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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>ICE FUTURES EUROPE</name>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae</name>
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        <name>State Street Bank and Trust Company</name>
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        <name>CIGNA GROUP/THE</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <name>Freddiemac Strip</name>
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        <name>Bank of America, National Association</name>
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        <name>Freddiemac Strip</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STANDARD CHARTERED BANK</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
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            <amtCurSold>-638521.32000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>PUBLIC SERVICE ENTERPRIS</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>Public Service Enterprise Group Inc</title>
        <cusip>744573AU0</cusip>
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          <isin value="US744573AU04"/>
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        <balance>149000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>120242.18000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TARGET CORP</name>
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        <title>Target Corp</title>
        <cusip>87612EBR6</cusip>
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          <isin value="US87612EBR62"/>
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        <balance>71000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.80000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>DAVITA INC</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DaVita Inc</title>
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          <isin value="US23918KAT51"/>
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        <balance>210000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apidos CLO Ltd</name>
        <lei>549300PPHIOJQEKPJH29</lei>
        <title>Apidos CLO XXIV</title>
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          <isin value="US03759CAX83"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>392416.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.63775000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>OVINTIV INC</name>
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        <title>Ovintiv Inc</title>
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          <isin value="US292505AD65"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20504.54000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>STANDARD CHARTERED BANK</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
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        <balance>1.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="CCTUSD__00067462"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EVERSOURCE ENERGY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CSL FINANCE PLC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>MORGAN STANLEY CAPITAL GROUP INC.</name>
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        <name>Freddie Mac</name>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>CURRENCY CONTRACT - USD</title>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00067649"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4229.86000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
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            <amtCurSold>-670708.70000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE CORP</name>
        <lei>GOXNEVUM0LL78B1OS344</lei>
        <title>Westlake Corp</title>
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        <identifiers>
          <isin value="US960413AZ54"/>
          <other otherDesc="SEDOL" value="BKP53W2"/>
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        <balance>18000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11300.59000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DUKE ENERGY CAROLINAS</name>
        <lei>MWIUSDMN17TCR56VW396</lei>
        <title>Duke Energy Carolinas LLC</title>
        <cusip>26442CAR5</cusip>
        <identifiers>
          <isin value="US26442CAR51"/>
          <other otherDesc="SEDOL" value="BZ58832"/>
        </identifiers>
        <balance>3000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2378.31000000</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>2046-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANGLO AMERICAN CAPITAL</name>
        <lei>TINT358G1SSHR3L3PW36</lei>
        <title>Anglo American Capital PLC</title>
        <cusip>034863AS9</cusip>
        <identifiers>
          <isin value="US034863AS94"/>
          <other otherDesc="SEDOL" value="BD5WJ26"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>585704.20000000</valUSD>
        <pctVal>0.217279505842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America, National Association</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00071797"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7575.46000000</valUSD>
        <pctVal>0.002810278986</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>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <amtCurSold>-1205981.41000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>818138.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-08-18</settlementDt>
            <unrealizedAppr>7575.46000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
        <cusip>404280CW7</cusip>
        <identifiers>
          <isin value="US404280CW70"/>
          <other otherDesc="SEDOL" value="BMV9V06"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>491517.23000000</valUSD>
        <pctVal>0.182338833915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.16200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00067421"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5125.82000000</valUSD>
        <pctVal>-0.00190153261</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>State Street Bank and Trust Company</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
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            <amtCurSold>-131442576.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>921395.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-08-18</settlementDt>
            <unrealizedAppr>-5125.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA Inc</title>
        <cusip>87264ACA1</cusip>
        <identifiers>
          <isin value="US87264ACA16"/>
          <other otherDesc="SEDOL" value="BM8GZS6"/>
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        <balance>7000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6109.49000000</valUSD>
        <pctVal>0.002266446045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.05000000</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>STANDARD CHARTERED BANK</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
        <title>CURRENCY CONTRACT - NZD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTNZD__00069032"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4180.68000000</valUSD>
        <pctVal>0.001550912703</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>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
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            <amtCurSold>-819306.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1325812.28000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2023-08-18</settlementDt>
            <unrealizedAppr>4180.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BIN1Z7371"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>23508.86000000</valUSD>
        <pctVal>0.008721114657</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="USD" fixedOrFloating="Floating" floatingRtIndex="THE SECURED OVERNIGHT FINANCING RATE" floatingRtSpread="0.00000000" pmntAmt="2275000.00000000">
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            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.71780000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>23508.86000000</unrealizedAppr>
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      <invstOrSec>
        <name>ZF NA CAPITAL</name>
        <lei>529900JYGMS9CW9IQX78</lei>
        <title>ZF North America Capital Inc</title>
        <cusip>98877DAE5</cusip>
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          <isin value="US98877DAE58"/>
          <other otherDesc="SEDOL" value="BPK2970"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154647.30000000</valUSD>
        <pctVal>0.057369725065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DIAMONDBACK ENERGY INC</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>Diamondback Energy Inc</title>
        <cusip>25278XAW9</cusip>
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          <isin value="US25278XAW92"/>
          <other otherDesc="SEDOL" value="BPG3Z35"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34847.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</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>PACIFIC GAS &amp; ELECTRIC</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>Pacific Gas and Electric Co</title>
        <cusip>694308HL4</cusip>
        <identifiers>
          <isin value="US694308HL49"/>
          <other otherDesc="SEDOL" value="BSJCWL7"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14423.23000000</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>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KENVUE INC</name>
        <lei>5493008HSF8L4M2LIJ82</lei>
        <title>Kenvue Inc</title>
        <cusip>49177JAQ5</cusip>
        <identifiers>
          <isin value="US49177JAQ58"/>
          <other otherDesc="SEDOL" value="BMF0FM5"/>
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        <balance>63000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63627.98000000</valUSD>
        <pctVal>0.023604160687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.20000000</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>
      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BIN1SRMF6"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77921000"/>
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        <pctVal>-0.10480765547</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <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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            <swapFlag>Y</swapFlag>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
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        <name>Freddie Mac</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>JPMorgan Chase Bank, National Association</name>
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      <invstOrSec>
        <name>BX Trust</name>
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      <invstOrSec>
        <name>AMERICAN HONDA FINANCE</name>
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      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
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          <isin value="US539439AX74"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <title>CURRENCY CONTRACT - USD</title>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00072359"/>
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      <invstOrSec>
        <name>PARAMOUNT GLOBAL</name>
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          <isin value="US92553PAW23"/>
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        <balance>7000.00000000</balance>
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      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CURRENCY CONTRACT - USD</title>
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          <ticker value="N/A"/>
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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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        <curCd>USD</curCd>
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        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UNION PACIFIC CORP</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>Union Pacific Corp</title>
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        <title>Texas Instruments Inc</title>
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        <name>CHUBB INA HOLDINGS INC</name>
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        <title>Chubb INA Holdings Inc</title>
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        <balance>25000.00000000</balance>
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        <name>MEX BONOS DESARR FIX RT</name>
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        <title>Mexican Bonos</title>
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        <title>DTE Electric Co</title>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>SELECTIVE INSURANCE GROU</name>
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        <title>Selective Insurance Group Inc</title>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OMAN GOV INTERNTL BOND</name>
        <lei>549300SZ20F0QTKNQC75</lei>
        <title>Oman Government International Bond</title>
        <cusip>000000000</cusip>
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          <isin value="XS1944412748"/>
          <other otherDesc="SEDOL" value="BHNV376"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202458.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <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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          <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>NEXTERA ENERGY CAPITAL</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NextEra Energy Capital Holdings Inc</title>
        <cusip>65339KBL3</cusip>
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          <isin value="US65339KBL35"/>
          <other otherDesc="SEDOL" value="BQHM3V2"/>
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        <balance>84000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82768.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25500000</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>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BIN1YCQ35"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>655324.27000000</valUSD>
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        <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="USD" fixedOrFloating="Floating" floatingRtIndex="THE SECURED OVERNIGHT FINANCING RATE" floatingRtSpread="0.00000000" pmntAmt="14062000.00000000">
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                <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Day" resetDtUnit="1"/>
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            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.18000000"/>
            <terminationDt>2033-05-11</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>14062000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>655324.27000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BIN1ZE1J2"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17680.33000000</valUSD>
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        <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>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="THE SECURED OVERNIGHT FINANCING RATE" floatingRtSpread="0.00000000" pmntAmt="2528000.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
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            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.07300000"/>
            <terminationDt>2025-02-20</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2528000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>17680.33000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F030686</cusip>
        <identifiers>
          <isin value="US01F0306864"/>
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        <balance>3390000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2966647.24000000</valUSD>
        <pctVal>1.100541273764</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>SWOP IRS EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="MM004PT7N"/>
        </identifiers>
        <balance>6285000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90950000"/>
        <valUSD>-7887.49000000</valUSD>
        <pctVal>-0.00292603319</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                  <derivAddlInfo>
                    <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="INTERNAL" value="MM004PT7NSO"/>
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                    <balance>0.00000000</balance>
                    <units>NC</units>
                    <currencyConditional curCd="EUR" exchangeRt="0.00000000"/>
                    <valUSD>0.00000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
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                  <upfrontRcpt>0.00000000</upfrontRcpt>
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            <exercisePriceCurCd>EUR</exercisePriceCurCd>
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            <delta>XXXX</delta>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CURRENCY CONTRACT - ILS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTILS__00070880"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5952.12000000</valUSD>
        <pctVal>-0.00220806627</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank, National Association</counterpartyName>
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            <amtCurSold>-298121.11000000</amtCurSold>
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        <securityLending>
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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="BIN1X2WX5"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="142.26500000"/>
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        <pctVal>0.000112185460</pctVal>
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        <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>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810TN8</cusip>
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          <isin value="US912810TN81"/>
          <other otherDesc="SEDOL" value="BQXLPR3"/>
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        <balance>689200.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Mortgage Trust 2019-INV3</title>
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          <isin value="US46591LAC54"/>
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        <balance>93512.11000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>INTACT FINANCIAL CORP</name>
        <lei>5493009LXGE7Y4U9OY43</lei>
        <title>Intact Financial Corp</title>
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          <other otherDesc="SEDOL" value="BMCZXK7"/>
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        <valUSD>77299.51000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396PVA6</cusip>
        <identifiers>
          <isin value="US31396PVA64"/>
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        <balance>369472.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22322.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.89651000</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00066765"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-79617.26000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>-2686859.29000000</amtCurSold>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SMBC AVIATION CAPITAL FI</name>
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        <name>MYLAN INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <balance>43000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bank of America, National Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANK OF AMERICA, NATIONAL ASSOCIATION</name>
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        <fairValLevel>2</fairValLevel>
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        <name>OBRIGACOES DO TESOURO</name>
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        <name>US TREASURY N/B</name>
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        <name>Fannie Mae</name>
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        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CARGILL INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NATWEST GROUP PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STANDARD CHARTERED BANK</name>
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        <name>SHERWIN WILLIA 08/07/2023</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank, National Association</name>
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        <fairValLevel>2</fairValLevel>
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            <amtCurSold>-8965900.88000000</amtCurSold>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
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        <title>Morgan Stanley</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STANDARD CHARTERED BANK</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>Citibank, National Association</name>
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        <name>Fannie Mae</name>
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        <name>CRESTWOOD MID PARTNER LP</name>
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        <name>STANDARD CHARTERED BANK</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
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        <lei>RILFO74KP1CM8P6PCT96</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>STANDARD CHARTERED BANK</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <balance>365459.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>281349.67000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CROWN CASTLE INC</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>Crown Castle Inc</title>
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          <isin value="US22822VBB62"/>
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        <balance>25000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24383.11000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <balance>846000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396LMM9</cusip>
        <identifiers>
          <isin value="US31396LMM99"/>
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        <balance>72292.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>92120.34000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.53255000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
        <cusip>92343VCQ5</cusip>
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          <isin value="US92343VCQ59"/>
          <other otherDesc="SEDOL" value="BRXDL34"/>
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        <balance>7000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6409.67000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137ATCK6</cusip>
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          <isin value="US3137ATCK66"/>
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        <balance>8861798.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>871829.07000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.81758000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>STANDARD CHARTERED BANK</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00070943"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8759.09000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTNOK__00070263"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16264.66000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>-708663.54000000</amtCurSold>
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      <invstOrSec>
        <name>BURLINGTN NORTH SANTA FE</name>
        <lei>N/A</lei>
        <title>Burlington Northern Santa Fe LLC</title>
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          <isin value="US12189LAU52"/>
          <other otherDesc="SEDOL" value="BQ11MP2"/>
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        <balance>13000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11964.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.55000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>5493000ITBJ4KEFYWF83</lei>
        <title>Freddie Mac Stacr Remic Trust 2020-HQA2</title>
        <cusip>35565LAH9</cusip>
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          <isin value="US35565LAH96"/>
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        <balance>182925.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>187597.17000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-03-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>OPEN TEXT HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Open Text Holdings Inc</title>
        <cusip>683720AC0</cusip>
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          <other otherDesc="SEDOL" value="BM9HKX8"/>
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        <balance>225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>186713.39000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>CURRENCY CONTRACT - DKK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTDKK__00066767"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3316.71000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>THAILAND GOVERNMENT BOND</name>
        <lei>254900PHJ6MSKT6C7026</lei>
        <title>Thailand Government Bond</title>
        <cusip>000000000</cusip>
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          <isin value="TH0623038C04"/>
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        <balance>41793000.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTEUR__00067892"/>
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        <name>ALEXANDRIA REAL ESTATE E</name>
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        <title>Alexandria Real Estate Equities Inc</title>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>CURRENCY CONTRACT - NOK</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTNOK__00068061"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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            <settlementDt>2023-08-18</settlementDt>
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        <securityLending>
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      <invstOrSec>
        <name>STANDARD CHARTERED BANK</name>
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        <name>Citibank, National Association</name>
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      <invstOrSec>
        <name>ROMANIA GOVERNMENT BOND</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>Bank of America, National Association</name>
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        <name>INDONESIA GOVERNMENT</name>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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        <title>Berry Global Inc</title>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>HSBC HOLDINGS PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage A</name>
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        <name>Freddie Mac</name>
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        <name>STANDARD CHARTERED BANK</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STANDARD CHARTERED BANK</name>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <name>ROYALTY PHARMA PLC</name>
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      <invstOrSec>
        <name>DEUTSCHE BANK AKTIENGESELLSCHAFT</name>
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      <invstOrSec>
        <name>Citibank, National Association</name>
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        <name>STANDARD CHARTERED BANK</name>
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      <invstOrSec>
        <name>LYB INT FINANCE III</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>REXFORD INDUSTRIAL REALT</name>
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      <invstOrSec>
        <name>PARAMOUNT GLOBAL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Citibank, National Association</name>
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        <name>Fannie Mae</name>
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        <name>BNP PARIBAS</name>
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        <name>Government National Mortgage A</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>
        <name>BNP PARIBAS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank, National Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIZENS FINANCIAL GROUP</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DUKE ENERGY CAROLINAS</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>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>ERAC USA FINANCE LLC</name>
        <lei>LTKX5ODQW6Z7BQ2K1V47</lei>
        <title>ERAC USA Finance LLC</title>
        <cusip>26884TAX0</cusip>
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          <isin value="US26884TAX00"/>
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        <balance>56000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.40000000</annualizedRt>
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      <invstOrSec>
        <name>INTESA SANPAOLO SPA</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
        <title>Intesa Sanpaolo SpA</title>
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          <isin value="US46115HCB15"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.77800000</annualizedRt>
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      <invstOrSec>
        <name>Carlyle Global Market Strategi</name>
        <lei>549300VC6J79YJCFU884</lei>
        <title>Carlyle US Clo 2017-2 Ltd</title>
        <cusip>14315JAU3</cusip>
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          <isin value="US14315JAU34"/>
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        <balance>300000.00000000</balance>
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        <valUSD>295950.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-07-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER</name>
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        <title>American Electric Power Co Inc</title>
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        <balance>76000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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          <isin value="US61744YAK47"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STANDARD CHARTERED BANK</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTAUD__00069031"/>
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        <name>BX Trust</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>CURRENCY CONTRACT - NZD</title>
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        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS JPY</title>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>Bank of America, National Association</name>
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        <name>PARTNERRE FINANCE B LLC</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>ECOLAB INC</name>
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        <title>Gray Television Inc</title>
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        <name>STANDARD CHARTERED BANK</name>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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            <amtCurSold>-323839.99000000</amtCurSold>
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      <invstOrSec>
        <name>STANDARD CHARTERED BANK</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>-942002.27000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>3 MONTH EURO EURIBOR</title>
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          <ticker value="ERZ3C96"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <writtenOrPur>Purchased</writtenOrPur>
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                  <derivAddlInfo>
                    <name>ICE FUTURES EUROPE</name>
                    <lei>549300UF4R84F48NCH34</lei>
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                      <ticker value="ERZ3"/>
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                    <issuerCat>CORP</issuerCat>
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                    <invOthCountry>US</invOthCountry>
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                  <payOffProf>Long</payOffProf>
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                      <issuerName>INTERCONTENTIAL EXCHANGE</issuerName>
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                        <ticker value="EUR003M"/>
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            <delta>XXXX</delta>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BURLINGTN NORTH SANTA FE</name>
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      <invstOrSec>
        <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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      <invstOrSec>
        <name>WEC ENERGY GROUP INC</name>
        <lei>549300IGLYTZUK3PVP70</lei>
        <title>WEC Energy Group Inc</title>
        <cusip>92939UAJ5</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WARNERMEDIA HOLDINGS INC</name>
        <lei>549300DXR29GD4N0A520</lei>
        <title>Warnermedia Holdings Inc</title>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HUNTINGTON BANCSHARES</name>
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        <title>Huntington Bancshares Inc/OH</title>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F020687</cusip>
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        <balance>5198000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4209770.85000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>COSAN LUXEMBOURG SA</name>
        <lei>222100ZY943WERK7RZ38</lei>
        <title>Cosan Luxembourg SA</title>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>301851.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co</title>
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        <balance>144000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>130019.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <name>HCA INC</name>
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        <name>BANK OF AMERICA CORP</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>Recette CLO LLC</name>
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        <name>Bank of America, National Association</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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        <name>BECTON DICKINSON &amp; CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
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        <isRestrictedSec>N</isRestrictedSec>

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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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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>Fannie Mae</name>
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        <name>STANDARD CHARTERED BANK</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>Freddie Mac</name>
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        <title>Freddie Mac REMICS</title>
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        <name>Sequoia Mortgage Trust</name>
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        <name>CENTERPOINT ENERGY INC</name>
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        <name>STANDARD CHARTERED BANK</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
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        <name>Fannie Mae</name>
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        <title>Fannie Mae Pool</title>
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        <name>APPLE INC</name>
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        <title>Apple Inc</title>
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        <title>UnitedHealth Group Inc</title>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>FRETE 2021-ML08 TRUST</name>
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        <name>Shackleton CLO LTD</name>
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        <name>US AIRWAYS 2012-1A PTT</name>
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        <name>APPLE INC</name>
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        <title>Apple Inc</title>
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        <name>STANDARD CHARTERED BANK</name>
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        <name>SINGAPORE EXCHANGE LIMITED</name>
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        <name>Credit Suisse Mortgage Trust</name>
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        <name>US TREASURY N/B</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>BANCO NACIONAL DE PANAMA</name>
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        <title>Banco Nacional de Panama</title>
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        <name>Fannie Mae</name>
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        <title>Fannie Mae REMICS</title>
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        <name>GS Mortgage Securities Trust</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-05-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.01093700</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CCG42"/>
          <other otherDesc="SEDOL" value="BP0WLL8"/>
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        <curCd>USD</curCd>
        <valUSD>737691.57000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>MEDLINE BORROWER LP</name>
        <lei>254900QT3R363TVK6F09</lei>
        <title>Medline Borrower LP</title>
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          <isin value="US62482BAA08"/>
          <other otherDesc="SEDOL" value="BMW4P42"/>
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        <curCd>USD</curCd>
        <valUSD>197228.74000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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      <invstOrSec>
        <name>Citigroup Commercial Mortgage</name>
        <lei>N/A</lei>
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          <isin value="US29429EAK73"/>
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        <curCd>USD</curCd>
        <valUSD>1179441.34000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-07-10</maturityDt>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <curCd>USD</curCd>
        <valUSD>258796.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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          <isin value="US38375JRN71"/>
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        <curCd>USD</curCd>
        <valUSD>174399.87000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-03-20</maturityDt>
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      <invstOrSec>
        <name>JOHNSON &amp; JOHNSON</name>
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        <title>Johnson &amp; Johnson</title>
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        <curCd>USD</curCd>
        <valUSD>105897.67000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
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      <invstOrSec>
        <name>Sound Point CLO LTD</name>
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        <title>Sound Point Clo XV Ltd</title>
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          <isin value="US83609RAQ48"/>
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        <curCd>USD</curCd>
        <valUSD>1000273.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.65718000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>PLAINS ALL AMER PIPELINE</name>
        <lei>N/A</lei>
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          <other otherDesc="SEDOL" value="BQQCCH2"/>
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        <balance>262000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
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      <invstOrSec>
        <name>HUNTINGTON NATIONAL BANK</name>
        <lei>2WHM8VNJH63UN14OL754</lei>
        <title>Huntington National Bank/The</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>KINDER MORGAN ENER PART</name>
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        <balance>199000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CHINA GOVERNMENT BOND</name>
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        <title>China Government Bond</title>
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          <other otherDesc="SEDOL" value="BP48J96"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>Countrywide Home Loans</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>LIBERTY MUTUAL GROUP INC</name>
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        <title>Liberty Mutual Group Inc</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - SEK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <name>Government National Mortgage A</name>
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        <name>SEAGATE HDD CAYMAN</name>
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        <name>PROLOGIS LP</name>
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        <name>GCI LLC</name>
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        <name>State Street Bank and Trust Company</name>
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        <name>State Street Bank and Trust Company</name>
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        <name>State Street Bank and Trust Company</name>
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        <name>Government National Mortgage A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NOTA DO TESOURO NACIONAL</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <fairValLevel>2</fairValLevel>
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                    <invOthCountry>US</invOthCountry>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>ADVANCED MICRO DEVICES</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured P</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>PAYPAL HOLDINGS INC</name>
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        <title>PayPal Holdings Inc</title>
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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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      <invstOrSec>
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        <title>Meta Platforms Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>CURRENCY CONTRACT - HKD</title>
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        <name>VERIZON COMMUNICATIONS</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>BARCLAYS BANK PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BELL CANADA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BONOS Y OBLIG DEL ESTADO</name>
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        <title>Spain Government Bond</title>
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        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <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__00072588"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LADDER CAP FIN LLLP/CORP</name>
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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>BANK GOSPODARSTWA KRAJOW</name>
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        <title>Bank Gospodarstwa Krajowego</title>
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        <balance>225000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>CURRENCY CONTRACT - CHF</title>
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      <invstOrSec>
        <name>STANDARD CHARTERED BANK</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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            <amtCurSold>-14106453.60000000</amtCurSold>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
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        <title>IRS USD</title>
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        <name>AMAZON.COM INC</name>
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        <title>Amazon.com Inc</title>
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        <name>BUNDESREPUB. DEUTSCHLAND</name>
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        <title>Bundesrepublik Deutschland Bundesanleihe</title>
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        <title>PayPal Holdings Inc</title>
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        <name>Freddie Mac - STACR</name>
        <lei>5493000ISHRHX47NOH65</lei>
        <title>Freddie Mac STACR REMIC Trust 2021-HQA3</title>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <title>CURRENCY CONTRACT - USD</title>
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        <name>DTE ELECTRIC CO</name>
        <lei>9N0FWODEJVKHC2DYLO03</lei>
        <title>DTE Electric Co</title>
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        <name>BANCO SANTANDER SA</name>
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        <name>State Street Bank and Trust Company</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>Bank of America, National Association</name>
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        <name>BNP PARIBAS</name>
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      </invstOrSec>
      <invstOrSec>
        <name>VODAFONE GROUP PLC</name>
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          <isin value="US92857WBZ23"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HCA INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CANADA-GOV'T WI</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank, National Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Citibank, National Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOUTHWESTERN ELEC POWER</name>
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        <title>Southwestern Electric Power Co</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>REPUBLIC OF PANAMA</name>
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        <title>Panama Government International Bond</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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        <title>SWOP IRS USD</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>State Street Bank and Trust Company</name>
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        <name>BUONI POLIENNALI DEL TES</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>Freddiemac Strip</name>
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        <title>Freddie Mac Strips</title>
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        <curCd>USD</curCd>
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        <debtSec>
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        <name>BHP BILLITON FIN USA LTD</name>
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        <name>Citibank, National Association</name>
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        <name>Neuberger Berman CLO Ltd</name>
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        <title>Neuberger Berman Loan Advisers CLO 30 Ltd</title>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>Bluemountain CLO Ltd</name>
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        <name>DUKE ENERGY INDIANA LLC</name>
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        <title>Sonic Automotive Inc</title>
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        <name>US TREASURY N/B</name>
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        <title>United States Treasury Note/Bond</title>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Citigroup Commercial Mortgage</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
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        <name>PARAMOUNT GLOBAL</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>Paramount Global</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ASTRAZENECA FINANCE LLC</name>
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        <title>Astrazeneca Finance LLC</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS USD</title>
        <cusip>000000000</cusip>
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        <name>CROWN CASTLE INC</name>
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        <title>Crown Castle Inc</title>
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          <isin value="US22822VAQ41"/>
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        <invCountry>US</invCountry>
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        <name>ANHEUSER-BUSCH CO/INBEV</name>
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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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        <name>UK CLEARING HOUSE LIMITED</name>
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        <title>IRS USD</title>
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        <title>Entergy Arkansas LLC</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae</name>
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        <name>BNP PARIBAS</name>
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        <name>Citibank, National Association</name>
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        <name>BENCHMARK Mortgage Trust</name>
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        <name>ABBVIE INC</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>Freddie Mac</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>ENERGY TRANSFER LP</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>BNP PARIBAS</name>
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        <name>CVS HEALTH CORP</name>
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        <title>CVS Health Corp</title>
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        <name>Dryden Senior Loan Fund</name>
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        <title>Dryden 49 Senior Loan Fund</title>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>CURRENCY CONTRACT - USD</title>
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        <name>Fannie Mae</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>Fannie Mae</name>
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        <name>State Street Bank and Trust Company</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>RBC DOMINION SECURITIES INC.</name>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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        <securityLending>
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      <invstOrSec>
        <name>WARNERMEDIA HOLDINGS INC</name>
        <lei>549300DXR29GD4N0A520</lei>
        <title>Warnermedia Holdings Inc</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SYSCO CORP 0 C 08/01/2023</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENTRAL GARDEN &amp; PET CO</name>
        <lei>5493004DVZLD37DJ0H83</lei>
        <title>Central Garden &amp; Pet Co</title>
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          <isin value="US153527AN61"/>
          <other otherDesc="SEDOL" value="BMHY6S8"/>
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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>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS USD</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CITIBANK, NATIONAL ASSOCIATION</name>
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        <fairValLevel>2</fairValLevel>
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        <name>STANDARD CHARTERED BANK</name>
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        <name>FREEPORT-MCMORAN INC</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddiemac Strip</name>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>MOLSON COORS BEVERAGE</name>
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      <invstOrSec>
        <name>L3HARRIS TECH INC</name>
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      <invstOrSec>
        <name>Citibank, National Association</name>
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      <invstOrSec>
        <name>Wells Fargo Alternative Loan T</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>STANDARD CHARTERED BANK</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
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          <ticker value="N/A"/>
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        <name>Freddiemac Strip</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Strips</title>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>MONTREAL EXCHANGE</name>
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        <name>Bluemountain CLO Ltd</name>
        <lei>N/A</lei>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>DUKE ENERGY CAROLINAS</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <title>IRS GBP</title>
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        <name>STANDARD CHARTERED BANK</name>
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        <title>CURRENCY CONTRACT - AUD</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTAUD__00068052"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>23720.25000000</valUSD>
        <pctVal>0.008799534301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
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            <amtCurSold>-1604242.10000000</amtCurSold>
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            <amtCurPur>2422133.66000000</amtCurPur>
            <curPur>AUD</curPur>
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            <unrealizedAppr>23720.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>DISCOVERY COMMUNICATIONS</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>Discovery Communications LLC</title>
        <cusip>25470DBG3</cusip>
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          <isin value="US25470DBG34"/>
          <other otherDesc="SEDOL" value="BK6J2S2"/>
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        <balance>81000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67265.28000000</valUSD>
        <pctVal>0.024953494953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30000000</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>BUONI POLIENNALI DEL TES</name>
        <lei>815600DE60799F5A9309</lei>
        <title>Italy Buoni Poliennali Del Tesoro</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IT0005363111"/>
          <other otherDesc="SEDOL" value="BJJ05B9"/>
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        <balance>641000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90950000"/>
        <valUSD>648545.41000000</valUSD>
        <pctVal>0.240591797363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROOKFLD FIN LLC/FIN INC</name>
        <lei>N/A</lei>
        <title>Brookfield Finance LLC / Brookfield Finance Inc</title>
        <cusip>11271RAB5</cusip>
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          <isin value="US11271RAB50"/>
          <other otherDesc="SEDOL" value="BLGFQH4"/>
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        <balance>85000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57017.61000000</valUSD>
        <pctVal>0.021151902487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>5119746.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302794.61000000</valUSD>
        <pctVal>0.112328139754</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>1.29461400</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>TARGA RESOURCES CORP</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>Targa Resources Corp</title>
        <cusip>87612KAC6</cusip>
        <identifiers>
          <isin value="US87612KAC62"/>
          <other otherDesc="SEDOL" value="BQC7W37"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33804.35000000</valUSD>
        <pctVal>0.012540446975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Winwater Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>WinWater Mortgage Loan Trust 2015-5</title>
        <cusip>97654DCC8</cusip>
        <identifiers>
          <isin value="US97654DCC83"/>
        </identifiers>
        <balance>285305.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253802.84000000</valUSD>
        <pctVal>0.094153594351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.75250500</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>RFM RE-REMIC TRUST 2022-FRR1</name>
        <lei>N/A</lei>
        <title>RFM Reremic Trust 2022-FRR1</title>
        <cusip>74971BAS4</cusip>
        <identifiers>
          <isin value="US74971BAS43"/>
        </identifiers>
        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49658.06000000</valUSD>
        <pctVal>0.018421719936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-08</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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__00071382"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6770.74000000</valUSD>
        <pctVal>0.002511750882</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>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>-686375.92000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>468097.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-08-18</settlementDt>
            <unrealizedAppr>6770.74000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America, National Association</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>CURRENCY CONTRACT - CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTCAD__00067420"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-136.90000000</valUSD>
        <pctVal>-0.00005078598</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>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <amtCurSold>-504067.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>664356.53000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-08-18</settlementDt>
            <unrealizedAppr>-136.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>91282CCY5</cusip>
        <identifiers>
          <isin value="US91282CCY57"/>
          <other otherDesc="SEDOL" value="BMCV844"/>
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        <balance>1027800.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>889227.67000000</valUSD>
        <pctVal>0.329878031810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WAMU Mortgage Pass-Through Cer</name>
        <lei>N/A</lei>
        <title>WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust</title>
        <cusip>92922F2Q0</cusip>
        <identifiers>
          <isin value="US92922F2Q02"/>
          <other otherDesc="SEDOL" value="B642661"/>
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        <balance>5761678.75600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5236.79000000</valUSD>
        <pctVal>0.001942699306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00388080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DIAMONDBACK ENERGY INC</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>Diamondback Energy Inc</title>
        <cusip>25278XAV1</cusip>
        <identifiers>
          <isin value="US25278XAV10"/>
          <other otherDesc="SEDOL" value="BQWR7X2"/>
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        <balance>63000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65846.16000000</valUSD>
        <pctVal>0.024427042022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WAMU Mortgage Pass-Through Cer</name>
        <lei>N/A</lei>
        <title>WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust</title>
        <cusip>92926UAA9</cusip>
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          <isin value="US92926UAA97"/>
          <other otherDesc="SEDOL" value="B1RYGD6"/>
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        <balance>271954.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>245906.65000000</valUSD>
        <pctVal>0.091224333708</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>3.90826700</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <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>01F050684</cusip>
        <identifiers>
          <isin value="US01F0506844"/>
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        <balance>1713000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1673453.80000000</valUSD>
        <pctVal>0.620803495543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136ATFA7</cusip>
        <identifiers>
          <isin value="US3136ATFA74"/>
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        <balance>11608703.25500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1156900.73000000</valUSD>
        <pctVal>0.429177081065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.81651000</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>State Street Bank and Trust Company</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00067888"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>884.66000000</valUSD>
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        <name>STANDARD CHARTERED BANK</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>Fannie Mae or Freddie Mac</name>
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        <name>COMCAST CORP</name>
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        <title>Comcast Corp</title>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>State Street Bank and Trust Company</name>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer LP</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DUKE ENERGY FLORIDA LLC</name>
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        <balance>93000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ORGANON &amp; CO/ORG</name>
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        <balance>250000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-30</maturityDt>
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          <annualizedRt>4.12500000</annualizedRt>
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        <name>COMCAST CORP</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-01-15</maturityDt>
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        <name>VIRGINIA ELEC &amp; POWER CO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>STANDARD CHARTERED BANK</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EXELON CORP</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-15</maturityDt>
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        <name>KENVUE INC</name>
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        <title>Kenvue Inc</title>
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        <curCd>USD</curCd>
        <valUSD>42389.53000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <name>STANDARD CHARTERED BANK</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>American Money Management Corp</name>
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        <name>STANDARD CHARTERED BANK</name>
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        <name>ARES CLO Ltd</name>
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        <name>AMER AIRLINE 21-1A EETC</name>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>Freddie Mac</name>
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        <name>Fannie Mae</name>
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        <name>BNP PARIBAS</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>WAMU Mortgage Pass-Through Cer</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>NORTHROP GM CP 22AUG23</name>
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        <name>STANDARD CHARTERED BANK</name>
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        <name>BNP PARIBAS</name>
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        <name>MF1 Multifamily Housing Mortga</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>Citibank, National Association</name>
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        <name>Citibank, National Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SIRIUS XM RADIO INC</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio Inc</title>
        <cusip>82967NBC1</cusip>
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          <isin value="US82967NBC11"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>01F022683</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-08-15</maturityDt>
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      <invstOrSec>
        <name>KENTUCKY UTILITIES CO</name>
        <lei>AGX0G2MXE54NFNNICD28</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-04-15</maturityDt>
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      <invstOrSec>
        <name>AUSTRALIAN SECURITIES EXCHANGE TRADE24</name>
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          <ticker value="YMU3"/>
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        <currencyConditional curCd="AUD" exchangeRt="1.48876000"/>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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                <issuerName>AUSTRALIAN GOVERNMENT</issuerName>
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      <invstOrSec>
        <name>STANDARD CHARTERED BANK</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
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        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00071993"/>
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        <valUSD>3373.50000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corp</title>
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          <other otherDesc="SEDOL" value="BK8TZB4"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ELI LILLY &amp; CO</name>
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        <title>Eli Lilly &amp; Co</title>
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          <maturityDt>2053-02-27</maturityDt>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
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        <balance>438000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>434829.18000000</valUSD>
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        <name>MORGAN STANLEY</name>
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        <title>Morgan Stanley</title>
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        <curCd>USD</curCd>
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        <name>STANDARD CHARTERED BANK</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
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        <cusip>000000000</cusip>
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        <name>Cedar Funding Ltd</name>
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        <invCountry>KY</invCountry>
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        <name>CZECH REPUBLIC</name>
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        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
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        <name>DIAMONDBACK ENERGY INC</name>
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        <title>Diamondback Energy Inc</title>
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        <invCountry>US</invCountry>
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        <name>TOYOTA MOTOR CREDIT CORP</name>
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        <title>Toyota Motor Credit Corp</title>
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        <name>STANDARD CHARTERED BANK</name>
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        <name>Bank of America, National Association</name>
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        <name>PRIMO WATER HOLDINGS INC</name>
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        <name>ICE FUTURES EUROPE</name>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
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        <title>Freddie Mac Structured Agency Credit Risk Debt Notes</title>
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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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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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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>
        <valUSD>971793.85000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>BNP PARIBAS</name>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>State Street Bank and Trust Company</name>
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        <name>State Street Bank and Trust Company</name>
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        <name>Gam Resecuritization Trust</name>
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        <name>UK CLEARING HOUSE LIMITED</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>PUBLIC SERVICE ELECTRIC</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>Bank of America, National Association</name>
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      <invstOrSec>
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        <name>State Street Bank and Trust Company</name>
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        <name>Bank of America, National Association</name>
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      <invstOrSec>
        <name>PACIFIC GAS &amp; ELECTRIC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mill City Mortgage Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>META PLATFORMS INC</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>Meta Platforms Inc</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UTAH ACQUISITION SUB</name>
        <lei>254900JOFV74IJ7H9933</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <ticker value="N/A"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Babson CLO Ltd</name>
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        <title>Barings Clo Ltd 2019-IV</title>
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          <isin value="US06761VAJ61"/>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>INTEL CORP</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <balance>46082.48000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>TIME WARNER CABLE LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>Time Warner Cable LLC</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>CARGILL INC</name>
        <lei>QXZYQNMR4JZ5RIRN4T31</lei>
        <title>Cargill Inc</title>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>ROSS STORES INC</name>
        <lei>549300ENZFLPGRDFZQ60</lei>
        <title>Ross Stores Inc</title>
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        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
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        <name>ALLEGHANY CORP</name>
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        <title>Alleghany Corp</title>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>STANDARD CHARTERED BANK</name>
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        <name>Bank of America, National Association</name>
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        <name>Fannie Mae</name>
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        <name>JPMORGAN CHASE &amp; CO</name>
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        <name>AES CORP/THE</name>
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        <name>STANDARD CHARTERED BANK</name>
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        <name>Sound Point CLO LTD</name>
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        <name>BNP PARIBAS</name>
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        <name>MORGAN STANLEY</name>
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        <name>KENVUE INC</name>
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        <name>BNP PARIBAS</name>
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        <name>COMM Mortgage Trust</name>
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        <name>State Street Bank and Trust Company</name>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UKRAINE GOVERNMENT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank, National Association</name>
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        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CENTENE CORP</name>
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        <title>Centene Corp</title>
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          <isin value="US15135BAW19"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STANDARD CHARTERED BANK</name>
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        <title>CURRENCY CONTRACT - GBP</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <title>CURRENCY CONTRACT - CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTCAD__00072146"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SIEMENS FINANCIERINGSMAT</name>
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        <title>Siemens Financieringsmaatschappij NV</title>
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        <fairValLevel>2</fairValLevel>
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        <name>ARTHUR J GALLAGHER &amp; CO</name>
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        <name>CAMB Commercial Mortgage Trust</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>POLAND GOVERNMENT BOND</name>
        <lei>259400R9L8QEP0TPXS31</lei>
        <title>Republic of Poland Government Bond</title>
        <cusip>000000000</cusip>
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        <name>US BANCORP</name>
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        <name>CITIZENS FINANCIAL GROUP</name>
        <lei>2138004JDDA4ZQUPFW65</lei>
        <title>Citizens Financial Group Inc</title>
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          <other otherDesc="SEDOL" value="BMB63B2"/>
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        <balance>12000.00000000</balance>
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        <valUSD>8892.37000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS JPY</title>
        <cusip>000000000</cusip>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNION PACIFIC CORP</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>POST HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>Petroleos Mexicanos</title>
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          <isin value="US71654QDE98"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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          <ticker value="N/A"/>
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      <invstOrSec>
        <name>Countrywide Alternative Loan T</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-09-25</maturityDt>
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      <invstOrSec>
        <name>PACIFICORP</name>
        <lei>SGY07Y7FNYBNLM6Z1M11</lei>
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          <isin value="US695114CZ98"/>
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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>UK CLEARING HOUSE LIMITED</name>
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        <title>IRS USD</title>
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        <name>MEGLOBAL BV</name>
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        <name>CHINA GOVERNMENT BOND</name>
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        <title>China Government Bond</title>
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        <name>AES PANAMA GENERATION HL</name>
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        <name>BNP PARIBAS</name>
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        <title>CURRENCY CONTRACT - USD</title>
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        <name>EIG PEARL HOLDINGS SARL</name>
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        <title>EIG Pearl Holdings Sarl</title>
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        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>MED Trust</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.33648000</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>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>CURRENCY CONTRACT - JPY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTJPY__00072607"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17698.50000000</valUSD>
        <pctVal>-0.00656563728</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>BNP PARIBAS</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <amtCurSold>-1230852.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>172106165.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-08-18</settlementDt>
            <unrealizedAppr>-17698.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00072137"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>24010.46000000</valUSD>
        <pctVal>0.008907193910</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>BNP PARIBAS</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <amtCurSold>-2760757.33000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3062098.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-08-18</settlementDt>
            <unrealizedAppr>24010.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASTE MANAGEMENT INC</name>
        <lei>549300YX8JIID70NFS41</lei>
        <title>Waste Management Inc</title>
        <cusip>94106LBT5</cusip>
        <identifiers>
          <isin value="US94106LBT52"/>
          <other otherDesc="SEDOL" value="BMZPG61"/>
        </identifiers>
        <balance>40000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39508.57000000</valUSD>
        <pctVal>0.014656549442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddiemac Strip</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Strips</title>
        <cusip>31325WL91</cusip>
        <identifiers>
          <isin value="US31325WL914"/>
        </identifiers>
        <balance>149332.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12604.42000000</valUSD>
        <pctVal>0.004675879307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Variable</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>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTEUR__00067397"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7200.75000000</valUSD>
        <pctVal>0.002671272293</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>BNP PARIBAS</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <amtCurSold>-3977674.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3621117.44000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-08-18</settlementDt>
            <unrealizedAppr>7200.75000000</unrealizedAppr>
          </fwdDeriv>
        </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>2023-09-19</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>
