inc</title>
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        <title>NextEra Energy Capital Holdings Inc</title>
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        <name>REPUBLIC OF COLOMBIA</name>
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        <title>Colombia Government International Bond</title>
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        <name>UK CLEARING HOUSE LIMITED</name>
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      <invstOrSec>
        <name>Bank of America, National Association</name>
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        <name>Bank of America, National Association</name>
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        <title>PayPal Holdings Inc</title>
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        <name>Government National Mortgage A</name>
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        <title>Ginnie Mae II Pool</title>
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        <title>Cigna Corp</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae - CAS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>State Street Bank and Trust Company</name>
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        <name>KRAFT HEINZ FOODS CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>IPALCO ENTERPRISES INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
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        <name>DIAMONDBACK ENERGY INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PARAMOUNT GLOBAL</name>
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        <name>HCA INC</name>
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        <name>BNP PARIBAS</name>
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        <name>Citibank, National Association</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>Fannie Mae</name>
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        <name>CENTRAL GARDEN &amp; PET CO</name>
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        <name>US AIRWAYS 2012-2A PTT</name>
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        <name>TIME WARNER CABLE LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>Time Warner Cable LLC</title>
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        <name>DOMINION ENERGY INC</name>
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        <name>IBM CORP</name>
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        <name>AMERICAN HOMES 4 RENT</name>
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        <title>American Homes 4 Rent LP</title>
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        <name>COMM Mortgage Trust</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>NESTLE HOLDINGS INC</name>
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        <name>COLT Funding LLC</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>Government National Mortgage A</name>
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        <name>Citibank, National Association</name>
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        <name>Citigroup Commercial Mortgage</name>
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        <name>Credit Suisse Commercial Mortg</name>
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        <name>HSBC HOLDINGS PLC</name>
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        <name>Freddie Mac</name>
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        <name>Bank of America, National Association</name>
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        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
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        <name>JOHNSON &amp; JOHNSON</name>
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        <title>Johnson &amp; Johnson</title>
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        <name>FREMF Mortgage Trust</name>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AMER AIRLINE 16-3 A PTT</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sound Point CLO LTD</name>
        <lei>549300YVZ0M0XDDYS744</lei>
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          <isin value="US83609RAQ48"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-01-23</maturityDt>
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      <invstOrSec>
        <name>BATH &amp; BODY WORKS INC</name>
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          <isin value="US501797AM65"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-07-01</maturityDt>
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        <name>INGEVITY CORP</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-11-01</maturityDt>
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        <name>MISSISSIPPI POWER CO</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>MCKESSON CORP</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-03</maturityDt>
          <couponKind>None</couponKind>
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        <name>Bluemountain CLO Ltd</name>
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        <name>Government National Mortgage A</name>
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        <name>Bank of America, National Association</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
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        <title>IRS USD</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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      <invstOrSec>
        <name>META PLATFORMS INC</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>Meta Platforms Inc</title>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA</name>
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        <title>Colombia Government International Bond</title>
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          <other otherDesc="SEDOL" value="BGC21T1"/>
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        <curCd>USD</curCd>
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        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA Inc</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>DEERE &amp; COMPANY</name>
        <lei>PWFTNG3EI0Y73OXWDH08</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <title>CBOT 5 Year US Treasury Note</title>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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        <name>LIBERTY MUTUAL GROUP INC</name>
        <lei>QUR0DG15Z6FFGYCHH861</lei>
        <title>Liberty Mutual Group Inc</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TELECOM ITALIA CAPITAL</name>
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        <title>Telecom Italia Capital SA</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

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        <title>Apple Inc</title>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>State Street Bank and Trust Company</name>
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        <name>WEC ENERGY GROUP INC</name>
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        <title>WEC Energy Group Inc</title>
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        <balance>31000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>31707.10000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-10-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LOWE'S COS INC</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>Lowe's Cos Inc</title>
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          <isin value="US548661EF07"/>
          <other otherDesc="SEDOL" value="BMGCHK2"/>
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        <balance>46000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>38908.09000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2062-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>WEC ENERGY GROUP INC</name>
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          <isin value="US92939UAH95"/>
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        <balance>22000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22125.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-27</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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00043713"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25742.46000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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            <amtCurSold>-3591102.48000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00042747"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-8947.12000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <amtCurSold>-1271661170.16000000</amtCurSold>
            <curSold>COP</curSold>
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            <unrealizedAppr>-8947.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NATIONAL RURAL UTIL COOP</name>
        <lei>4NYF266XZC35SCTGX023</lei>
        <title>National Rural Utilities Cooperative Finance Corp</title>
        <cusip>637432PA7</cusip>
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          <isin value="US637432PA73"/>
          <other otherDesc="SEDOL" value="BMYVV09"/>
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        <balance>36000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>38863.65000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.80000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="38863.64988000"/>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00044104"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26225.38000000</valUSD>
        <pctVal>-0.00926162942</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            <amtCurSold>-3993691.59000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>2555323.63000000</amtCurPur>
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            <settlementDt>2023-02-03</settlementDt>
            <unrealizedAppr>-26225.38000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Allegro CLO Ltd</name>
        <lei>635400THLJMIHHPCEN50</lei>
        <title>Allegro CLO IV Ltd</title>
        <cusip>01749TAS9</cusip>
        <identifiers>
          <isin value="US01749TAS96"/>
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        <balance>1550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1502734.30000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.79243000</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>EUREX CLEARING AKTIENGESELLSCHAFT</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>Eurex 2 Year Euro SCHATZ</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="DUH3"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG01819TKW9"/>
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        <balance>160.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91984000"/>
        <valUSD>-128426.83000000</valUSD>
        <pctVal>-0.04535460333</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>EUREX CLEARING AKTIENGESELLSCHAFT</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>BUNDESSCHATZANWEISUNGEN</issuerName>
                <issueTitle>Bundesschatzanweisungen</issueTitle>
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                  <cusip value="000000000"/>
                  <isin value="DE0001104909"/>
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            </descRefInstrmnt>
            <expDate>2023-03-08</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-128426.83000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PACIFIC GAS &amp; ELECTRIC</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>Pacific Gas and Electric Co</title>
        <cusip>694308HN0</cusip>
        <identifiers>
          <isin value="US694308HN05"/>
          <other otherDesc="SEDOL" value="BYZKM62"/>
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        <balance>27000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20423.63000000</valUSD>
        <pctVal>0.007212711217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>31393APM3</cusip>
        <identifiers>
          <isin value="US31393APM35"/>
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        <balance>99751.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>103602.68000000</valUSD>
        <pctVal>0.036587825583</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>ARES CLO Ltd</name>
        <lei>635400KWVNFDFINX3H10</lei>
        <title>Ares XXVIIIR CLO Ltd</title>
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        <identifiers>
          <isin value="US04017QAC96"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294677.70000000</valUSD>
        <pctVal>0.104066963238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.19243000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>JPY CALL VERSUS USD PUT</title>
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        <identifiers>
          <other otherDesc="INTERNAL" value="MM004DWPW"/>
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        <balance>306800.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>35808.83000000</valUSD>
        <pctVal>0.012646074661</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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                    <name>GOLDMAN SACHS INTERNATIONAL</name>
                    <lei>W22LROWP2IHZNBB6K528</lei>
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                    <cusip>000000000</cusip>
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                      <other otherDesc="Internal" value="289711_MM004DWPW_GSS"/>
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                    <balance>0.00000000</balance>
                    <units>NC</units>
                    <currencyConditional curCd="JPY" exchangeRt="0.00000000"/>
                    <valUSD>0.00000000</valUSD>
                    <pctVal>0.00000000</pctVal>
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                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
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                  <amtCurSold>N/A</amtCurSold>
                  <curSold>JPY</curSold>
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            <curCd>USD</curCd>
            <exercisePrice>115.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-07-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>8196.83000000</unrealizedAppr>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137A64C3</cusip>
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          <isin value="US3137A64C33"/>
          <other otherDesc="SEDOL" value="B8BLRT5"/>
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        <balance>557283.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4604.44000000</valUSD>
        <pctVal>0.001626081947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.14100000</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>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>SWOP IRS USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="MM004A2NF"/>
        </identifiers>
        <balance>-16791000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-907388.73000000</valUSD>
        <pctVal>-0.32044905199</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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        <name>GS Mortgage-Backed Securities</name>
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        <name>Government National Mortgage A</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>GS Mortgage Securities Trust</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>CSAIL Commercial Mortgage Trus</name>
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        <name>AMER AIRLINE 16-1 A PTT</name>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>BANK OF AMERICA CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WAMU Mortgage Pass-Through Cer</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>Fannie Mae</name>
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        <name>American Money Management Corp</name>
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        <name>ONCOR ELECTRIC DELIVERY</name>
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        <name>BNP PARIBAS</name>
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        <name>WAMU Mortgage Pass-Through Cer</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>STANDARD CHARTERED BANK</name>
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        <name>Fannie Mae</name>
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        <name>Fannie Mae</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PECO ENERGY CO</name>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VIATRIS INC</name>
        <lei>254900ZZTSW7NL773X71</lei>
        <title>Viatris Inc</title>
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          <other otherDesc="SEDOL" value="BL5BGY0"/>
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        <balance>26000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <title>USD CALL VERSUS JPY PUT</title>
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          <other otherDesc="INTERNAL" value="MM0045IUC"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY</name>
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        <title>Morgan Stanley</title>
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        <name>ENRGY TRANS LP/REG FIN</name>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <name>JPMORGAN CHASE &amp; CO</name>
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        <title>JPMorgan Chase &amp; Co</title>
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        <name>ROGERS COMMUNICATIONS IN</name>
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        <title>Rogers Communications Inc</title>
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        <name>Government National Mortgage A</name>
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        <title>Government National Mortgage Association</title>
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        <name>REPUBLIC OF SERBIA</name>
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        <title>Serbia International Bond</title>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>Bank of America, National Association</name>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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        <name>INTEL CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>COMCAST CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREASURY N/B</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Citibank, National Association</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>Gam Resecuritization Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHINA GOVERNMENT BOND</name>
        <lei>300300CHN201808MOF68</lei>
        <title>China Government Bond</title>
        <cusip>000000000</cusip>
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          <isin value="CND10002HV84"/>
          <other otherDesc="SEDOL" value="BKTFDX9"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Symphony CLO Ltd</name>
        <lei>N/A</lei>
        <title>Symphony CLO XXVI Ltd</title>
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          <isin value="US87190GAJ04"/>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BIN12TKP0"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>UK CLEARING HOUSE LIMITED</counterpartyName>
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      <invstOrSec>
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        <cusip>000000000</cusip>
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          <ticker value="YMH3"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG019ML5Z96"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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          <other otherDesc="INTERNAL" value="CCTUSD__00045289"/>
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      <invstOrSec>
        <name>Bank</name>
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          <isin value="US06541FBF53"/>
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        <balance>500000.00000000</balance>
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      <invstOrSec>
        <name>KINDER MORGAN INC</name>
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        <title>Kinder Morgan Inc</title>
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      <invstOrSec>
        <name>Octagon Investment Partners XX</name>
        <lei>549300XIS9D4AHDX5A35</lei>
        <title>Octagon Investment Partners XXI Ltd</title>
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        <invCountry>KY</invCountry>
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        <name>PERUSAHAAN LISTRIK NEGAR</name>
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        <title>Perusahaan Perseroan Persero PT Perusahaan Listrik Negara</title>
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      <invstOrSec>
        <name>Gam Resecuritization Trust</name>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS GBP</title>
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        <name>JPMORGAN CHASE &amp; CO</name>
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        <title>JPMorgan Chase &amp; Co</title>
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        <name>Deutsche Bank Commercial Mortg</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BERRY GLOBAL INC</name>
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        <title>Berry Global Inc</title>
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        <name>JPMORGAN CHASE &amp; CO</name>
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        <name>Freddie Mac</name>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CIGNA CORP</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COLT Funding LLC</name>
        <lei>N/A</lei>
        <title>COLT 2021-3 Mortgage Loan Trust</title>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <title>Apple Inc</title>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>ADVANCED MICRO DEVICES</name>
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        <title>Advanced Micro Devices Inc</title>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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          <other otherDesc="Internal" value="MM003STJ0"/>
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        <balance>1867000.00000000</balance>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Put</putOrCall>
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                    <invCountry>FR</invCountry>
                    <invOthCountry>US</invOthCountry>
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                  <amtCurSold>N/A</amtCurSold>
                  <curSold>JPY</curSold>
                  <amtCurPur>N/A</amtCurPur>
                  <curPur>USD</curPur>
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            <principalAmt>1.00000000</principalAmt>
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            <exercisePrice>107.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
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            <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS LIMITED</name>
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          <other otherDesc="INTERNAL" value="MM004EYHW"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS LIMITED</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                    <name>CITIGROUP GLOBAL MARKETS LIMITED</name>
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                    <invOthCountry>US</invOthCountry>
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                  <amtCurSold>N/A</amtCurSold>
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                  <curPur>CAD</curPur>
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            <principalAmt>1.00000000</principalAmt>
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            <exercisePriceCurCd>USD</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>7168.06000000</unrealizedAppr>
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      <invstOrSec>
        <name>ANHEUSER-BUSCH INBEV WOR</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>Anheuser-Busch InBev Worldwide Inc</title>
        <cusip>035240AQ3</cusip>
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          <isin value="US035240AQ30"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>Toyota Motor Credit Corp</title>
        <cusip>89236TKD6</cusip>
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          <isin value="US89236TKD62"/>
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        <balance>90000.00000000</balance>
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        <valUSD>90642.65000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>INTEL CORP</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>Intel Corp</title>
        <cusip>458140BJ8</cusip>
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          <isin value="US458140BJ82"/>
          <other otherDesc="SEDOL" value="BKMJWR5"/>
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        <balance>27000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19556.97000000</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>2049-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ING GROEP NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING Groep NV</title>
        <cusip>456837AQ6</cusip>
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          <isin value="US456837AQ60"/>
          <other otherDesc="SEDOL" value="BJFFD58"/>
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        <balance>355000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337667.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust 2020-SBT1</title>
        <cusip>20753VCZ9</cusip>
        <identifiers>
          <isin value="US20753VCZ94"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1008621.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Venture CDO Ltd</name>
        <lei>549300JZGSLL2771YV05</lei>
        <title>Venture XXVII CLO Ltd</title>
        <cusip>92331LBG4</cusip>
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          <isin value="US92331LBG41"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>565615.80000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.10771000</annualizedRt>
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      <invstOrSec>
        <name>ECOPETROL SA</name>
        <lei>254900IDGKCJICKBPA66</lei>
        <title>Ecopetrol SA</title>
        <cusip>279158AN9</cusip>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>234646.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
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        <name>NOTA DO TESOURO NACIONAL</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>Brazil Notas do Tesouro Nacional Serie B</title>
        <cusip>000000000</cusip>
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          <isin value="BRSTNCNTB3D4"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BAT INTL FINANCE PLC</name>
        <lei>21380041YBGOQDFAC823</lei>
        <title>BAT International Finance PLC</title>
        <cusip>05530QAP5</cusip>
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        <balance>199000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CURRENCY CONTRACT - USD</title>
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        <units>NC</units>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3138WE4G1</cusip>
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        <balance>19258.67000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Neuberger Berman CLO Ltd</name>
        <lei>549300WWWM7IDWOVIL36</lei>
        <title>Neuberger Berman Loan Advisers CLO 30 Ltd</title>
        <cusip>64132MAW8</cusip>
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        <balance>1100000.00000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.55771000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Bank</name>
        <lei>N/A</lei>
        <title>BANK 2019-BNK16</title>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00044061"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MONTREAL EXCHANGE</name>
        <lei>N/A</lei>
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          <ticker value="CNH3"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG0169DKPL6"/>
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        <currencyConditional curCd="CAD" exchangeRt="1.33055000"/>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>CANADIAN GOVERNMENT</issuerName>
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                  <cusip value="135087M27"/>
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            <expDate>2023-03-22</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS USD</title>
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          <other otherDesc="INTERNAL" value="BIN1SQEN0"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>470296.53000000</valUSD>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="THE SECURED OVERNIGHT FINANCING RATE" floatingRtSpread="0.00000000" pmntAmt="15000000.00000000">
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            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.58980000"/>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>15000000.00000000</notionalAmt>
            <curCd>USD</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31397LF61</cusip>
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          <isin value="US31397LF611"/>
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        <balance>584503.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43465.34000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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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>BLACKSTONE HOLDINGS FINA</name>
        <lei>549300D2L6J4NC1QVZ22</lei>
        <title>Blackstone Holdings Finance Co LLC</title>
        <cusip>09261BAF7</cusip>
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          <isin value="US09261BAF76"/>
          <other otherDesc="SEDOL" value="BMYT266"/>
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        <balance>161000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>100799.96000000</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>HP INC</name>
        <lei>WHKXQACZ14C5XRO8LW03</lei>
        <title>HP Inc</title>
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          <isin value="US40434LAK17"/>
          <other otherDesc="SEDOL" value="BPGC617"/>
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        <balance>24000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22685.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corp</title>
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          <isin value="US68389XBP96"/>
          <other otherDesc="SEDOL" value="BF4ZFF5"/>
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        <balance>166000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>139734.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Galaxy CLO Ltd</name>
        <lei>549300MJK1HWQWCLYA68</lei>
        <title>Galaxy XV CLO Ltd</title>
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          <isin value="US36318WAM29"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>959952.00000000</valUSD>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136ADB65</cusip>
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        <balance>684757.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>63415.44000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <title>SWOP IRS USD</title>
        <cusip>000000000</cusip>
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        <balance>-8395000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-232194.73000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <putOrCall>Put</putOrCall>
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                      <issueTitle>THE SECURED OVERNIGHT FINANCING RATE</issueTitle>
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            <delta>XXXX</delta>
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        <name>Mill City Mortgage Trust</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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          <other otherDesc="INTERNAL" value="CCTUSD__00045300"/>
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        <units>NC</units>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F020620</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38377LJM1</cusip>
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        <balance>970872.24000000</balance>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
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        <name>Gam Resecuritization Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DIAMONDBACK ENERGY INC</name>
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        <name>State Street Bank and Trust Company</name>
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        <name>STANDARD CHARTERED BANK</name>
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        <name>ICE FUTURES EUROPE</name>
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        <name>BANK OF AMERICA, NATIONAL ASSOCIATION</name>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>GALAXY PIPELINE ASSETS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OHA Credit Partners Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LOWES COS INC0 02/01/2023</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CROWN CASTLE INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VMED O2 UK FINAN</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ROPER TECHNOLOGIES INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN EXPRESS CO</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>S&amp;P GLOBAL INC</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-03-01</maturityDt>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddiemac Strip</name>
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        <name>KINDER MORGAN ENER PART</name>
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        <name>BNP PARIBAS</name>
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        <title>BNP Paribas SA</title>
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        <fairValLevel>2</fairValLevel>
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        <name>ECOPETROL SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Countrywide Alternative Loan T</name>
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        <name>Citimortgage Alternative Loan</name>
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        <name>Freddiemac Strip</name>
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        <title>Freddie Mac Strips</title>
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        <name>DOW CHEMICAL CO/THE</name>
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        <name>Dryden Senior Loan Fund</name>
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        <name>Freddiemac Strip</name>
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        <name>US TREASURY N/B</name>
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        <issuerCat>UST</issuerCat>
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        <name>FHLMC Multifamily Structured P</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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        <name>IBM CORP</name>
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        <name>UKRAINE GOVERNMENT</name>
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        <title>Ukraine Government International Bond</title>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>
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        <name>CVS HEALTH CORP</name>
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        <title>CVS Health Corp</title>
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        <name>FREEPORT-MCMORAN INC</name>
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        <name>Great Wolf Trust</name>
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        <name>BUONI POLIENNALI DEL TES</name>
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        <name>Fannie Mae</name>
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        <name>Bank of America, National Association</name>
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        <name>MEX BONOS DESARR FIX RT</name>
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        <name>BNP PARIBAS</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00044254"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7609.84000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <curSold>RON</curSold>
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            <unrealizedAppr>-7609.84000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>SILGAN HOLDINGS INC</name>
        <lei>KAF673KJXD92C8KSLU49</lei>
        <title>Silgan Holdings Inc</title>
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          <other otherDesc="SEDOL" value="BN2XL71"/>
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        <balance>215000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>201017.48000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHUBB INA HOLDINGS INC</name>
        <lei>CZCBJZWDMLTHWJDXU843</lei>
        <title>Chubb INA Holdings Inc</title>
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          <isin value="US171239AH94"/>
          <other otherDesc="SEDOL" value="BMV9TP7"/>
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        <balance>67000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48557.64000000</valUSD>
        <pctVal>0.017148383256</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ANHEUSER-BUSCH CO/INBEV</name>
        <lei>N/A</lei>
        <title>Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc</title>
        <cusip>03522AAJ9</cusip>
        <identifiers>
          <isin value="US03522AAJ97"/>
          <other otherDesc="SEDOL" value="BJXS2M9"/>
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        <balance>178000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173952.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90000000</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>VERIZON COMMUNICATIONS</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
        <cusip>92343VGN8</cusip>
        <identifiers>
          <isin value="US92343VGN82"/>
          <other otherDesc="SEDOL" value="BMV8VC5"/>
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        <balance>94000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77490.98000000</valUSD>
        <pctVal>0.027366342844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.35500000</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>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137F82T9</cusip>
        <identifiers>
          <isin value="US3137F82T94"/>
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        <balance>7083694.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372973.86000000</valUSD>
        <pctVal>0.131717659590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.88132400</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>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
        <cusip>46647PCW4</cusip>
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          <isin value="US46647PCW41"/>
          <other otherDesc="SEDOL" value="BPP37S5"/>
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        <balance>386000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>358390.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.94700000</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>AMER AIRLN 15-2 A PASS T</name>
        <lei>N/A</lei>
        <title>American Airlines 2015-2 Class A Pass Through Trust</title>
        <cusip>02377BAA4</cusip>
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          <isin value="US02377BAA44"/>
          <other otherDesc="SEDOL" value="BYNVHL7"/>
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        <balance>256076.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212691.33000000</valUSD>
        <pctVal>0.075113050021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137FLV35</cusip>
        <identifiers>
          <isin value="US3137FLV350"/>
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        <balance>1382366.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1323940.78000000</valUSD>
        <pctVal>0.467556576157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTJPY__00041933"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>237.65000000</valUSD>
        <pctVal>0.000083927334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>-242674.92000000</amtCurSold>
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            <settlementDt>2023-02-03</settlementDt>
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        <securityLending>
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      <invstOrSec>
        <name>Sequoia Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Sequoia Mortgage Trust 2020-4</title>
        <cusip>81748RAH0</cusip>
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          <isin value="US81748RAH03"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227844.69000000</valUSD>
        <pctVal>0.080464537962</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136APW65</cusip>
        <identifiers>
          <isin value="US3136APW659"/>
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        <balance>13893774.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2649419.09000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F032625</cusip>
        <identifiers>
          <isin value="US01F0326250"/>
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        <balance>3791000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3556204.30000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TIME WARNER CABLE LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>Time Warner Cable LLC</title>
        <cusip>88732JAY4</cusip>
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          <isin value="US88732JAY47"/>
          <other otherDesc="SEDOL" value="B66BW80"/>
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        <balance>6000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5629.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENTERGY ARKANSAS LLC</name>
        <lei>549300A0I5ONUIFMLP35</lei>
        <title>Entergy Arkansas LLC</title>
        <cusip>29366MAA6</cusip>
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          <isin value="US29366MAA62"/>
          <other otherDesc="SEDOL" value="BJDRF72"/>
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        <balance>41000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36211.31000000</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>2049-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</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>Gam Resecuritization Trust</name>
        <lei>N/A</lei>
        <title>GAM RE-REMIC Trust 2022-FRR3</title>
        <cusip>36459DBW0</cusip>
        <identifiers>
          <isin value="US36459DBW02"/>
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        <balance>220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173052.73000000</valUSD>
        <pctVal>0.061114472154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-27</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>91282CCD1</cusip>
        <identifiers>
          <isin value="US91282CCD11"/>
          <other otherDesc="SEDOL" value="BM9BQV0"/>
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        <name>Government National Mortgage A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Bank of America, National Association</name>
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        <title>CURRENCY CONTRACT - USD</title>
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        <name>AMAZON.COM INC</name>
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        <name>GRAY TELEVISION INC</name>
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        <title>Gray Television Inc</title>
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        <name>Fannie Mae</name>
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        <title>Fannie Mae REMICS</title>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>Rad CLO Ltd</name>
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        <name>BX Trust</name>
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        <name>Freddie Mac</name>
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        <title>Freddie Mac REMICS</title>
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        <balance>729568.66000000</balance>
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        <name>WARNERMEDIA HOLDINGS INC</name>
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        <title>Warnermedia Holdings Inc</title>
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        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS USD</title>
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        <name>Countrywide Alternative Loan T</name>
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        <name>Wells Fargo Mortgage Backed Se</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>BENCHMARK Mortgage Trust</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>GALAXY PIPELINE ASSETS</name>
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        <title>Galaxy Pipeline Assets Bidco Ltd</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>BNP PARIBAS</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>STANDARD CHARTERED BANK</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
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      <invstOrSec>
        <name>OCP CLO Ltd</name>
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        <curCd>USD</curCd>
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        <name>PUBLIC STORAGE</name>
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        <title>Public Storage</title>
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        <name>REYNOLDS AMERICAN INC</name>
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        <name>FHLMC Multifamily Structured P</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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        <name>STANDARD CHARTERED BANK</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>US AIRWAYS 2012-1A PTT</name>
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        <name>PARAMOUNT GLOBAL</name>
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        <name>CELULOSA ARAUCO CONSTITU</name>
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      <invstOrSec>
        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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      <invstOrSec>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
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          <ticker value="N/A"/>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Citibank, National Association</name>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>BNP PARIBAS</name>
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        <name>Fannie Mae or Freddie Mac</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>Citigroup Mortgage Loan Trust</name>
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      <invstOrSec>
        <name>CHARTER COMM OPT LLC/CAP</name>
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        <name>ALTRIA GROUP INC</name>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
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      <invstOrSec>
        <name>Fannie Mae - CAS</name>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BONOS DE TESORERIA</name>
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        <name>BX Trust</name>
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        <name>Fannie Mae</name>
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        <name>Countrywide Alternative Loan T</name>
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        <name>NOMURA GLOBAL FINANCIAL PRODUCTS INC</name>
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      <invstOrSec>
        <name>GS Mortgage-Backed Securities</name>
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          <isin value="US36257QAA40"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DOMINION ENERGY INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SALESFORCE INC</name>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
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        <name>REGAL REXNORD CORP</name>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RELIANCE INDUSTRIES LTD</name>
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        <name>Fannie Mae</name>
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        <title>Fannie Mae Pool</title>
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        <name>State Street Bank and Trust Company</name>
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        <name>Freddie Mac</name>
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        <name>Fannie Mae</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AMAZON.COM INC</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>Amazon.com Inc</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-04-13</maturityDt>
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      <invstOrSec>
        <name>APPLE INC</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple Inc</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
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      <invstOrSec>
        <name>SIRIUS XM RADIO INC</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio Inc</title>
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          <isin value="US82967NBC11"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-07-01</maturityDt>
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          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>DOLLAR GENERAL CORP</name>
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        <title>Dollar General Corp</title>
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          <isin value="US256677AG02"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-03</maturityDt>
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          <annualizedRt>3.50000000</annualizedRt>
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        <name>BONOS Y OBLIG DEL ESTADO</name>
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        <title>Spain Government Bond</title>
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          <isin value="ES0000012E51"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.45000000</annualizedRt>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
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        <name>Adjustable Rate Mortgage Trust</name>
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        <title>Adjustable Rate Mortgage Trust 2006-2</title>
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        <name>Winwater Mortgage Loan Trust</name>
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        <name>Bluemountain CLO Ltd</name>
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        <title>BlueMountain CLO XXVIII Ltd</title>
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        <name>State Street Bank and Trust Company</name>
        <lei>571474TGEMMWANRLN572</lei>
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        <name>COMCAST CORP</name>
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        <title>Comcast Corp</title>
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        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer LP</title>
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        <name>ALLISON TRANSMISSION INC</name>
        <lei>MWKQ3I0U1GXP2YDSZW75</lei>
        <title>Allison Transmission Inc</title>
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        <name>Palmer Square CLO Ltd</name>
        <lei>5493006ZPBFJJGSXB826</lei>
        <title>Palmer Square CLO 2015-1 Ltd</title>
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        <invCountry>KY</invCountry>
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        <name>ANGLO AMERICAN CAPITAL</name>
        <lei>TINT358G1SSHR3L3PW36</lei>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>EQUATE PETROCHEMICAL BV</name>
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        <name>MISC CAPITAL TWO LABUAN</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>Fannie Mae</name>
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      <invstOrSec>
        <name>PRESTIGE BRANDS INC</name>
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        <name>GENERAL MILLS INC</name>
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        <name>US TREASURY N/B</name>
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        <fairValLevel>2</fairValLevel>
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        <name>COCA-COLA CO/THE</name>
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        <name>BNP PARIBAS</name>
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        <name>Freddie Mac</name>
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        <name>State Street Bank and Trust Company</name>
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      <invstOrSec>
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        <name>Apidos CLO</name>
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          <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>Wells Fargo Alternative Loan T</name>
        <lei>N/A</lei>
        <title>Wells Fargo Alternative Loan 2007-PA2 Trust</title>
        <cusip>94985FAG3</cusip>
        <identifiers>
          <isin value="US94985FAG37"/>
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        <balance>73614.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59615.99000000</valUSD>
        <pctVal>0.021053697106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.93586000</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>OKLAHOMA G&amp;E CO</name>
        <lei>549300VJ8YXGPO8EV472</lei>
        <title>Oklahoma Gas and Electric Co</title>
        <cusip>678858BX8</cusip>
        <identifiers>
          <isin value="US678858BX89"/>
          <other otherDesc="SEDOL" value="BMTX0P8"/>
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        <balance>37000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38737.19000000</valUSD>
        <pctVal>0.013680240234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</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>TITULOS DE TESORERIA</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>Colombian TES</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="COL17CT03342"/>
          <other otherDesc="SEDOL" value="BVFPYD7"/>
        </identifiers>
        <balance>2551900000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4669.02000000"/>
        <valUSD>431366.55000000</valUSD>
        <pctVal>0.152339341935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>SWOP IRS USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="MM003YTMN"/>
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        <balance>3136000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14285.48000000</valUSD>
        <pctVal>-0.00504499160</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
                    <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>BARCLAYS BANK PLC</name>
                    <lei>G5GSEF7VJP5I7OUK5573</lei>
                    <title>IRS USD</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="INTERNAL" value="MM003YTMNSO"/>
                    </identifiers>
                    <balance>0.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.00000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>GB</invCountry>
                    <invOthCountry>US</invOthCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>THE SECURED OVERNIGHT FINANCING RATE</issuerName>
                      <issueTitle>THE SECURED OVERNIGHT FINANCING RATE</issueTitle>
                      <identifiers>
                        <cusip value="000000000"/>
                        <other otherDesc="INTERNAL" value="SOFR_RATE_US"/>
                      </identifiers>
                    </otherRefInst>
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                  <fixedRecDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
                  <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="THE SECURED OVERNIGHT FINANCING RATE" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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                  <terminationDt>2062-06-07</terminationDt>
                  <upfrontPmnt>0.00000000</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>0.00000000</notionalAmt>
                  <curCd>USD</curCd>
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            <principalAmt>1.00000000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>0.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2027-06-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-14285.49000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NATIONAL RURAL UTIL COOP</name>
        <lei>4NYF266XZC35SCTGX023</lei>
        <title>National Rural Utilities Cooperative Finance Corp</title>
        <cusip>637432NZ4</cusip>
        <identifiers>
          <isin value="US637432NZ43"/>
          <other otherDesc="SEDOL" value="BJLVK59"/>
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        <balance>95000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91101.28000000</valUSD>
        <pctVal>0.032172891117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.15000000</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>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>CURRENCY CONTRACT - HKD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTHKD__00042546"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-296.67000000</valUSD>
        <pctVal>-0.00010477055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
              <counterpartyLei>5493006KMX1VFTPYPW14</counterpartyLei>
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            <amtCurSold>-70167.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>547036.76000000</amtCurPur>
            <curPur>HKD</curPur>
            <settlementDt>2023-03-03</settlementDt>
            <unrealizedAppr>-296.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTEUR__00042217"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>41421.97000000</valUSD>
        <pctVal>0.014628384262</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
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            <amtCurSold>-1335794.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1266742.44000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-02-03</settlementDt>
            <unrealizedAppr>41421.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>CURRENCY CONTRACT - PLN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTPLN__00044257"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3918.76000000</valUSD>
        <pctVal>0.001383930486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
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            <amtCurSold>-566812.49000000</amtCurSold>
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            <amtCurPur>2478659.11000000</amtCurPur>
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            <settlementDt>2023-03-10</settlementDt>
            <unrealizedAppr>3918.76000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Commercial Mortgag</name>
        <lei>N/A</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2020-C55</title>
        <cusip>95002EBF3</cusip>
        <identifiers>
          <isin value="US95002EBF34"/>
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        <balance>5139190.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>330704.10000000</valUSD>
        <pctVal>0.116789873877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.29841800</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F022626</cusip>
        <identifiers>
          <isin value="US01F0226260"/>
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        <balance>3992000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3496858.59000000</valUSD>
        <pctVal>1.234933808480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-15</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38377YTY6</cusip>
        <identifiers>
          <isin value="US38377YTY67"/>
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        <balance>25339.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150.25000000</valUSD>
        <pctVal>0.000053061569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-20</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>
      <invstOrSec>
        <name>Gam Resecuritization Trust</name>
        <lei>N/A</lei>
        <title>GAM RE-REMIC Trust 2022-FRR3</title>
        <cusip>36459DBU4</cusip>
        <identifiers>
          <isin value="US36459DBU46"/>
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        <balance>220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176775.23000000</valUSD>
        <pctVal>0.062429092401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-27</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>31329QM65</cusip>
        <identifiers>
          <isin value="US31329QM650"/>
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        <balance>876617.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>860399.29000000</valUSD>
        <pctVal>0.303854486724</pctVal>
        <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>4.00000000</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>Galaxy CLO Ltd</name>
        <lei>549300BW4412X0TZDD77</lei>
        <title>Galaxy XXI CLO Ltd</title>
        <cusip>36320WAQ9</cusip>
        <identifiers>
          <isin value="US36320WAQ96"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>569134.80000000</valUSD>
        <pctVal>0.200992916360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.55771000</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>HEALTHPEAK PROPERTIES</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
        <title>Healthpeak Properties Inc</title>
        <cusip>42250PAA1</cusip>
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        <name>Rate Mortgage Trust</name>
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        <name>State Street Bank and Trust Company</name>
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        <name>REPUBLIC OF COLOMBIA</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>Colombia Government International Bond</title>
        <cusip>195325EG6</cusip>
        <identifiers>
          <isin value="US195325EG61"/>
          <other otherDesc="SEDOL" value="BP9N3X8"/>
        </identifiers>
        <balance>425000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>420518.87000000</valUSD>
        <pctVal>0.148508427293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</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>GCI LLC</name>
        <lei>549300N3IE9H88Q20221</lei>
        <title>GCI LLC</title>
        <cusip>36166TAB6</cusip>
        <identifiers>
          <isin value="US36166TAB61"/>
          <other otherDesc="SEDOL" value="BMDLN59"/>
        </identifiers>
        <balance>185000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163095.08000000</valUSD>
        <pctVal>0.057597876238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</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>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F050627</cusip>
        <identifiers>
          <isin value="US01F0506273"/>
        </identifiers>
        <balance>393000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>394565.86000000</valUSD>
        <pctVal>0.139342986753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-15</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>ELEVANCE HEALTH INC</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>Elevance Health Inc</title>
        <cusip>28622HAA9</cusip>
        <identifiers>
          <isin value="US28622HAA95"/>
        </identifiers>
        <balance>43000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43045.75000000</valUSD>
        <pctVal>0.015201830619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90000000</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>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F040628</cusip>
        <identifiers>
          <isin value="US01F0406284"/>
        </identifiers>
        <balance>2755000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2661157.81000000</valUSD>
        <pctVal>0.939801729091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-15</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>CD Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CD 2016-CD1 Mortgage Trust</title>
        <cusip>12514MBD6</cusip>
        <identifiers>
          <isin value="US12514MBD65"/>
        </identifiers>
        <balance>2782773.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95349.35000000</valUSD>
        <pctVal>0.033673119144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.36643300</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>Mill City Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Mill City Mortgage Loan Trust 2017-2</title>
        <cusip>59980AAC1</cusip>
        <identifiers>
          <isin value="US59980AAC18"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275246.58000000</valUSD>
        <pctVal>0.097204762092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-07-25</maturityDt>
          <couponKind>Variable</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>TRUIST FINANCIAL CORP</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>Truist Financial Corp</title>
        <cusip>89788MAM4</cusip>
        <identifiers>
          <isin value="US89788MAM47"/>
          <other otherDesc="SEDOL" value="BPX1Z87"/>
        </identifiers>
        <balance>173000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175456.33000000</valUSD>
        <pctVal>0.061963316002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12200000</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 A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38377XVA7</cusip>
        <identifiers>
          <isin value="US38377XVA70"/>
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        <balance>737450.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23512.50000000</valUSD>
        <pctVal>0.008303561732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-16</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>RBC DOMINION SECURITIES INC.</name>
        <lei>549300QJJX6CVVUXLE15</lei>
        <title>RBC DOMINION SECURITIES INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="9056400017"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000000.00000000</valUSD>
        <pctVal>0.353155203934</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="549300QJJX6CVVUXLE15" name="RBC DOMINION SECURITIES INC."/>
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          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>4.30000000</repurchaseRt>
          <maturityDt>2023-02-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1768014.57777777</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>847435.40786111</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
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            <repurchaseCollateral>
              <principalAmt>0.55555555</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>0.52112777</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ADAS</invstCat>
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            <repurchaseCollateral>
              <principalAmt>194925.83333333</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>175334.68553888</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="1000000.00000000" isCashCollateral="Y"/>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae II Pool</title>
        <cusip>36179XDA1</cusip>
        <identifiers>
          <isin value="US36179XDA19"/>
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        <balance>226994.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202687.78000000</valUSD>
        <pctVal>0.071580244280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corp</title>
        <cusip>68389XCH6</cusip>
        <identifiers>
          <isin value="US68389XCH61"/>
          <other otherDesc="SEDOL" value="BQ69734"/>
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        <balance>72000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76995.35000000</valUSD>
        <pctVal>0.027191308531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.15000000</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>
        <name>DUKE ENERGY PROGRESS LLC</name>
        <lei>0NIFZ782LS46WOC9QK20</lei>
        <title>Duke Energy Progress LLC</title>
        <cusip>144141DD7</cusip>
        <identifiers>
          <isin value="US144141DD73"/>
          <other otherDesc="SEDOL" value="B8L5GP6"/>
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        <balance>3000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2668.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Babson CLO Ltd</name>
        <lei>549300QO1I8V07FLPQ13</lei>
        <title>Barings Clo Ltd 2019-IV</title>
        <cusip>06761VAJ6</cusip>
        <identifiers>
          <isin value="US06761VAJ61"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>747051.00000000</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>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.59243000</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>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00044824"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2293.71000000</valUSD>
        <pctVal>-0.00081003562</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            <amtCurSold>-290388.00000000</amtCurSold>
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            <settlementDt>2023-02-03</settlementDt>
            <unrealizedAppr>-2293.71000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS JPY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BIN1T6ZQ3"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="130.16500000"/>
        <valUSD>49207.76000000</valUSD>
        <pctVal>0.017377976517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>UK CLEARING HOUSE LIMITED</counterpartyName>
              <counterpartyLei>213800O8SCO4XJGBU385</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="1 DAY JAPAN TONAR RATE" floatingRtSpread="0.00000000" pmntAmt="60000000.00000000">
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            <fixedPmntDesc amount="N/A" curCd="JPY" fixedOrFloating="Fixed" fixedRt="0.89400000"/>
            <terminationDt>2052-05-12</terminationDt>
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      <invstOrSec>
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      <invstOrSec>
        <name>BURLINGTN NORTH SANTA FE</name>
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        <title>Amazon.com Inc</title>
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        <name>TEMPUR SEALY INTL INC</name>
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        <name>Fannie Mae</name>
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        <name>Bluemountain CLO Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHUBB INA HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BPCE SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>Bank</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>BNP PARIBAS</name>
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        <name>Freddie Mac</name>
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        <name>Citibank, National Association</name>
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        <name>Fannie Mae - CAS</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>UK CLEARING HOUSE LIMITED</counterpartyName>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
        <lei>571474TGEMMWANRLN572</lei>
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        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00040489"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>PHILLIPS 66</name>
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        <title>Phillips 66</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>IBM CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SINGAPORE EXCHANGE LIMITED</name>
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          <ticker value="BJH3"/>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>JAPAN (10 YEAR ISSUE)</issuerName>
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                  <cusip value="000000000"/>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Co LLC</title>
        <cusip>345397ZR7</cusip>
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          <isin value="US345397ZR75"/>
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        <balance>200000.00000000</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>
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          <maturityDt>2029-05-03</maturityDt>
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      <invstOrSec>
        <name>METROPOLITAN EDISON CO</name>
        <lei>N/A</lei>
        <title>Metropolitan Edison Co</title>
        <cusip>591894CB4</cusip>
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          <isin value="US591894CB44"/>
          <other otherDesc="SEDOL" value="BJFTXP0"/>
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        <balance>428000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Sound Point CLO LTD</name>
        <lei>549300W2FX6HEXN27U70</lei>
        <title>Sound Point CLO IX Ltd</title>
        <cusip>83609GBN4</cusip>
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          <isin value="US83609GBN43"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>978808.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>HOME DEPOT INC</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot Inc/The</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CSL FINANCE PLC</name>
        <lei>2549007CCNBNAF4HBC02</lei>
        <title>CSL Finance PLC</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UNITEDHEALTH GROUP INC</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UnitedHealth Group Inc</title>
        <cusip>91324PEE8</cusip>
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        <balance>94000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co Inc</title>
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        <name>DELTA AIRLINES 2015B</name>
        <lei>N/A</lei>
        <title>Delta Air Lines 2015-1 Class B Pass Through Trust</title>
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        <fairValLevel>2</fairValLevel>
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        <name>DISH DBS CORP</name>
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        <name>MPT OPER PARTNERSP/FINL</name>
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        <name>RIO TINTO FIN USA LTD</name>
        <lei>213800RX94ZKEZXPKH58</lei>
        <title>Rio Tinto Finance USA Ltd</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>NESTLE HOLDINGS INC</name>
        <lei>549300EAEU8YV8MQXP30</lei>
        <title>Nestle Holdings Inc</title>
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        <name>Freddiemac Strip</name>
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        <name>BNP PARIBAS</name>
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        <name>State Street Bank and Trust Company</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>Gam Resecuritization Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BANK OF AMERICA, NATIONAL ASSOCIATION</name>
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        <name>Government National Mortgage A</name>
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        <title>China Government Bond</title>
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        <name>XLIT LTD</name>
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        <name>State Street Bank and Trust Company</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>CURRENCY CONTRACT - JPY</title>
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      <invstOrSec>
        <name>MID-AMERICA APARTMENTS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <writtenOrPur>Written</writtenOrPur>
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                      <issueTitle>THE SECURED OVERNIGHT FINANCING RATE</issueTitle>
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      <invstOrSec>
        <name>COMMSCOPE TECH LLC</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>S&amp;P GLOBAL INC</name>
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          <isin value="US78409VBB99"/>
          <other otherDesc="SEDOL" value="BMCWYM7"/>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
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          <isin value="US48126HAA86"/>
          <other otherDesc="SEDOL" value="BCFQYL5"/>
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        <balance>530000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>REPUBLIC OF PANAMA</name>
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        <title>Panama Government International Bond</title>
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          <isin value="US698299BR41"/>
          <other otherDesc="SEDOL" value="BPCQK77"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <title>Freddie Mac REMICS</title>
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        <curCd>USD</curCd>
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        <debtSec>
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      <invstOrSec>
        <name>OMAN GOV INTERNTL BOND</name>
        <lei>549300SZ20F0QTKNQC75</lei>
        <title>Oman Government International Bond</title>
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          <isin value="XS1944412748"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>OM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Morgan Stanley BAML Trust</name>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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      <invstOrSec>
        <name>OPEN TEXT HOLDINGS INC</name>
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        <title>Open Text Holdings Inc</title>
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      <invstOrSec>
        <name>COMM Mortgage Trust</name>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>UNION PACIFIC CORP</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>Union Pacific Corp</title>
        <cusip>907818GC6</cusip>
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          <other otherDesc="SEDOL" value="BMWZQF3"/>
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        <balance>126000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101958.45000000</valUSD>
        <pctVal>0.036007157202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.89800000</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>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BIN1QSKK7"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91984000"/>
        <valUSD>-1272381.85000000</valUSD>
        <pctVal>-0.44934827171</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>UK CLEARING HOUSE LIMITED</counterpartyName>
              <counterpartyLei>213800O8SCO4XJGBU385</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="N/A" curCd="EUR" fixedOrFloating="Fixed" fixedRt="0.26390000"/>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="3 MONTH EURO INTERBANK OFFER RATE" floatingRtSpread="0.00000000" pmntAmt="-2600000.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2051-12-14</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>2600000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-1272381.85000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITEDHEALTH GROUP INC</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UnitedHealth Group Inc</title>
        <cusip>91324PET5</cusip>
        <identifiers>
          <isin value="US91324PET57"/>
          <other otherDesc="SEDOL" value="BNHQ465"/>
        </identifiers>
        <balance>66000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77305.63000000</valUSD>
        <pctVal>0.027300885527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddiemac Strip</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Strips</title>
        <cusip>31325WSF0</cusip>
        <identifiers>
          <isin value="US31325WSF04"/>
        </identifiers>
        <balance>1681034.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105975.59000000</valUSD>
        <pctVal>0.037425831098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.00000000</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>PRIMO WATER HOLDINGS INC</name>
        <lei>9845008F9A5F2E1D4832</lei>
        <title>Primo Water Holdings Inc</title>
        <cusip>74168LAA4</cusip>
        <identifiers>
          <isin value="US74168LAA44"/>
          <other otherDesc="SEDOL" value="BM9CRC1"/>
        </identifiers>
        <balance>230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200967.10000000</valUSD>
        <pctVal>0.070972577184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-30</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>AMER AIRLINE 16-1 AA PTT</name>
        <lei>N/A</lei>
        <title>American Airlines 2016-1 Class AA Pass Through Trust</title>
        <cusip>02376UAA3</cusip>
        <identifiers>
          <isin value="US02376UAA34"/>
          <other otherDesc="SEDOL" value="BYW8L62"/>
        </identifiers>
        <balance>84948.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77108.46000000</valUSD>
        <pctVal>0.027231253916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.57500000</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>37045XBG0</cusip>
        <identifiers>
          <isin value="US37045XBG07"/>
          <other otherDesc="SEDOL" value="BD31B07"/>
        </identifiers>
        <balance>344000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344825.25000000</valUSD>
        <pctVal>0.121776831485</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>5.25000000</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>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BIN1L6X75"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-400608.12000000</valUSD>
        <pctVal>-0.14147684231</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>UK CLEARING HOUSE LIMITED</counterpartyName>
              <counterpartyLei>213800O8SCO4XJGBU385</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.49300000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="1 MONTH US DOLLAR LIBOR" floatingRtSpread="0.00000000" pmntAmt="-3000000.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-03-17</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-400608.12000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2023-03-17</ncom:dateSigned>
      <ncom:nameOfApplicant>Voya Mutual Funds</ncom:nameOfApplicant>
      <ncom:signature>Tin Bui</ncom:signature>
      <ncom:signerName>Tin Bui</ncom:signerName>
      <ncom:title>Vice President</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
