<SEC-DOCUMENT>0000916183-20-000020.txt : 20200225
<SEC-HEADER>0000916183-20-000020.hdr.sgml : 20200225
<ACCEPTANCE-DATETIME>20200225104130
ACCESSION NUMBER:		0000916183-20-000020
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20191231
FILED AS OF DATE:		20200225
PERIOD START:           	20200630

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			PIMCO STRATEGIC INCOME FUND, INC
		CENTRAL INDEX KEY:			0000916183
		IRS NUMBER:				943194834
		STATE OF INCORPORATION:			MD
		FISCAL YEAR END:			0630

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-08216
		FILM NUMBER:		20648256

	BUSINESS ADDRESS:	
		STREET 1:		1633 BROADWAY
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10019
		BUSINESS PHONE:		212 739 4000

	MAIL ADDRESS:	
		STREET 1:		1633 BROADWAY
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10019

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	PIMCO STRATEGIC GLOBAL GOVERNMENT FUND INC
		DATE OF NAME CHANGE:	20041005

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	RCM STRATEGIC GLOBAL GOVERNMENT FUND INC
		DATE OF NAME CHANGE:	19931214
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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        <valUSD>1670851.380000</valUSD>
        <pctVal>0.5501468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>70.2531</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS EUR 0.00000 08/19/19-2Y LCH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZ1LM4VY7V72"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891500"/>
        <valUSD>-1920933.100000</valUSD>
        <pctVal>-0.6324891</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            </floatingRecDesc>
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            <terminationDt>2021-08-19</terminationDt>
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            <upfrontRcpt>-405873.030000</upfrontRcpt>
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            <curCd>EUR</curCd>
            <unrealizedAppr>-1515060.070000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS EUR 0.26000 09/06/19-5Y LCH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZBGTKDLB5K9"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891500"/>
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        <pctVal>-0.2716517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Euribor 6 Month ACT/360</issueTitle>
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                  <other otherDesc="Internal ID" value="SWU00SYU3-Euribor 6 Month ACT/360"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euribor 6 Month ACT/360" floatingRtSpread="0.000000" pmntAmt="0.000000">
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            </floatingRecDesc>
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            <terminationDt>2024-09-06</terminationDt>
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            <curCd>EUR</curCd>
            <unrealizedAppr>-830672.410000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS EUR 0.65000 02/26/19-10Y LCH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZ2MM7RKYN73"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.891500"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Euribor 6 Month ACT/360</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="SWU00SUE3-Euribor 6 Month ACT/360"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="0.650000"/>
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            <curCd>EUR</curCd>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZ96LYRGGB45"/>
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        <balance>1.000000</balance>
        <units>NC</units>
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        <pctVal>-2.3178682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Euribor 6 Month ACT/360</issueTitle>
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                  <other otherDesc="Internal ID" value="SWU00SQI9-Euribor 6 Month ACT/360"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euribor 6 Month ACT/360" floatingRtSpread="0.000000" pmntAmt="0.000000">
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            <rcptCurCd>EUR</rcptCurCd>
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            <curCd>EUR</curCd>
            <unrealizedAppr>-7778859.780000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="EZ2R7447YB98"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>GBP-LIBOR-BBA-Bloomberg 6M</indexName>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="GBP-LIBOR-BBA-Bloomberg 6M" floatingRtSpread="0.000000" pmntAmt="0.000000">
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            </floatingRecDesc>
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            <unrealizedAppr>37008.810000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS GBP 0.75000 03/18/20-30Y LCH</title>
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        <identifiers>
          <isin value="EZ3CFBD6MXF5"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.754900"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing house</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>GBP-LIBOR-BBA-Bloomberg 6M</indexName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="GBP-LIBOR-BBA-Bloomberg 6M" floatingRtSpread="0.000000" pmntAmt="0.000000">
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARGENTINA GOVT</name>
        <lei>549300KPBYGYF7HCHO27</lei>
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        <cusip>ACI0QD081</cusip>
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          <isin value="ARARGE4502K0"/>
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        <balance>15810000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="73.000000"/>
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        <pctVal>0.0264832</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARGENTINA GOVT</name>
        <lei>549300KPBYGYF7HCHO27</lei>
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          <isin value="XS1715303340"/>
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        <balance>100000.000000</balance>
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        <pctVal>0.0168535</pctVal>
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        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS USD 1.50000 12/18/19-10Y CME</title>
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          <isin value="EZ81ZNLGS404"/>
        </identifiers>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-264607.060000</valUSD>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <valUSD>100512.710000</valUSD>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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      <invstOrSec>
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      <invstOrSec>
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          <couponKind>Fixed</couponKind>
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        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC JR SUBORDINA 12/99 VAR</title>
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          <couponKind>Floating</couponKind>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
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              <title>BARCLAYS PLC</title>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC JR SUBORDINA REGS 12/99 VAR</title>
        <cusip>ACI0SSSH6</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
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            <dbtSecRefInstrument>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
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            <dbtSecRefInstrument>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
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        <issuerCat>CORP</issuerCat>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CLEAR CHANNEL OUTDOOR HOLDINGS INC</name>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <securityLending>
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      <invstOrSec>
        <name>BCAP LLC TRUST 2011-R11</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2036-07-26</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS  COMM MTGE SEC 2005-PW1</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS COMMERCIAL MORTGA BSCMS 2005 PW10 C</title>
        <cusip>07387BEG4</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS  COMM MTGE SEC 2006-T22</name>
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        <cusip>07387BGC1</cusip>
        <identifiers>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BEAR STEARNS  COMM MTGE SEC 2006-T24</name>
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        <cusip>07388NAH9</cusip>
        <identifiers>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-5</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2</title>
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        <assetCat>ABS-MBS</assetCat>
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        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>BEAR STEARNS ASSETBACKED SEC 2005-C</name>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BGC PARTNERS INC</name>
        <lei>TF1LXM1YNB81WKUH5G19</lei>
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        <cusip>05541TAM3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>399340.380000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOMBARDIER INC</name>
        <lei>W7L3VLU8EHQY34Z36697</lei>
        <title>BOMBARDIER INC SR UNSECURED 144A 01/23 6.125</title>
        <cusip>097751BF7</cusip>
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          <isin value="US097751BF74"/>
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        <curCd>USD</curCd>
        <valUSD>411034.000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOMBARDIER INC</name>
        <lei>W7L3VLU8EHQY34Z36697</lei>
        <title>BOMBARDIER INC SR UNSECURED 144A 03/25 7.5</title>
        <cusip>097751BM2</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BOMBARDIER INC</name>
        <lei>W7L3VLU8EHQY34Z36697</lei>
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        <cusip>097751BT7</cusip>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BOMBARDIER INC</name>
        <lei>W7L3VLU8EHQY34Z36697</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROOKFIELD FINANCE INC</name>
        <lei>N/A</lei>
        <title>BROOKFIELD FINANCE INC COMPANY GUAR 01/28 3.9</title>
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        <curCd>USD</curCd>
        <valUSD>15062.180000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>CBL &amp; ASSOCIATES LIMITED PARTNERSHIP</name>
        <lei>549300VS75TWHD9JTH89</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CBL &amp; ASSOCIATES LIMITED PARTNERSHIP</name>
        <lei>549300VS75TWHD9JTH89</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CBL &amp; ASSOCIATES LIMITED PARTNERSHIP</name>
        <lei>549300VS75TWHD9JTH89</lei>
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        <issuerCat>CORP</issuerCat>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CENTENE CORPORATION</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <lei>549300Z7JJ4TQSQGT333</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <lei>549300Z7JJ4TQSQGT333</lei>
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        <assetCat>DBT</assetCat>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CENTURYLINK INC</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
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        <curCd>USD</curCd>
        <valUSD>4080.520000</valUSD>
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        <issuerCat>CORP</issuerCat>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <name>CHESAPEAKE ENERGY CORPORATION</name>
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        <name>CHL MORTGAGE PASS-THROUGH TRUST 2006-TM1</name>
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        <name>CHS/COMMUNITY HEALTH SYSTEMS INC</name>
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        <name>CHS/COMMUNITY HEALTH SYSTEMS INC</name>
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          <isin value="US17311QBN97"/>
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        <balance>1280214.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>820553.430000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MTGE TRUST 2007-C6</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJFX 144A</title>
        <cusip>17311QAE0</cusip>
        <identifiers>
          <isin value="US17311QAE08"/>
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        <balance>640107.200000</balance>
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        <curCd>USD</curCd>
        <valUSD>409758.220000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2049-12-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.58901</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TR 2003-UP3</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2003 UP3 A3</title>
        <cusip>17307GAV0</cusip>
        <identifiers>
          <isin value="US17307GAV05"/>
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        <balance>1622.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1655.740000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2033-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3</name>
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          <isin value="US17312EAA47"/>
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        <curCd>USD</curCd>
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        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2007-AMC1</name>
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        <cusip>17311BAS2</cusip>
        <identifiers>
          <isin value="US17311BAS25"/>
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        <balance>4499169.880000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.952</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2007-AMC1</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2C</title>
        <cusip>17311BAC7</cusip>
        <identifiers>
          <isin value="US17311BAC72"/>
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        <balance>2425083.870000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP/DEUTSCHE BK COMM MTGE 2007-CD4</name>
        <lei>N/A</lei>
        <title>CD COMMERCIAL MORTGAGE TRUST CD 2007 CD4 AJ</title>
        <cusip>12513YAJ9</cusip>
        <identifiers>
          <isin value="US12513YAJ91"/>
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        <balance>810.100000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.398</annualizedRt>
          <isDefault>Y</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>CITY OF BUENOS AIRES</name>
        <lei>5299007MC8RF52X0ON96</lei>
        <title>CITY OF BUENOS AIRES UNSECURED 03/24 VAR</title>
        <cusip>BD8QV0II3</cusip>
        <identifiers>
          <isin value="ARCBAS3201F3"/>
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        <balance>46535000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="73.000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-29</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITY OF CHICAGO</name>
        <lei>T5UYO5SYLC8K73MJQX30</lei>
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          <isin value="US167486ZZ59"/>
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        <curCd>USD</curCd>
        <valUSD>76857.900000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2029-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CLARIVATE (CAMELOT FINANCE SA)</name>
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          <isin value="US13323AAB61"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>CLEAR CHANNEL WORLDWIDE HOLDINGS INC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1</name>
        <lei>N/A</lei>
        <title>COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM</title>
        <cusip>20173WAH1</cusip>
        <identifiers>
          <isin value="US20173WAH16"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.05237</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONSECO FINANCE SECURITIZATION 2000-5</name>
        <lei>N/A</lei>
        <title>CONSECO FINANCE SECURITIZATION CNF 2000 5 A6</title>
        <cusip>20846QEQ7</cusip>
        <identifiers>
          <isin value="US20846QEQ73"/>
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        <balance>1519670.810000</balance>
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        <curCd>USD</curCd>
        <valUSD>808281.900000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CORE &amp; MAIN LP</name>
        <lei>549300ZSLF8Q660SCD17</lei>
        <title>HD SUPPLY WTRWKS LTD TERM LOAN B</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CORNERSTONE BUILDING BRANDS</name>
        <lei>549300IW41QEWQ6T0H29</lei>
        <title>PISCES MIDCO INC TERM LOAN B</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CORNING INCORPORATED</name>
        <lei>549300X2937PB0CJ7I56</lei>
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        <curCd>USD</curCd>
        <valUSD>39488.770000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2079-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.45</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J9</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J9 2A3</title>
        <cusip>12667GU43</cusip>
        <identifiers>
          <isin value="US12667GU437"/>
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        <balance>267397.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>219000.970000</valUSD>
        <pctVal>0.0721086</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>Y</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>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG/NEW YORK BRANCH</name>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG/NEW YORK BRANCH</name>
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      <invstOrSec>
        <name>DIAMOND RESORTS INTERNATIONAL INC</name>
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      <invstOrSec>
        <name>DIAMOND RESORTS INTERNATIONAL INC</name>
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      <invstOrSec>
        <name>DUBAI WORLD CORP</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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        <name>EDISON INTERNATIONAL</name>
        <lei>549300I7ROF15MAEVP56</lei>
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        <name>EDISON INTERNATIONAL</name>
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        <name>EI GROUP PLC</name>
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        <name>ELDORADO RESORTS INC</name>
        <lei>5299000BKFWWVND5L441</lei>
        <title>ELDORADO RESORTS INC COMPANY GUAR 09/26 6</title>
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          <couponKind>Fixed</couponKind>
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        <name>EMERALD BAY SA</name>
        <lei>2221008SU8XG8LZVS860</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <name>ENCORE CREDIT RECEIVABLES TR 2005-1</name>
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        <title>ENCORE CREDIT RECEIVABLES TRUS ECR 2005 1 M3</title>
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      <invstOrSec>
        <name>ENSCO JERSEY FINANCE LIMITED</name>
        <lei>N/A</lei>
        <title>ENSCO JERSEY FINANCE LTD COMPANY GUAR 01/24 3</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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            <dbtSecRefInstrument>
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      <invstOrSec>
        <name>ENVISION HEALTHCARE CORPORATION</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>ESH HOSPITALITY INC</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>EUROSAIL PLC 2007-6NCX</name>
        <lei>N/A</lei>
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          <isin value="XS0332286862"/>
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        <debtSec>
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      <invstOrSec>
        <name>EUROSAIL PLC 2007-6NCX</name>
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        <title>EUROSAIL PLC ESAIL 2007 6NCX C1A REGS</title>
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          <isin value="XS0332287084"/>
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        <balance>1148317.980000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2045-09-13</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>EUROSAIL PLC 2007-6NCX</name>
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        <cusip>G329A0AE4</cusip>
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          <isin value="XS0332287597"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.754900"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.64963</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EXELA INTERMEDIATE LLC / EXELA FINANCE INC</name>
        <lei>N/A</lei>
        <title>EXELA INTERMED/EXELA FIN SR SECURED 144A 07/23 10</title>
        <cusip>30162RAA9</cusip>
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          <isin value="US30162RAA95"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26162.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>FAIR ISAAC CORPORATION</name>
        <lei>RI6HET5SJUEY30V1PS26</lei>
        <title>FAIR ISAAC CORP SR UNSECURED 144A 06/28 4</title>
        <cusip>303250AF1</cusip>
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          <isin value="US303250AF16"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4040.000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FANNIE MAE 1993-21</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1993 21 KA</title>
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        <balance>7083.690000</balance>
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        <curCd>USD</curCd>
        <valUSD>7492.850000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2023-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 1997-33</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1997 33 PA</title>
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        <balance>214572.040000</balance>
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        <curCd>USD</curCd>
        <valUSD>243210.330000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 1997-79</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1997 79 PL</title>
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        <balance>9063.040000</balance>
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        <curCd>USD</curCd>
        <valUSD>10115.950000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 2001-46</name>
        <lei>N/A</lei>
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        <cusip>313920XQ8</cusip>
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        <curCd>USD</curCd>
        <valUSD>187966.740000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 2001-49</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 2001-50</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2001 50 BA</title>
        <cusip>31392AJW9</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 2001-60</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2001 60 ZM</title>
        <cusip>3139213J5</cusip>
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          <isin value="US3139213J52"/>
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        <balance>26873.160000</balance>
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        <curCd>USD</curCd>
        <valUSD>30856.680000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>FANNIE MAE 2001-79</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2001 79 BA</title>
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        <curCd>USD</curCd>
        <valUSD>257914.170000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 2002-70</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2002 70 QZ</title>
        <cusip>31392FCA3</cusip>
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        <balance>3201381.270000</balance>
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        <curCd>USD</curCd>
        <valUSD>3522756.730000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2002-93</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2002 93 A1</title>
        <cusip>31392GRW7</cusip>
        <identifiers>
          <isin value="US31392GRW77"/>
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        <balance>343508.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396372.450000</valUSD>
        <pctVal>0.1305101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2003-47</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2003 47 PE</title>
        <cusip>31393CRH8</cusip>
        <identifiers>
          <isin value="US31393CRH87"/>
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        <balance>21175.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23771.520000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2003-71</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2003 71 TA</title>
        <cusip>31393EJT7</cusip>
        <identifiers>
          <isin value="US31393EJT73"/>
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        <balance>57045.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66396.320000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2003-89</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2003 89 IO</title>
        <cusip>31393TFP6</cusip>
        <identifiers>
          <isin value="US31393TFP66"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2004-53</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2004 53 NC</title>
        <cusip>31394ABD7</cusip>
        <identifiers>
          <isin value="US31394ABD72"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7968.060000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2004-81</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2004 81 ZH</title>
        <cusip>31394BCG7</cusip>
        <identifiers>
          <isin value="US31394BCG77"/>
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        <balance>295153.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>298248.420000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2004-92</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2004 92 BW</title>
        <cusip>31394BRK2</cusip>
        <identifiers>
          <isin value="US31394BRK25"/>
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        <balance>867358.030000</balance>
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        <curCd>USD</curCd>
        <valUSD>938378.170000</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>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2005-22</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2005 22 DB</title>
        <cusip>31394DBP4</cusip>
        <identifiers>
          <isin value="US31394DBP42"/>
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        <curCd>USD</curCd>
        <valUSD>1542946.060000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2005-7</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2005 7 ZY</title>
        <cusip>31394B5P5</cusip>
        <identifiers>
          <isin value="US31394B5P54"/>
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        <balance>232008.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254446.470000</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>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2008-67</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2008 67 ZW</title>
        <cusip>31397MCX3</cusip>
        <identifiers>
          <isin value="US31397MCX39"/>
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        <balance>153311.260000</balance>
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        <curCd>USD</curCd>
        <valUSD>169432.610000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2010-76</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2010 76 ZC</title>
        <cusip>31398TFU0</cusip>
        <identifiers>
          <isin value="US31398TFU07"/>
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        <balance>1021960.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1094440.880000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICULT AVENUE SECURITIES 2017-C01</name>
        <lei>N/A</lei>
        <title>FANNIE MAE   CAS CAS 2017 C01 1B1</title>
        <cusip>30711XEQ3</cusip>
        <identifiers>
          <isin value="US30711XEQ34"/>
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        <balance>660000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>781965.760000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICULT AVENUE SECURITIES 2017-C01</name>
        <lei>N/A</lei>
        <title>FANNIE MAE   CAS CAS 2017 C01 1M2</title>
        <cusip>30711XEP5</cusip>
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          <isin value="US30711XEP50"/>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE GRANTOR TR 2004-T1</name>
        <lei>N/A</lei>
        <title>FANNIEMAE GRANTOR TRUST FNGT 2004 T1 1A1</title>
        <cusip>31393XFS1</cusip>
        <identifiers>
          <isin value="US31393XFS18"/>
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        <curCd>USD</curCd>
        <valUSD>1062113.340000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE GRANTOR TRUST 2000-T6</name>
        <lei>N/A</lei>
        <title>FANNIEMAE GRANTOR TRUST FNGT 2000 T6 A1</title>
        <cusip>31358SR37</cusip>
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          <isin value="US31358SR373"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66668.170000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE GRANTOR TRUST 2001-T5</name>
        <lei>N/A</lei>
        <title>FANNIEMAE GRANTOR TRUST FNGT 2001 T5 A3</title>
        <cusip>31359SY20</cusip>
        <identifiers>
          <isin value="US31359SY203"/>
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        <balance>84641.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98197.540000</valUSD>
        <pctVal>0.0323327</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE GRANTOR TRUST 2001-T5</name>
        <lei>N/A</lei>
        <title>FANNIEMAE GRANTOR TRUST FNGT 2001 T5 A4</title>
        <cusip>31359SY38</cusip>
        <identifiers>
          <isin value="US31359SY385"/>
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        <balance>674373.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>774894.540000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.82883</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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        <name>FANNIE MAE REMICS 1991-139</name>
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      <invstOrSec>
        <name>FANNIE MAE-1991-162</name>
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      <invstOrSec>
        <name>FANNIE MAE-1993-105</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2004-W2</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2004-W8</name>
        <lei>N/A</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2004-W8</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2004 W8 3A</title>
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          <isin value="US31394ALN45"/>
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        <curCd>USD</curCd>
        <valUSD>537646.760000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IHEARTMEDIA INC</name>
        <lei>N/A</lei>
        <title>IHEARTMEDIA INC   CLASS A COMMON STOCK</title>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FERROGLOBE PLC / GLOBE SPECIALTY METALS INC</name>
        <lei>N/A</lei>
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          <isin value="US315419AA96"/>
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        <curCd>USD</curCd>
        <valUSD>404827.800000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

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      <invstOrSec>
        <name>FHLMC 2173 REMIC</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2173 Z</title>
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          <isin value="US3133TLM623"/>
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        <curCd>USD</curCd>
        <valUSD>44699.870000</valUSD>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IHEARTMEDIA INC</name>
        <lei>N/A</lei>
        <title>IHEARTMEDIA INC COMMON STOCK UNIT</title>
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          <isin value="US45174J6082"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL 1B0797 FH 04/33 FLOATING VAR</title>
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        <identifiers>
          <isin value="US31336SNN44"/>
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        <balance>1007.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1064.130000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.882</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL 785735 FH 12/26 FLOATING VAR</title>
        <cusip>31348SLQ5</cusip>
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          <isin value="US31348SLQ56"/>
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        <balance>3408.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US3128K6NN69"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US3128KHM372"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL C00450 FG 03/26 FIXED 7.5</title>
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          <isin value="US31292GQB58"/>
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        <curCd>USD</curCd>
        <valUSD>868.710000</valUSD>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL C00489 FG 12/26 FIXED 7.5</title>
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          <isin value="US31292GRJ75"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31292HF331"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL C38907 FG 06/29 FIXED 6.5</title>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL C42995 FG 12/26 FIXED 8</title>
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          <isin value="US31298BKG58"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <valUSD>4245.520000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL K30175 FG 09/47 FIXED 6.5</title>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <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>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL P00029 FG 03/33 FIXED 6</title>
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          <isin value="US31283NA693"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL P50019 FG 07/24 FIXED 7</title>
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          <isin value="US31288LAU52"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL P51301 FG 07/37 FIXED 6.5</title>
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        <curCd>USD</curCd>
        <valUSD>67298.810000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC STRUCTURED PASS THROUGH SEC T-41</name>
        <lei>N/A</lei>
        <title>FHLMC STRUCTURED PASS THROUGH FSPC T 41 3A</title>
        <cusip>31392MEN8</cusip>
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          <isin value="US31392MEN83"/>
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        <curCd>USD</curCd>
        <valUSD>105310.530000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FHLMC STRUCTURED PASS THROUGH SEC T-51</name>
        <lei>N/A</lei>
        <title>FHLMC STRUCTURED PASS THROUGH FSPC T 51 1A</title>
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        <identifiers>
          <isin value="US31392W7B09"/>
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        <curCd>USD</curCd>
        <valUSD>52362.690000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FHLMC STRUCTURED PASS THRU SEC T-42</name>
        <lei>N/A</lei>
        <title>FHLMC STRUCTURED PASS THROUGH FSPC T 42 A5</title>
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          <isin value="US31392MH392"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <name>FHLMC STRUCTURED PASS THRU SEC T-54</name>
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        <name>FHLMC STRUCTURED PASS THRU SEC T-59</name>
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      <invstOrSec>
        <name>FHLMC STRUCTURED PASS THRU SEC T-59</name>
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        <name>FHLMC STRUCTURED PASS THRU SEC T-60</name>
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        <title>FHLMC STRUCTURED PASS THROUGH FSPC T 60 1A1</title>
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        <name>FIRST QUANTUM MINERALS LTD</name>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FIRST QUANTUM MINERALS LTD</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST 2018-3</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST FCAT 2018 3 R 144A</title>
        <cusip>33844P105</cusip>
        <identifiers>
          <isin value="US33844P1057"/>
        </identifiers>
        <balance>12000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1490915.180000</valUSD>
        <pctVal>0.4909008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLEET US BIDCO INC</name>
        <lei>N/A</lei>
        <title>FLEET US BIDCO INC TERM LOAN B</title>
        <cusip>G4001CAB3</cusip>
        <identifiers>
          <isin value="XAG4001CAB37"/>
        </identifiers>
        <balance>7980.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8049.830000</valUSD>
        <pctVal>0.0026505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.235</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>FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)</name>
        <lei>549300EAQH74YHD07T53</lei>
        <title>FLEX LTD SR UNSECURED 06/29 4.875</title>
        <cusip>33938XAA3</cusip>
        <identifiers>
          <isin value="US33938XAA37"/>
        </identifiers>
        <balance>45000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48913.980000</valUSD>
        <pctVal>0.0161055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 190328 FN 12/32 FIXED VAR</title>
        <cusip>31368HLH4</cusip>
        <identifiers>
          <isin value="US31368HLH48"/>
        </identifiers>
        <balance>169471.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194418.780000</valUSD>
        <pctVal>0.0640146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</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>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 193901 FN 12/22 FIXED 8</title>
        <cusip>31368MKN1</cusip>
        <identifiers>
          <isin value="US31368MKN10"/>
        </identifiers>
        <balance>1370.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1378.490000</valUSD>
        <pctVal>0.0004539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</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>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 252526 FN 04/29 FIXED 7</title>
        <cusip>31371HPK8</cusip>
        <identifiers>
          <isin value="US31371HPK85"/>
        </identifiers>
        <balance>29954.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30121.370000</valUSD>
        <pctVal>0.0099178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 253184 FN 04/30 FIXED 8</title>
        <cusip>31371JFZ2</cusip>
        <identifiers>
          <isin value="US31371JFZ21"/>
        </identifiers>
        <balance>2925.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3472.950000</valUSD>
        <pctVal>0.0011435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</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>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 253398 FN 08/30 FIXED 8</title>
        <cusip>31371JNP5</cusip>
        <identifiers>
          <isin value="US31371JNP56"/>
        </identifiers>
        <balance>4435.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5077.780000</valUSD>
        <pctVal>0.0016719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</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>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 253585 FN 01/31 FIXED 8</title>
        <cusip>31371JUJ1</cusip>
        <identifiers>
          <isin value="US31371JUJ14"/>
        </identifiers>
        <balance>2716.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3228.580000</valUSD>
        <pctVal>0.0010630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</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>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 253862 FN 04/31 FIXED 6.5</title>
        <cusip>31371J5X8</cusip>
        <identifiers>
          <isin value="US31371J5X89"/>
        </identifiers>
        <balance>42079.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44980.550000</valUSD>
        <pctVal>0.0148104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 253973 FN 08/31 FIXED 6.5</title>
        <cusip>31371KCJ8</cusip>
        <identifiers>
          <isin value="US31371KCJ88"/>
        </identifiers>
        <balance>2434.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2647.530000</valUSD>
        <pctVal>0.0008717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254072 FN 10/31 FIXED 6.5</title>
        <cusip>31371KFM8</cusip>
        <identifiers>
          <isin value="US31371KFM80"/>
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        <balance>8626.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9645.910000</valUSD>
        <pctVal>0.0031760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254144 FN 11/31 FIXED 8</title>
        <cusip>31371KHV6</cusip>
        <identifiers>
          <isin value="US31371KHV61"/>
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        <balance>10312.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11621.520000</valUSD>
        <pctVal>0.0038265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</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>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254212 FN 01/32 FIXED 8</title>
        <cusip>31371KKZ3</cusip>
        <identifiers>
          <isin value="US31371KKZ39"/>
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        <balance>771.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>772.470000</valUSD>
        <pctVal>0.0002543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</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>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254357 FN 05/22 FIXED 7.5</title>
        <cusip>31371KQJ3</cusip>
        <identifiers>
          <isin value="US31371KQJ33"/>
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        <balance>14319.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14546.500000</valUSD>
        <pctVal>0.0047896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254463 FN 08/32 FIXED 6.5</title>
        <cusip>31371KTU5</cusip>
        <identifiers>
          <isin value="US31371KTU50"/>
        </identifiers>
        <balance>4846.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5442.660000</valUSD>
        <pctVal>0.0017921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254497 FN 09/32 FIXED 6.5</title>
        <cusip>31371KUW9</cusip>
        <identifiers>
          <isin value="US31371KUW97"/>
        </identifiers>
        <balance>6821.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7650.800000</valUSD>
        <pctVal>0.0025191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254881 FN 07/33 FIXED 6.5</title>
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        <identifiers>
          <isin value="US31371LCS60"/>
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        <balance>25657.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28891.090000</valUSD>
        <pctVal>0.0095127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254915 FN 09/23 FIXED 4.5</title>
        <cusip>31371LDU0</cusip>
        <identifiers>
          <isin value="US31371LDU08"/>
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        <balance>17930.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18858.980000</valUSD>
        <pctVal>0.0062095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 255001 FN 11/33 FIXED 6.5</title>
        <cusip>31371LGJ2</cusip>
        <identifiers>
          <isin value="US31371LGJ26"/>
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        <balance>39497.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44988.530000</valUSD>
        <pctVal>0.0148130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 255071 FN 01/34 FIXED 6.5</title>
        <cusip>31371LJQ3</cusip>
        <identifiers>
          <isin value="US31371LJQ32"/>
        </identifiers>
        <balance>9063.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10388.050000</valUSD>
        <pctVal>0.0034204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 257030 FN 11/47 FIXED 6.5</title>
        <cusip>31371NPP4</cusip>
        <identifiers>
          <isin value="US31371NPP41"/>
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        <balance>4805.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5146.950000</valUSD>
        <pctVal>0.0016947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 257154 FN 03/28 FIXED 4.5</title>
        <cusip>31371NTK1</cusip>
        <identifiers>
          <isin value="US31371NTK18"/>
        </identifiers>
        <balance>35793.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37774.580000</valUSD>
        <pctVal>0.0124377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 303999 FN 12/24 FIXED VAR</title>
        <cusip>31373UUY1</cusip>
        <identifiers>
          <isin value="US31373UUY18"/>
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        <balance>141.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150.860000</valUSD>
        <pctVal>0.0000497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</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>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 323328 FN 09/28 FLOATING VAR</title>
        <cusip>31374TD97</cusip>
        <identifiers>
          <isin value="US31374TD972"/>
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        <balance>2711.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2799.080000</valUSD>
        <pctVal>0.0009216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.51</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 398916 FN 09/27 FIXED 8</title>
        <cusip>31378HDV0</cusip>
        <identifiers>
          <isin value="US31378HDV06"/>
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        <balance>523.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>524.380000</valUSD>
        <pctVal>0.0001727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</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>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 407308 FN 11/28 FIXED 6.5</title>
        <cusip>31378SNZ6</cusip>
        <identifiers>
          <isin value="US31378SNZ64"/>
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        <balance>2667.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2961.650000</valUSD>
        <pctVal>0.0009752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 412436 FN 01/28 FIXED 6.5</title>
        <cusip>31378YEH3</cusip>
        <identifiers>
          <isin value="US31378YEH36"/>
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        <balance>4495.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4991.630000</valUSD>
        <pctVal>0.0016436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 413793 FN 02/28 FIXED 6.5</title>
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        <identifiers>
          <isin value="US31379AUS22"/>
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        <balance>47014.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49121.090000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 442497 FN 09/28 FIXED 6.5</title>
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        <identifiers>
          <isin value="US31380KRS14"/>
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        <balance>995.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1105.260000</valUSD>
        <pctVal>0.0003639</pctVal>
        <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>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 443108 FN 01/29 FIXED 6.5</title>
        <cusip>31380LGR3</cusip>
        <identifiers>
          <isin value="US31380LGR33"/>
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        <balance>8057.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8950.750000</valUSD>
        <pctVal>0.0029471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 450811 FN 11/28 FIXED 6.5</title>
        <cusip>31380UYG7</cusip>
        <identifiers>
          <isin value="US31380UYG74"/>
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        <balance>1719.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1909.980000</valUSD>
        <pctVal>0.0006289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 458053 FN 07/27 VARIABLE</title>
        <cusip>31381DZS7</cusip>
        <identifiers>
          <isin value="US31381DZS79"/>
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        <balance>3046.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3078.880000</valUSD>
        <pctVal>0.0010138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.99845</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>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 458123 FN 05/21 VARIABLE</title>
        <cusip>31381D4G7</cusip>
        <identifiers>
          <isin value="US31381D4G75"/>
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        <balance>6522.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6583.810000</valUSD>
        <pctVal>0.0021678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.44138</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31384LC517"/>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 583498 FN 05/31 FIXED 8</title>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 596712 FN 06/32 FIXED 6.5</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4145.560000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 602008 FN 08/31 FIXED 8</title>
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        <identifiers>
          <isin value="US31388DYD47"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5543.550000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 621803 FN 03/32 FLOATING VAR</title>
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        <identifiers>
          <isin value="US31389CX875"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 634933 FN 01/32 FIXED 7</title>
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          <isin value="US31389TLN09"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20408.730000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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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>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 635044 FN 06/32 FIXED 8</title>
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          <isin value="US31389TP552"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8</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>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 662051 FN 08/32 FIXED 6.5</title>
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        <identifiers>
          <isin value="US31391BQC45"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3863.320000</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>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 673284 FN 12/32 FIXED 6</title>
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          <isin value="US31391P6V36"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <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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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 676839 FN 01/33 FIXED 6</title>
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        <identifiers>
          <isin value="US31391T4Y11"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8393.700000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <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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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 677569 FN 02/33 FIXED 6</title>
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          <isin value="US31391UW685"/>
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        <balance>2565.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2827.420000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 679233 FN 09/24 FIXED 8</title>
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          <isin value="US31391WSW28"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 683892 FN 01/33 FIXED 6</title>
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          <isin value="US31400CXV17"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 684200 FN 01/33 FIXED 6</title>
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          <isin value="US31400DDD12"/>
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        <units>PA</units>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 687742 FN 02/33 FIXED 6</title>
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          <isin value="US31400HBK86"/>
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        <units>PA</units>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 712129 FN 06/33 FIXED 6.5</title>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 725246 FN 01/34 FIXED VAR</title>
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        <identifiers>
          <isin value="US31402CWF57"/>
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        <units>PA</units>
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        <valUSD>28666.180000</valUSD>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 725851 FN 07/34 FIXED VAR</title>
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          <isin value="US31402DL812"/>
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        <balance>26636.770000</balance>
        <units>PA</units>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <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>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 729682 FN 08/33 FIXED 6.5</title>
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          <isin value="US31402HUF62"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 730754 FN 08/33 FIXED 6.5</title>
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          <isin value="US31402JZT77"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 734233 FN 06/33 FIXED 6.5</title>
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        <identifiers>
          <isin value="US31402NV216"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44669.490000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</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>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 735394 FN 02/35 FIXED VAR</title>
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        <identifiers>
          <isin value="US31402Q7F20"/>
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        <balance>23047.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26281.880000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <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>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 735487 FN 04/35 FIXED VAR</title>
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        <identifiers>
          <isin value="US31402RCY36"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18243.180000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 735504 FN 04/35 FIXED VAR</title>
        <cusip>31402RDH9</cusip>
        <identifiers>
          <isin value="US31402RDH93"/>
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        <balance>414228.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>475162.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 735741 FN 07/35 FIXED VAR</title>
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        <identifiers>
          <isin value="US31402RLW78"/>
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        <balance>7641.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 735861 FN 09/33 FIXED VAR</title>
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        <identifiers>
          <isin value="US31402RQN25"/>
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        <units>PA</units>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 736117 FN 01/34 FIXED 7</title>
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          <isin value="US31402RYN33"/>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 807392 FN 10/31 FIXED 8</title>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 829978 FN 07/31 FIXED 8</title>
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          <isin value="US31407GCP19"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31407HZQ28"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 887775 FN 07/21 FIXED 7</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AD0938 FN 04/39 FIXED VAR</title>
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          <isin value="US31418NBG43"/>
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        <curCd>USD</curCd>
        <valUSD>762855.320000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AI1162 FN 04/41 FIXED 4.5</title>
        <cusip>3138AEJG9</cusip>
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          <isin value="US3138AEJG95"/>
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        <balance>112504.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>122120.280000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AI9192 FN 08/41 FIXED 4.5</title>
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          <isin value="US3138APGA00"/>
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        <curCd>USD</curCd>
        <valUSD>77877.110000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AL0152 FN 06/40 FIXED VAR</title>
        <cusip>3138EGE26</cusip>
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          <isin value="US3138EGE266"/>
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        <balance>1668855.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1915700.300000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE3702 FN 06/47 FIXED 4</title>
        <cusip>3140FPDG1</cusip>
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          <isin value="US3140FPDG16"/>
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        <balance>30536.570000</balance>
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        <curCd>USD</curCd>
        <valUSD>32209.470000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NATIONWIDE BUILDING SOCIETY</name>
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        <title>NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 06/49 VAR</title>
        <cusip>ACI07BWB4</cusip>
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          <isin value="GB00BBQ33664"/>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BJ3524 FN 11/47 FIXED 4</title>
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          <isin value="US3140H44J05"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM2006 FN 01/48 FIXED VAR</title>
        <cusip>3140J6GQ4</cusip>
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          <isin value="US3140J6GQ47"/>
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        <balance>378602.980000</balance>
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        <curCd>USD</curCd>
        <valUSD>397521.610000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA0709 FN 09/47 FIXED 4</title>
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          <isin value="US3140Q7YF83"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2047-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA3183 FN 11/47 FIXED 4</title>
        <cusip>31418CRD8</cusip>
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          <isin value="US31418CRD82"/>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31418CU852"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA3384 FN 06/48 FIXED 4</title>
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          <isin value="US31418CXN90"/>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31418CYM09"/>
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        <name>FNR 1992-188</name>
        <lei>N/A</lei>
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          <isin value="US31358Q4G75"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FORBES ENERGY SERVICES LLC</name>
        <lei>N/A</lei>
        <title>FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN</title>
        <cusip>962XCSII2</cusip>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC</name>
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        <assetCat>DBT</assetCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 1652</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1652 PL</title>
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          <isin value="US3133T3PK80"/>
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        <curCd>USD</curCd>
        <valUSD>133986.370000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 1721</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1721 K</title>
        <cusip>3133T5JQ7</cusip>
        <identifiers>
          <isin value="US3133T5JQ72"/>
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        <balance>166577.600000</balance>
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        <curCd>USD</curCd>
        <valUSD>179719.670000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 1730</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1730 Z</title>
        <cusip>3133T5LA9</cusip>
        <identifiers>
          <isin value="US3133T5LA92"/>
        </identifiers>
        <balance>7628.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8244.820000</valUSD>
        <pctVal>0.0027147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 1795</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1795 D</title>
        <cusip>3133T6LM1</cusip>
        <identifiers>
          <isin value="US3133T6LM14"/>
        </identifiers>
        <balance>41019.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45366.000000</valUSD>
        <pctVal>0.0149373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 1829</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1829 ZB</title>
        <cusip>3133T6J36</cusip>
        <identifiers>
          <isin value="US3133T6J364"/>
        </identifiers>
        <balance>26622.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28262.250000</valUSD>
        <pctVal>0.0093057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 1980</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1980 Z</title>
        <cusip>3133TAG22</cusip>
        <identifiers>
          <isin value="US3133TAG222"/>
        </identifiers>
        <balance>200066.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224336.620000</valUSD>
        <pctVal>0.0738654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2034</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2034 Z</title>
        <cusip>3133TCV70</cusip>
        <identifiers>
          <isin value="US3133TCV706"/>
        </identifiers>
        <balance>135043.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148692.940000</valUSD>
        <pctVal>0.0489588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2040</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2040 PE</title>
        <cusip>3133TD3W4</cusip>
        <identifiers>
          <isin value="US3133TD3W47"/>
        </identifiers>
        <balance>28726.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32773.560000</valUSD>
        <pctVal>0.0107911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2104</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2104 ZM</title>
        <cusip>3133THB89</cusip>
        <identifiers>
          <isin value="US3133THB897"/>
        </identifiers>
        <balance>72534.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80920.900000</valUSD>
        <pctVal>0.0266441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2138</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2138 KC</title>
        <cusip>3133TJTN3</cusip>
        <identifiers>
          <isin value="US3133TJTN36"/>
        </identifiers>
        <balance>1255614.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1418571.860000</valUSD>
        <pctVal>0.4670809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2152</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2152 BZ</title>
        <cusip>3133TKXF2</cusip>
        <identifiers>
          <isin value="US3133TKXF29"/>
        </identifiers>
        <balance>304123.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334235.040000</valUSD>
        <pctVal>0.1100507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2283</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2283 K</title>
        <cusip>3133TRJM8</cusip>
        <identifiers>
          <isin value="US3133TRJM88"/>
        </identifiers>
        <balance>6129.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6493.820000</valUSD>
        <pctVal>0.0021382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2290</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2290 ZD</title>
        <cusip>3133TRE68</cusip>
        <identifiers>
          <isin value="US3133TRE684"/>
        </identifiers>
        <balance>110911.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123267.850000</valUSD>
        <pctVal>0.0405873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2311</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2311 Z</title>
        <cusip>3133TSDK6</cusip>
        <identifiers>
          <isin value="US3133TSDK69"/>
        </identifiers>
        <balance>64163.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71350.130000</valUSD>
        <pctVal>0.0234928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2322</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2322 KZ</title>
        <cusip>3133TUHY7</cusip>
        <identifiers>
          <isin value="US3133TUHY73"/>
        </identifiers>
        <balance>548569.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>635885.590000</valUSD>
        <pctVal>0.2093726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2322</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2322 PZ</title>
        <cusip>3133TUKA5</cusip>
        <identifiers>
          <isin value="US3133TUKA50"/>
        </identifiers>
        <balance>573228.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>663358.340000</valUSD>
        <pctVal>0.2184183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2359</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2359 PZ</title>
        <cusip>3133TV6U5</cusip>
        <identifiers>
          <isin value="US3133TV6U55"/>
        </identifiers>
        <balance>482522.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>537316.130000</valUSD>
        <pctVal>0.1769175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2415</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2415 ZA</title>
        <cusip>31339DKU1</cusip>
        <identifiers>
          <isin value="US31339DKU18"/>
        </identifiers>
        <balance>37399.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43314.830000</valUSD>
        <pctVal>0.0142619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2417</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2417 CJ</title>
        <cusip>31339D5N4</cusip>
        <identifiers>
          <isin value="US31339D5N40"/>
        </identifiers>
        <balance>1328913.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1517230.920000</valUSD>
        <pctVal>0.4995656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2457</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2457 PE</title>
        <cusip>31392PKZ7</cusip>
        <identifiers>
          <isin value="US31392PKZ70"/>
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        <balance>115012.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131114.470000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2484</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2484 LZ</title>
        <cusip>31392R3H2</cusip>
        <identifiers>
          <isin value="US31392R3H23"/>
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        <balance>561281.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>652564.600000</valUSD>
        <pctVal>0.2148643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2756</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2756 NA</title>
        <cusip>31394PXG3</cusip>
        <identifiers>
          <isin value="US31394PXG35"/>
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        <balance>3625.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3758.770000</valUSD>
        <pctVal>0.0012376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2947</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2947 OZ</title>
        <cusip>31395R6Y9</cusip>
        <identifiers>
          <isin value="US31395R6Y97"/>
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        <balance>217588.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241919.440000</valUSD>
        <pctVal>0.0796547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 3871</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3871 JB</title>
        <cusip>3137AC7C7</cusip>
        <identifiers>
          <isin value="US3137AC7C73"/>
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        <balance>2528349.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2805539.070000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K071</name>
        <lei>N/A</lei>
        <title>FHLMC MULTIFAMILY STRUCTURED P FHMS K071 X3</title>
        <cusip>3137FCLG7</cusip>
        <identifiers>
          <isin value="US3137FCLG73"/>
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        <balance>5336000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>719109.240000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.01066</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMIC 2230</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2230 Z</title>
        <cusip>3133TNSS4</cusip>
        <identifiers>
          <isin value="US3133TNSS44"/>
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        <balance>35041.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40768.500000</valUSD>
        <pctVal>0.0134235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4066</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4066 SA</title>
        <cusip>3137ARFG6</cusip>
        <identifiers>
          <isin value="US3137ARFG61"/>
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        <balance>5540849.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267911.140000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.64809</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4324</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4324 IO</title>
        <cusip>3137BAGM8</cusip>
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          <isin value="US3137BAGM86"/>
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        <balance>2876469.820000</balance>
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        <curCd>USD</curCd>
        <valUSD>194094.690000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.62162</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>FREDDIE MAC REMICS 4496</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4496 BI</title>
        <cusip>3137BKS27</cusip>
        <identifiers>
          <isin value="US3137BKS274"/>
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        <balance>21025993.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1457927.690000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.51583</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC REMICS 4923</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4923 NS</title>
        <cusip>3137FPYZ2</cusip>
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          <isin value="US3137FPYZ21"/>
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        <curCd>USD</curCd>
        <valUSD>2880870.780000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC REMICS 4923</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4923 QS</title>
        <cusip>3137FPZ32</cusip>
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          <isin value="US3137FPZ329"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC REMICS 4923</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4923 SE</title>
        <cusip>3137FPZ73</cusip>
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          <isin value="US3137FPZ733"/>
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        <balance>32598370.870000</balance>
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        <curCd>USD</curCd>
        <valUSD>7330913.970000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <maturityDt>2048-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-DNA2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC   STACR STACR 2015 DNA2 B</title>
        <cusip>3137G0FZ7</cusip>
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          <isin value="US3137G0FZ78"/>
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        <balance>1589316.530000</balance>
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        <curCd>USD</curCd>
        <valUSD>1912771.690000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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          <couponKind>Floating</couponKind>
          <annualizedRt>9.342</annualizedRt>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-HQ1</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC   STACR STACR 2015 HQ1 B</title>
        <cusip>3137G0EM7</cusip>
        <identifiers>
          <isin value="US3137G0EM74"/>
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        <balance>384523.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504144.770000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.542</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2017-DNA2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC   STACR STACR 2017 DNA2 B1</title>
        <cusip>3137G0PR4</cusip>
        <identifiers>
          <isin value="US3137G0PR43"/>
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        <balance>650000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>752105.120000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2029-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.942</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-1101</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1101 M</title>
        <cusip>312906UC2</cusip>
        <identifiers>
          <isin value="US312906UC22"/>
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        <balance>30756.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31255.770000</valUSD>
        <pctVal>0.0102913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.95</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-1343</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1343 LA</title>
        <cusip>312911GW4</cusip>
        <identifiers>
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      <invstOrSec>
        <name>FREDDIE MAC-1503</name>
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      <invstOrSec>
        <name>FREDDIE MAC-1578</name>
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      <invstOrSec>
        <name>FREDDIE MAC-1584</name>
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      <invstOrSec>
        <name>FREDDIE MAC-1603</name>
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      <invstOrSec>
        <name>FREDDIE MAC-1628</name>
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      <invstOrSec>
        <name>FREDDIE MAC-1643</name>
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      <invstOrSec>
        <name>FREDDIE MAC-1695</name>
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      <invstOrSec>
        <name>FREDDIE MAC-2325</name>
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      <invstOrSec>
        <name>FREMF MORTGAGE TRUST 2014-K715</name>
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        <name>FRONTIER COMMUNICATIONS CORPORATION</name>
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        <name>FRONTIER FINANCE PLC</name>
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        <name>FULL HOUSE RESORTS INC</name>
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        <name>GAZPROM OAO VIA GPN CAPITAL SA</name>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>GC PASTOR HIPOTECARIO FTA 5</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>GE CAPITAL COMMERCIAL MTGE CORP 2007-C1</name>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>GE CAPITAL INTERNATIONAL FUNDING COMPANY</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>GENERAL ELECTRIC COMPANY</name>
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        <assetCat>DBT</assetCat>
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        <name>GENERAL ELECTRIC COMPANY</name>
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        <name>GMAC MORTGAGE CORP LOAN TRUST 2004-AR2</name>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
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        <assetCat>ABS-MBS</assetCat>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36203CKH42"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36203MHA18"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17812.850000</valUSD>
        <pctVal>0.0058651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <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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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL 367562 GN 03/26 FIXED 7</title>
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        <identifiers>
          <isin value="US36204EJF51"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4145.190000</valUSD>
        <pctVal>0.0013649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</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>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL 373604 GN 03/26 FIXED 7</title>
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        <identifiers>
          <isin value="US36204MAD11"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1090.440000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL 389230 GN 04/24 FIXED 7</title>
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        <identifiers>
          <isin value="US36205FLK74"/>
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        <balance>289.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>289.690000</valUSD>
        <pctVal>0.0000954</pctVal>
        <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>Fixed</couponKind>
          <annualizedRt>7</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>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL 399225 GN 04/27 FIXED 7.5</title>
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        <identifiers>
          <isin value="US36205SPJ86"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14195.330000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL 399238 GN 04/27 FIXED 7.5</title>
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        <identifiers>
          <isin value="US36205SPX70"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6979.510000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36206AVN08"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36206FWN85"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36206FXS63"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36206JHG22"/>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36206KC741"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36206LZH58"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36206RMD51"/>
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        <curCd>USD</curCd>
        <valUSD>10501.340000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36206WJY21"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36207EAY05"/>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36207JA604"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL 616975 GN 02/36 FIXED 6</title>
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          <isin value="US36290TMY28"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36291GGE08"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <name>ING GROEP NV</name>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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              <title>ING GROEP NV</title>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC)</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

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      <invstOrSec>
        <name>INTELSAT (LUXEMBOURG) SA</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTELSAT CONNECT FINANCE SA</name>
        <lei>549300T8SOCBO2H77X11</lei>
        <title>INTELSAT CONNECT FINANCE COMPANY GUAR 144A 02/23 9.5</title>
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          <isin value="US45827AAD54"/>
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        <curCd>USD</curCd>
        <valUSD>73731.000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTELSAT JACKSON HOLDINGS SA</name>
        <lei>8XJ8KF85PBKK1TLMFN29</lei>
        <title>INTELSAT JACKSON HLDG COMPANY GUAR 144A 07/25 9.75</title>
        <cusip>45824TAY1</cusip>
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          <isin value="US45824TAY10"/>
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        <balance>403000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>373615.260000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.75</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTELSAT JACKSON HOLDINGS SA</name>
        <lei>8XJ8KF85PBKK1TLMFN29</lei>
        <title>INTELSAT JACKSON HLDG COMPANY GUAR 144A 10/24 8.5</title>
        <cusip>45824TBA2</cusip>
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          <isin value="US45824TBA25"/>
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        <balance>160000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>146066.400000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTELSAT JACKSON HOLDINGS SA</name>
        <lei>8XJ8KF85PBKK1TLMFN29</lei>
        <title>INTELSAT JACKSON HLDG SR SECURED 144A 02/24 8</title>
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          <isin value="US45824TAR68"/>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTELSAT JACKSON HOLDINGS SA</name>
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        <title>INTELSAT JACKSON HLDGS S A TERM LOAN B 3</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.682</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTERNET BRANDS INC (MH SUB I LLC)</name>
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        <title>MH SUB I LLC AMENDMENT NO. 2 INITIAL TERM</title>
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        <identifiers>
          <isin value="US45567YAJ47"/>
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        <balance>58650.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58979.910000</valUSD>
        <pctVal>0.0194198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.5494</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTRADO CORPORATION</name>
        <lei>5493005Z5DB0O5S30R71</lei>
        <title>OLYMPUS MERGER SUB INC TERM LOAN B</title>
        <cusip>68162RAC5</cusip>
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          <isin value="US68162RAC51"/>
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        <balance>34484.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29311.890000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9271</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JEFFERIES FINANCE LLC</name>
        <lei>549300SKVB18YSSIDT75</lei>
        <title>JEFFERIES FINANCE LLC 2019 TERM LOAN</title>
        <cusip>47232UAB0</cusip>
        <identifiers>
          <isin value="US47232UAB08"/>
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        <balance>11969.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11957.450000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JP MORGAN CHASE CMML MTGE SEC 2006-CB16</name>
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        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2006 CB16 AJ</title>
        <cusip>46629GAJ7</cusip>
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        <balance>125870.980000</balance>
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        <debtSec>
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        <name>JP MORGAN CHASE CMML MTGE SEC 2006-LDP9</name>
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      <invstOrSec>
        <name>JP MORGAN MORTGAGE TRUST 2006-A6</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>JP MORGAN MORTGAGE TRUST 2007-S2</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST JPMMT 2007 S2 3A1</title>
        <cusip>46630WBA7</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>JP MORGAN MORTGAGE TRUST 2007-S3</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST JPMMT 2007 S3 2A2</title>
        <cusip>46631NEY1</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KANTAR GROUP (SUMMER BC HOLDCO B SARL)</name>
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        <title>SUMMER BC HOLDCO B SARL TERM LOAN B</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>KENNEDY-WILSON INC</name>
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        <assetCat>LON</assetCat>
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        <name>MICRON TECHNOLOGY INC</name>
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        <curCd>USD</curCd>
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        <name>MORGAN STANLEY RESECURITIZATION TRUST 2014-R2</name>
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        <name>NEIMAN MARCUS GROUP LTD LLC</name>
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        <lei>549300Y7VHGU0I7CE873</lei>
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        <lei>549300Y7VHGU0I7CE873</lei>
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        <name>NEWGATE FUNDING PLC 2007-3X</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEWGATE FUNDING PLC 2007-3X</name>
        <lei>N/A</lei>
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          <isin value="XS0329653934"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEWGATE FUNDING PLC 2007-3X</name>
        <lei>N/A</lei>
        <title>NEWGATE FUNDING PLC NGATE 2007 3X BB REGS</title>
        <cusip>B2NDQHII8</cusip>
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          <isin value="XS0329656366"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>NEWGATE FUNDING PLC 2007-3X</name>
        <lei>N/A</lei>
        <title>NEWGATE FUNDING PLC NGATE 2007 3X CB REGS</title>
        <cusip>B2NDQJII4</cusip>
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          <isin value="XS0329656523"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NEWMARK GROUP INC</name>
        <lei>N/A</lei>
        <title>NEWMARK GROUP INC SR UNSECURED 11/23 6.125</title>
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        <identifiers>
          <isin value="US65158NAB82"/>
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        <balance>52000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>57340.580000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>NOBLE HOLDING INTERNATIONAL LIMITED</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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      <invstOrSec>
        <name>NOMURA ASSET ACCEPTANCE CORP 2004-R2</name>
        <lei>N/A</lei>
        <title>NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R2 A3 144A</title>
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          <isin value="US62951MAT71"/>
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        <name>NOURYON (STARFRUIT US HOLDCO LLC)</name>
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        <title>STARFRUIT FINCO B V TERM LOAN B</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Floating</couponKind>
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        <name>OAKWOOD MORTGAGE INVESTORS INC 2002-B</name>
        <lei>N/A</lei>
        <title>OAKWOOD MORTGAGE INVESTORS INC OAK 2002 B A1</title>
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          <isin value="US67087TDM09"/>
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        <valUSD>10989.720000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED</name>
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          <isin value="USG6711KAC92"/>
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        <curCd>USD</curCd>
        <valUSD>1003243.820000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OPPENHEIMER HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>OPPENHEIMER HOLDINGS INC SR SECURED 07/22 6.75</title>
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          <isin value="US683797AD62"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20700.000000</valUSD>
        <pctVal>0.0068157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA</name>
        <lei>N/A</lei>
        <title>ORTHO CLINICAL INC/SA SR UNSECURED 144A 05/22 6.625</title>
        <cusip>22663AAA7</cusip>
        <identifiers>
          <isin value="US22663AAA79"/>
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        <balance>162000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161391.450000</valUSD>
        <pctVal>0.0531400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625</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>ORTHO-CLINICAL DIAGNOSTICS SA</name>
        <lei>222100N2EDW8BU5UUT55</lei>
        <title>ORTHO CLINICAL DIAGNOSTICS SA TERM LOAN</title>
        <cusip>L7300KAJ3</cusip>
        <identifiers>
          <isin value="XAL7300KAJ33"/>
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        <balance>322979.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>319749.790000</valUSD>
        <pctVal>0.1052813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.3064</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>PACIFIC DRILLING SA</name>
        <lei>549300VEJMMZCY6OBU06</lei>
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        <identifiers>
          <isin value="US694183AA23"/>
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        <balance>152000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139078.480000</valUSD>
        <pctVal>0.0457932</pctVal>
        <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>
          <annualizedRt>8.375</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>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS + ELECTRIC SR UNSECURED 01/40 5.4</title>
        <cusip>694308GS0</cusip>
        <identifiers>
          <isin value="US694308GS01"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8340.800000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.4</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</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>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS + ELECTRIC SR UNSECURED 02/24 3.75</title>
        <cusip>694308HG5</cusip>
        <identifiers>
          <isin value="US694308HG53"/>
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        <balance>228000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>232084.620000</valUSD>
        <pctVal>0.0764165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</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>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS + ELECTRIC SR UNSECURED 02/38 6.35</title>
        <cusip>694308GM3</cusip>
        <identifiers>
          <isin value="US694308GM31"/>
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        <balance>15000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15923.480000</valUSD>
        <pctVal>0.0052430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.35</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</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>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS + ELECTRIC SR UNSECURED 02/44 4.75</title>
        <cusip>694308HH3</cusip>
        <identifiers>
          <isin value="US694308HH37"/>
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        <balance>48000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49444.800000</valUSD>
        <pctVal>0.0162803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</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>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS + ELECTRIC SR UNSECURED 03/26 2.95</title>
        <cusip>694308HP5</cusip>
        <identifiers>
          <isin value="US694308HP52"/>
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        <balance>460000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>462241.350000</valUSD>
        <pctVal>0.1521982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</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>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS + ELECTRIC SR UNSECURED 03/27 3.3</title>
        <cusip>694308HS9</cusip>
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          <isin value="US694308HS91"/>
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        <balance>347000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347876.180000</valUSD>
        <pctVal>0.1145422</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>3.3</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</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>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS + ELECTRIC SR UNSECURED 03/34 6.05</title>
        <cusip>694308GE1</cusip>
        <identifiers>
          <isin value="US694308GE15"/>
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        <balance>34000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35677.900000</valUSD>
        <pctVal>0.0117474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.05</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</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>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS + ELECTRIC SR UNSECURED 03/37 5.8</title>
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        <identifiers>
          <isin value="US694308GJ02"/>
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        <balance>277000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>289492.700000</valUSD>
        <pctVal>0.0953188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS + ELECTRIC SR UNSECURED 03/39 6.25</title>
        <cusip>694308GQ4</cusip>
        <identifiers>
          <isin value="US694308GQ45"/>
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        <balance>44000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46461.140000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
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        <cusip>694308HL4</cusip>
        <identifiers>
          <isin value="US694308HL49"/>
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        <balance>51000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>51940.190000</valUSD>
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          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
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        <curCd>USD</curCd>
        <valUSD>634407.400000</valUSD>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
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        <cusip>694308HC4</cusip>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>480995.030000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>Y</isDefault>
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          <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>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS + ELECTRIC SR UNSECURED 06/25 3.5</title>
        <cusip>694308HM2</cusip>
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          <isin value="US694308HM22"/>
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        <balance>388000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>388966.120000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS + ELECTRIC SR UNSECURED 06/43 4.6</title>
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          <isin value="US694308HD23"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20368.700000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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        <pctVal>0.2311779</pctVal>
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        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PERU GOVT</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>REPUBLIC OF PERU SR UNSECURED 144A 08/26 8.2</title>
        <cusip>715638AX0</cusip>
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        <currencyConditional curCd="PEN" exchangeRt="3.313000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PERU GOVT</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>REPUBLIC OF PERU SR UNSECURED 144A 08/28 6.35</title>
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        <invCountry>PE</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PERU GOVT</name>
        <lei>254900STKLK2DBJJZ530</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>PERU GOVT</name>
        <lei>254900STKLK2DBJJZ530</lei>
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          <isin value="US715638BY77"/>
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        <currencyConditional curCd="PEN" exchangeRt="3.313000"/>
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        <pctVal>0.0171971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</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>
        <name>PERU GOVT</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>REPUBLIC OF PERU SR UNSECURED 144A 08/34 5.4</title>
        <cusip>715638CZ3</cusip>
        <identifiers>
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        <currencyConditional curCd="PEN" exchangeRt="3.313000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PERU GOVT</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9</title>
        <cusip>715638AV4</cusip>
        <identifiers>
          <isin value="US715638AV48"/>
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        <units>PA</units>
        <currencyConditional curCd="PEN" exchangeRt="3.313000"/>
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        <pctVal>0.0015644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PERU GOVT</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94</title>
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        <identifiers>
          <isin value="USP78024AE96"/>
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        <balance>9000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="PEN" exchangeRt="3.313000"/>
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        <pctVal>0.0010090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.94</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>PERU GOVT</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>REPUBLIC OF PERU SR UNSECURED REGS 08/26 8.2</title>
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          <isin value="US715638AY86"/>
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        <units>PA</units>
        <currencyConditional curCd="PEN" exchangeRt="3.313000"/>
        <valUSD>84493.610000</valUSD>
        <pctVal>0.0278205</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PETROBRAS GLOBAL FINANCE BV</name>
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        <identifiers>
          <isin value="US71647NBF50"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
        <lei>549300CAZKPF4HKMPX17</lei>
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          <isin value="US71654QCG55"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
        <lei>549300CAZKPF4HKMPX17</lei>
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          <isin value="US71654QCC42"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
        <lei>549300CAZKPF4HKMPX17</lei>
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          <isin value="US71654QCQ38"/>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS COMPANY GUAR 144A 01/30 6.84</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
        <lei>549300CAZKPF4HKMPX17</lei>
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        <curCd>USD</curCd>
        <valUSD>65686.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS COMPANY GUAR REGS 04/27 2.75</title>
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        <identifiers>
          <isin value="XS1172951508"/>
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        <balance>4538000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891500"/>
        <valUSD>4891214.140000</valUSD>
        <pctVal>1.6104879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>PETSMART INC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>PINNACOL ASSURANCE</name>
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        <identifiers>
          <isin value="US72349LAA08"/>
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        <balance>2600000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2782638.430000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PPDI (PHARMACEUTICAL PRODUCT DEVELOPMENT) EAGLE HOLDING COMPANY II LLC</name>
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        <cusip>26959XAC7</cusip>
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          <isin value="US26959XAC74"/>
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        <balance>10000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10171.600000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75</annualizedRt>
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      <invstOrSec>
        <name>PROVINCE OF BUENOS AIRES ARGENTINA</name>
        <lei>549300L6AYROPOTQ4L07</lei>
        <title>PROVINCIA DE BUENOS AIRE UNSECURED 05/22 VAR</title>
        <cusip>ACI0VF965</cusip>
        <identifiers>
          <isin value="ARPBUE3204J9"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>PROVINCE OF BUENOS AIRES ARGENTINA</name>
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          <isin value="ARPBUE3205N8"/>
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        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PROVINCE OF BUENOS AIRES ARGENTINA</name>
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        <title>PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR</title>
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          <isin value="ARPBUE3205N8"/>
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        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>WESTMORELAND MINING HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>WESTMORELAND MINING HOLDINGS L COMMON</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>RBSSP RESECURITIZATION TRUST 2009-5</name>
        <lei>N/A</lei>
        <title>RBSSP RESECURITIZATION TRUST RBSSP 2009 5 14A3 144A</title>
        <cusip>74928WBY8</cusip>
        <identifiers>
          <isin value="US74928WBY84"/>
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        <curCd>USD</curCd>
        <valUSD>3541942.170000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-26</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>RBSSP RESECURITIZATION TRUST 2009-7</name>
        <lei>N/A</lei>
        <title>RBSSP RESECURITIZATION TRUST RBSSP 2009 7 18A3 144A</title>
        <cusip>75524MCS7</cusip>
        <identifiers>
          <isin value="US75524MCS70"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RCN GRANDE (RADIATE HOLDCO LLC / RADIATE FINANCE INC)</name>
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          <isin value="US75026JAB61"/>
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        <name>RECKSON OPERATING PARTNERSHIP LP</name>
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        <title>RECKSON OPERATING PRTSHP COMPANY GUAR 03/20 7.75</title>
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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>RESIDENTIAL ACCREDIT LOANS 2005-QS10</name>
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        <issuerCat>CORP</issuerCat>
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        <name>RESIDENTIAL ASSET MTGE PROD INC 2004-SL1</name>
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        <title>RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL1 A6</title>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>RESIDENTIAL ASSET MTGE PROD INC 2004-SL2</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL2 A4</title>
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          <isin value="US7609856D82"/>
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        <issuerCat>CORP</issuerCat>
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          <isLoanByFund>N</isLoanByFund>
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        <name>RESIDENTIAL ASSET MTGE PROD INC 2004-SL3</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL3 A4</title>
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          <isin value="US76112BBS88"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>RIO OIL FINANCE TRUST SERIES 2014-1</name>
        <lei>549300V5D1W52HY8NO65</lei>
        <title>RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25</title>
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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>
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          <couponKind>Variable</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RIO OIL FINANCE TRUST SERIES 2014-3</name>
        <lei>N/A</lei>
        <title>RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75</title>
        <cusip>76716XAB8</cusip>
        <identifiers>
          <isin value="US76716XAB82"/>
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        <balance>726561.470000</balance>
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        <curCd>USD</curCd>
        <valUSD>860982.610000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AA BOND CO LIMITED</name>
        <lei>2138002EPF6QVRZBMC58</lei>
        <title>AA BOND CO LTD SR SECURED REGS 07/43 2.875</title>
        <cusip>ACI0R61Q4</cusip>
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        <currencyConditional curCd="GBP" exchangeRt="0.754900"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>ROYAL BANK OF SCOTLAND GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>ROYAL BK SCOTLND GRP PLC JR SUBORDINA 12/49 VAR</title>
        <cusip>780099CK1</cusip>
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          <isin value="US780099CK11"/>
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        <curCd>USD</curCd>
        <valUSD>345907.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>8</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ROYAL BANK OF SCOTLAND GROUP PLC</name>
              <title>RBS GROUP</title>
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          <currencyInfos>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SABRA HEALTH CARE LP / SABRA CAPITAL CORP</name>
        <lei>N/A</lei>
        <title>SABRA HEALTH/CAPTL CORP COMPANY GUAR 06/24 4.8</title>
        <cusip>78572XAF8</cusip>
        <identifiers>
          <isin value="US78572XAF87"/>
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        <balance>85000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90621.480000</valUSD>
        <pctVal>0.0298382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.8</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>SANDS CHINA LTD</name>
        <lei>549300EVO6UZDGY05787</lei>
        <title>SANDS CHINA LTD SR UNSECURED 08/23 4.6</title>
        <cusip>80007RAB1</cusip>
        <identifiers>
          <isin value="US80007RAB15"/>
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        <balance>200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211472.000000</valUSD>
        <pctVal>0.0696296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6</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>SANDS CHINA LTD</name>
        <lei>549300EVO6UZDGY05787</lei>
        <title>SANDS CHINA LTD SR UNSECURED 08/25 5.125</title>
        <cusip>80007RAF2</cusip>
        <identifiers>
          <isin value="US80007RAF29"/>
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        <balance>200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220051.000000</valUSD>
        <pctVal>0.0724543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANDS CHINA LTD</name>
        <lei>549300EVO6UZDGY05787</lei>
        <title>SANDS CHINA LTD SR UNSECURED 08/28 5.4</title>
        <cusip>80007RAE5</cusip>
        <identifiers>
          <isin value="US80007RAE53"/>
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        <balance>200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226005.500000</valUSD>
        <pctVal>0.0744149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER UK GROUP HOLDINGS PLC</name>
        <lei>549300F5XIFGNNW4CF72</lei>
        <title>SANTANDER UK GROUP HLDGS JR SUBORDINA REGS 12/99 VAR</title>
        <cusip>ACI0TF455</cusip>
        <identifiers>
          <isin value="XS1592884123"/>
        </identifiers>
        <balance>2100000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754900"/>
        <valUSD>3069526.310000</valUSD>
        <pctVal>1.0106765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SBERBANK OF RUSSIA VIA SB CAPITAL SA</name>
        <lei>N/A</lei>
        <title>SBERBANK (SB CAP SA) SR UNSECURED 144A 02/22 6.125</title>
        <cusip>78406JAB0</cusip>
        <identifiers>
          <isin value="US78406JAB08"/>
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        <balance>2000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2142520.000000</valUSD>
        <pctVal>0.7054491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)</name>
        <lei>529900JL0HDVGZMUJF32</lei>
        <title>IHO VERWALTUNGS GMBH SR SECURED 144A 05/27 6</title>
        <cusip>44963BAE8</cusip>
        <identifiers>
          <isin value="US44963BAE83"/>
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        <balance>208000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221072.280000</valUSD>
        <pctVal>0.0727906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)</name>
        <lei>529900JL0HDVGZMUJF32</lei>
        <title>IHO VERWALTUNGS GMBH SR SECURED 144A 05/29 6.375</title>
        <cusip>44963BAD0</cusip>
        <identifiers>
          <isin value="US44963BAD01"/>
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        <balance>200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215569.500000</valUSD>
        <pctVal>0.0709787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)</name>
        <lei>529900JL0HDVGZMUJF32</lei>
        <title>IHO VERWALTUNGS GMBH SR SECURED REGS 05/25 3.625</title>
        <cusip>ACI1C5ZK6</cusip>
        <identifiers>
          <isin value="XS2004438458"/>
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        <balance>135000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891500"/>
        <valUSD>159027.620000</valUSD>
        <pctVal>0.0523617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)</name>
        <lei>529900JL0HDVGZMUJF32</lei>
        <title>IHO VERWALTUNGS GMBH SR SECURED REGS 05/27 3.875</title>
        <cusip>ACI1C6196</cusip>
        <identifiers>
          <isin value="XS2004451121"/>
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        <balance>100000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891500"/>
        <valUSD>119040.410000</valUSD>
        <pctVal>0.0391954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SCHENCK PROCESS (PLATIN 1426 GMBH)</name>
        <lei>213800NMYXIGFN77O655</lei>
        <title>PLATIN 1426 GMBH SR SECURED 144A 06/23 6.875</title>
        <cusip>BGGC6YII2</cusip>
        <identifiers>
          <isin value="XS1862512024"/>
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        <balance>200000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891500"/>
        <valUSD>230228.920000</valUSD>
        <pctVal>0.0758055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875</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>SCOTTS MIRACLE-GRO CO</name>
        <lei>2TH9E0JTOUXOEGI2R879</lei>
        <title>SCOTTS MIRACLE GRO CO COMPANY GUAR 144A 10/29 4.5</title>
        <cusip>810186AQ9</cusip>
        <identifiers>
          <isin value="US810186AQ99"/>
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        <balance>3000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3074.180000</valUSD>
        <pctVal>0.0010122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEALED AIR CORPORATION</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
        <title>SEALED AIR CORP COMPANY GUAR 144A 12/27 4</title>
        <cusip>81211KAY6</cusip>
        <identifiers>
          <isin value="US81211KAY64"/>
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        <balance>8000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8120.000000</valUSD>
        <pctVal>0.0026736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SELECT MEDICAL CORPORATION</name>
        <lei>N/A</lei>
        <title>SELECT MEDICAL CORP COMPANY GUAR 144A 08/26 6.25</title>
        <cusip>816196AT6</cusip>
        <identifiers>
          <isin value="US816196AT67"/>
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        <balance>20000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21687.100000</valUSD>
        <pctVal>0.0071407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SENSATA TECHNOLOGIES INC</name>
        <lei>N/A</lei>
        <title>SENSATA TECH INC COMPANY GUAR 144A 02/30 4.375</title>
        <cusip>81728UAA2</cusip>
        <identifiers>
          <isin value="US81728UAA25"/>
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        <balance>12000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12263.340000</valUSD>
        <pctVal>0.0040378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>TEVA PHARMACEUTICAL FINANCE COMPANY BV</name>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEVA PHARMACEUTICAL FINANCE IV BV</name>
        <lei>549300P1YOE2RRPSGG38</lei>
        <title>TEVA PHARM FIN IV BV COMPANY GUAR 11/21 3.65</title>
        <cusip>88166JAA1</cusip>
        <identifiers>
          <isin value="US88166JAA16"/>
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        <balance>64000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62756.480000</valUSD>
        <pctVal>0.0206633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV</name>
        <lei>549300HSQCIKJAOYIT23</lei>
        <title>TEVA PHARM FNC NL II COMPANY GUAR 04/22 3.25</title>
        <cusip>933THVII5</cusip>
        <identifiers>
          <isin value="XS1812903828"/>
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        <balance>200000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891500"/>
        <valUSD>227503.190000</valUSD>
        <pctVal>0.0749080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV</name>
        <lei>549300HSQCIKJAOYIT23</lei>
        <title>TEVA PHARM FNC NL II COMPANY GUAR REGS 07/20 0.375</title>
        <cusip>ACI0NSTB3</cusip>
        <identifiers>
          <isin value="XS1439749109"/>
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        <balance>60847.010000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891500"/>
        <valUSD>68157.630000</valUSD>
        <pctVal>0.0224417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV</name>
        <lei>5493004T21MOAFINJP35</lei>
        <title>TEVA PHARMACEUTICALS NE COMPANY GUAR 07/21 2.2</title>
        <cusip>88167AAC5</cusip>
        <identifiers>
          <isin value="US88167AAC53"/>
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        <balance>187000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181440.490000</valUSD>
        <pctVal>0.0597413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOBACCO SETTLEMENT FINANCE AUTHORITY</name>
        <lei>N/A</lei>
        <title>TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 FIXED 7.467</title>
        <cusip>88880LAA1</cusip>
        <identifiers>
          <isin value="US88880LAA17"/>
        </identifiers>
        <balance>1590000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1653488.700000</valUSD>
        <pctVal>0.5444300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.467</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>TOBACCO SETTLEMENT FINANCE AUTHORITY</name>
        <lei>N/A</lei>
        <title>TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0</title>
        <cusip>88880LAB9</cusip>
        <identifiers>
          <isin value="US88880LAB99"/>
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        <balance>25300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1106622.000000</valUSD>
        <pctVal>0.3643679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOPAZ SOLAR FARMS LLC</name>
        <lei>N/A</lei>
        <title>TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875</title>
        <cusip>89054XAB1</cusip>
        <identifiers>
          <isin value="US89054XAB10"/>
        </identifiers>
        <balance>913340.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>948693.160000</valUSD>
        <pctVal>0.3123680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOPAZ SOLAR FARMS LLC</name>
        <lei>N/A</lei>
        <title>TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75</title>
        <cusip>89054XAA3</cusip>
        <identifiers>
          <isin value="US89054XAA37"/>
        </identifiers>
        <balance>2149860.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2377553.710000</valUSD>
        <pctVal>0.7828366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TP ICAP PLC</name>
        <lei>5493009UWRK48KKUD358</lei>
        <title>TP ICAP PLC COMPANY GUAR REGS 01/24 5.25</title>
        <cusip>ACI0S0XS7</cusip>
        <identifiers>
          <isin value="XS1555815494"/>
        </identifiers>
        <balance>700000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754900"/>
        <valUSD>1019695.210000</valUSD>
        <pctVal>0.3357463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TP ICAP PLC</name>
        <lei>5493009UWRK48KKUD358</lei>
        <title>TP ICAP PLC SR UNSECURED REGS 05/26 5.25</title>
        <cusip>ACI1C5XB8</cusip>
        <identifiers>
          <isin value="XS2004431107"/>
        </identifiers>
        <balance>100000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754900"/>
        <valUSD>143239.040000</valUSD>
        <pctVal>0.0471631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TRANSDIGM INC COMPANY GUAR 144A 11/27 5.5</title>
        <cusip>893647BJ5</cusip>
        <identifiers>
          <isin value="US893647BJ54"/>
        </identifiers>
        <balance>48000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48627.840000</valUSD>
        <pctVal>0.0160113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRANSOCEAN INC</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
        <title>TRANSOCEAN INC COMPANY GUAR 144A 11/25 7.25</title>
        <cusip>893830BK4</cusip>
        <identifiers>
          <isin value="US893830BK41"/>
        </identifiers>
        <balance>120000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117898.800000</valUSD>
        <pctVal>0.0388195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRANSOCEAN PONTUS LIMITED</name>
        <lei>N/A</lei>
        <title>TRANSOCEAN PONTUS LTD SR SECURED 144A 08/25 6.125</title>
        <cusip>89382PAA3</cusip>
        <identifiers>
          <isin value="US89382PAA30"/>
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        <balance>71200.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73157.290000</valUSD>
        <pctVal>0.0240879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRANSOCEAN POSEIDON LIMITED</name>
        <lei>N/A</lei>
        <title>TRANSOCEAN POSEIDON LTD SR SECURED 144A 02/27 6.875</title>
        <cusip>89383JAA6</cusip>
        <identifiers>
          <isin value="US89383JAA60"/>
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        <balance>60000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63739.350000</valUSD>
        <pctVal>0.0209869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRIUMPH GROUP INC</name>
        <lei>5493007L6S47Q14SL582</lei>
        <title>TRIUMPH GROUP INC COMPANY GUAR 06/22 5.25</title>
        <cusip>896818AL5</cusip>
        <identifiers>
          <isin value="US896818AL57"/>
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        <balance>14000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13969.370000</valUSD>
        <pctVal>0.0045996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRIUMPH GROUP INC</name>
        <lei>5493007L6S47Q14SL582</lei>
        <title>TRIUMPH GROUP INC SECURED 144A 09/24 6.25</title>
        <cusip>896818AQ4</cusip>
        <identifiers>
          <isin value="US896818AQ45"/>
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        <balance>12000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12640.020000</valUSD>
        <pctVal>0.0041619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TURKEY GOVT</name>
        <lei>5493000PCHOG3B6S3Q85</lei>
        <title>REPUBLIC OF TURKEY SR UNSECURED 02/26 5.2</title>
        <cusip>933RXJII8</cusip>
        <identifiers>
          <isin value="XS1909184753"/>
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        <balance>300000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891500"/>
        <valUSD>365311.060000</valUSD>
        <pctVal>0.1202828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>VALARIS PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>VALE OVERSEAS LTD</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <lei>254900BA3U6G5DNV5V04</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
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        <lei>254900BA3U6G5DNV5V04</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VALE SA</name>
        <lei>254900SMTWBX7RU2SR20</lei>
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        <name>VIASAT INC</name>
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      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
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          <maturityDt>2031-11-01</maturityDt>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL MSC MTG CTFS 2003-MS9</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL MSC MTG CTFS 2004-RA1</name>
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        <title>WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2004 RA1 2A</title>
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          <maturityDt>2034-03-25</maturityDt>
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      <invstOrSec>
        <name>ALTICE FINANCING SA</name>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>WESTMORELAND MINING HOLDINGS LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>WESTMORELAND MINING HOLDINGS LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>ALTICE FRANCE SA (AKA: SFR GROUP SA)</name>
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          <isin value="US02156LAA98"/>
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        <name>ALTICE FRANCE SA (AKA: SFR GROUP SA)</name>
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        <title>ALTICE FRANCE SA TERM B13</title>
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            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF AMERICA REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLA004"/>
        </identifiers>
        <balance>-3092000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3100800.940000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.3830000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>22177043.660000</principalAmt>
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              <collateralVal>4042820.940000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF AMERICA REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLA004"/>
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        <balance>-12000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-12015106.650000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.0600000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>11487168.640000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>12769971.240000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BARCLAYS REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLB002"/>
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        <balance>-1081000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1084986.190000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="G5GSEF7VJP5I7OUK5573" name="BARCLAYS BANK PLC LONDON BRANCH"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.2500000</repurchaseRt>
          <maturityDt>2020-01-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1200000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1187031.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCatConditional desc="International Debt" invstCat="Other instrument"/>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BARCLAYS REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLB002"/>
        </identifiers>
        <balance>-7745000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-7776014.920000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="G5GSEF7VJP5I7OUK5573" name="BARCLAYS BANK PLC LONDON BRANCH"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.8380000</repurchaseRt>
          <maturityDt>2020-01-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>10973916.500000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>10774922.220000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BARCLAYS REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLB002"/>
        </identifiers>
        <balance>-4389000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4404926.590000</valUSD>
        <pctVal>-1.4503722</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="G5GSEF7VJP5I7OUK5573" name="BARCLAYS BANK PLC LONDON BRANCH"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.9030000</repurchaseRt>
          <maturityDt>2020-02-18</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>9296422.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>6359325.610000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-511000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-513051.800000</valUSD>
        <pctVal>-0.1689281</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.4500000</repurchaseRt>
          <maturityDt>2020-01-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>600000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>615258.500000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-601000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-603432.870000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.4700000</repurchaseRt>
          <maturityDt>2020-01-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>907000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>761722.910000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-1698000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1701077.150000</valUSD>
        <pctVal>-0.5600990</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.3300000</repurchaseRt>
          <maturityDt>2020-01-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2600000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2125821.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-2681000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2691362.810000</valUSD>
        <pctVal>-0.8861618</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5300000</repurchaseRt>
          <maturityDt>2020-01-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3034000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2945633.840000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-3784000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3799319.950000</valUSD>
        <pctVal>-1.2509693</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.6500000</repurchaseRt>
          <maturityDt>2020-01-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>5065000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>5091152.250000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-4286000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4302265.370000</valUSD>
        <pctVal>-1.4165698</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5300000</repurchaseRt>
          <maturityDt>2020-01-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4952558.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4713955.190000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-7707000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-7718139.380000</valUSD>
        <pctVal>-2.5412852</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.3651300</repurchaseRt>
          <maturityDt>2020-01-08</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>45540849.380000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>9745182.050000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-9957000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-9968140.780000</valUSD>
        <pctVal>-3.2821238</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.1200000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>9940000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>10455710.170000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-7539000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-7561575.120000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.2000000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>6000000.000000</principalAmt>
              <principalCd>USD</principalCd>
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              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-12696000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-12745006.560000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.8950000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>17692744.000000</principalAmt>
              <principalCd>USD</principalCd>
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              <invstCat>PLCMO</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-5389000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-5407936.350000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>6102200.000000</principalAmt>
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              <collateralVal>6169922.750000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-1965000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1971900.440000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5800000</repurchaseRt>
          <maturityDt>2020-01-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2000000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2142520.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-14711000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-14770252.640000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.9000000</repurchaseRt>
          <maturityDt>2020-01-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>18169142.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>18224908.470000</collateralVal>
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              <invstCat>PLCMO</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-599593.340000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.1800000</repurchaseRt>
          <maturityDt>2020-01-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>600000.000000</principalAmt>
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              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-364757.520000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.4900000</repurchaseRt>
          <maturityDt>2020-01-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>408000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>436641.780000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-907853.770000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5800000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1050496.960000</principalAmt>
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              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
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        <balance>-1408000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1411394.850000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.4800000</repurchaseRt>
          <maturityDt>2020-01-21</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1500000.000000</principalAmt>
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              <collateralVal>1648289.400000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
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        <balance>-970000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-972694.450000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5000000</repurchaseRt>
          <maturityDt>2020-01-21</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1016111.000000</principalAmt>
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              <collateralVal>1101428.080000</collateralVal>
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              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-546562.330000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5800000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>681452.160000</principalAmt>
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              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
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        <balance>-10559000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-10604439.860000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.4591000</repurchaseRt>
          <maturityDt>2020-01-31</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>61390854.450000</principalAmt>
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              <collateralVal>12912052.210000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-2124000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2128333.550000</valUSD>
        <pctVal>-0.7007780</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.8250000</repurchaseRt>
          <maturityDt>2020-02-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3087795.670000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2853202.270000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-3652000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3664053.430000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.8980000</repurchaseRt>
          <maturityDt>2020-02-19</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>5088041.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4853390.680000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO/REGIONS BANK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="930ZZC004"/>
        </identifiers>
        <balance>-82000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-82329.250000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.4500000</repurchaseRt>
          <maturityDt>2020-01-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>85000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>90621.480000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO/REGIONS BANK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="930ZZC004"/>
        </identifiers>
        <balance>-105000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-105265.650000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5300000</repurchaseRt>
          <maturityDt>2020-01-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>128000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>124194.560000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO/REGIONS BANK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="930ZZC004"/>
        </identifiers>
        <balance>-956000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-958119.770000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5400000</repurchaseRt>
          <maturityDt>2020-01-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>999000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1062709.160000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO/REGIONS BANK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="930ZZC004"/>
        </identifiers>
        <balance>-422000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-424271.760000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5500000</repurchaseRt>
          <maturityDt>2020-01-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>450000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>490591.250000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO/REGIONS BANK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="930ZZC004"/>
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        <curCd>USD</curCd>
        <valUSD>-2287033.580000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.4000000</repurchaseRt>
          <maturityDt>2020-02-18</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2500000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2653679.900000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCatConditional desc="International Debt" invstCat="Other instrument"/>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF AMERICA REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLA004"/>
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        <curCd>USD</curCd>
        <valUSD>-1422788.880000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>2.0600000</repurchaseRt>
          <maturityDt>2020-02-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1346270.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1537046.420000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1427609.310000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.8380000</repurchaseRt>
          <maturityDt>2020-01-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2296720.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1973615.360000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
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        <balance>-2314000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2324215.540000</valUSD>
        <pctVal>-0.7652744</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.8380000</repurchaseRt>
          <maturityDt>2020-01-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4536779.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3157565.970000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMBAC LSNI LLC</name>
        <lei>N/A</lei>
        <title>AMBAC LSNI LLC SR SECURED 144A 02/23 VAR</title>
        <cusip>02315QAA6</cusip>
        <identifiers>
          <isin value="US02315QAA67"/>
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        <balance>293712.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>298116.210000</valUSD>
        <pctVal>0.0981582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.94463</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO/REGIONS BANK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="930ZZC004"/>
        </identifiers>
        <balance>-442000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-443493.200000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="EQTWLK1G7ODGC2MGLV11" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.7026300</repurchaseRt>
          <maturityDt>2020-02-18</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>490000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>518968.750000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
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        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NOMURA REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="655997005"/>
        </identifiers>
        <balance>13200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13200000.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="OXTKY6Q8X53C9ILVV871" name="Nomura Securities International Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.6500000</repurchaseRt>
          <maturityDt>2020-01-02</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>11687100.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>13287228.310000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPM CHASE REVERSE REPO GBP ZCP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="971NVG006"/>
        </identifiers>
        <balance>-233489.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754900"/>
        <valUSD>-309869.070000</valUSD>
        <pctVal>-0.1020279</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="K6Q0W1PS1L1O4IQL9C32" name="JP MORGAN SECURITIES PLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.9000000</repurchaseRt>
          <maturityDt>2020-01-14</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>250000.000000</principalAmt>
              <principalCd>GBP</principalCd>
              <collateralVal>281041.000000</collateralVal>
              <collateralCd>GBP</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPM CHASE REVERSE REPO GBP ZCP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="971NVG006"/>
        </identifiers>
        <balance>-3425799.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754900"/>
        <valUSD>-4546943.250000</valUSD>
        <pctVal>-1.4971328</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="K6Q0W1PS1L1O4IQL9C32" name="JP MORGAN SECURITIES PLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.9500000</repurchaseRt>
          <maturityDt>2020-01-14</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3390000.000000</principalAmt>
              <principalCd>GBP</principalCd>
              <collateralVal>4288400.850000</collateralVal>
              <collateralCd>GBP</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPM CHASE REVERSE REPO GBP ZCP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="971NVG006"/>
        </identifiers>
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        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754900"/>
        <valUSD>-3711593.550000</valUSD>
        <pctVal>-1.2220844</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="K6Q0W1PS1L1O4IQL9C32" name="JP MORGAN SECURITIES PLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.9500000</repurchaseRt>
          <maturityDt>2020-01-15</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3100000.000000</principalAmt>
              <principalCd>GBP</principalCd>
              <collateralVal>3410167.540000</collateralVal>
              <collateralCd>GBP</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPM CHASE REVERSE REPO GBP ZCP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="971NVG006"/>
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        <balance>-759389.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754900"/>
        <valUSD>-1007860.730000</valUSD>
        <pctVal>-0.3318496</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="K6Q0W1PS1L1O4IQL9C32" name="JP MORGAN SECURITIES PLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.9500000</repurchaseRt>
          <maturityDt>2020-01-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>900000.000000</principalAmt>
              <principalCd>GBP</principalCd>
              <collateralVal>941112.000000</collateralVal>
              <collateralCd>GBP</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPM CHASE REVERSE REPO GBP ZCP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="971NVG006"/>
        </identifiers>
        <balance>-1380263.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754900"/>
        <valUSD>-1831837.840000</valUSD>
        <pctVal>-0.6031535</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="K6Q0W1PS1L1O4IQL9C32" name="JP MORGAN SECURITIES PLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.9500000</repurchaseRt>
          <maturityDt>2020-01-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1500000.000000</principalAmt>
              <principalCd>GBP</principalCd>
              <collateralVal>1698750.000000</collateralVal>
              <collateralCd>GBP</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPM CHASE REVERSE REPO GBP ZCP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="971NVG006"/>
        </identifiers>
        <balance>-777501.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754900"/>
        <valUSD>-1030808.710000</valUSD>
        <pctVal>-0.3394055</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="K6Q0W1PS1L1O4IQL9C32" name="JP MORGAN SECURITIES PLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.9000000</repurchaseRt>
          <maturityDt>2021-11-19</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1000000.000000</principalAmt>
              <principalCd>GBP</principalCd>
              <collateralVal>1001250.000000</collateralVal>
              <collateralCd>GBP</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BARCLAYS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="971QCQ008"/>
        </identifiers>
        <balance>-4419170.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754900"/>
        <valUSD>-5870120.040000</valUSD>
        <pctVal>-1.9328038</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="G5GSEF7VJP5I7OUK5573" name="Barclays Bank PLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.8500000</repurchaseRt>
          <maturityDt>2021-08-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4810000.000000</principalAmt>
              <principalCd>GBP</principalCd>
              <collateralVal>4816012.500000</collateralVal>
              <collateralCd>GBP</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO NOMURA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLV008"/>
        </identifiers>
        <balance>-6056000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-6078255.800000</valUSD>
        <pctVal>-2.0013349</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="OXTKY6Q8X53C9ILVV871" name="Nomura Securities International Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.4500000</repurchaseRt>
          <maturityDt>2020-01-08</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>5600000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>6260923.200000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-2212000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2219772.720000</valUSD>
        <pctVal>-0.7308854</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P85" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5300000</repurchaseRt>
          <maturityDt>2020-01-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1710000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2572346.160000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-190000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-190734.400000</valUSD>
        <pctVal>-0.0628015</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5300000</repurchaseRt>
          <maturityDt>2020-01-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>227000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>230972.500000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-297000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-297368.360000</valUSD>
        <pctVal>-0.0979119</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.3500000</repurchaseRt>
          <maturityDt>2020-01-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>300000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>330270.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-378000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-378483.000000</valUSD>
        <pctVal>-0.1246198</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.0000000</repurchaseRt>
          <maturityDt>2020-01-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>400000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>399698.380000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-1749000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1754713.390000</valUSD>
        <pctVal>-0.5777594</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.4500000</repurchaseRt>
          <maturityDt>2020-01-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1758962.500000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1929909.860000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-115000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-115391.320000</valUSD>
        <pctVal>-0.0379939</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5000000</repurchaseRt>
          <maturityDt>2020-01-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>127442.880000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>125532.510000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-190000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-190517.220000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.4500000</repurchaseRt>
          <maturityDt>2020-02-20</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>200000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>214304.380000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-2472000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2481424.530000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.2500000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3499000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3542942.340000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="976EBD000"/>
        </identifiers>
        <balance>-1714000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1724039.850000</valUSD>
        <pctVal>-0.5676597</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="HPFHU0OQ28E4N0NFVK49" name="The Bank of New York"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.4520000</repurchaseRt>
          <maturityDt>2020-01-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1838000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1964351.400000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="976EBD000"/>
        </identifiers>
        <balance>-1178000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1182115.780000</valUSD>
        <pctVal>-0.3892251</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="HPFHU0OQ28E4N0NFVK49" name="The Bank of New York"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.3292500</repurchaseRt>
          <maturityDt>2020-02-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1262760.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1343980.980000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO NOMURA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLV008"/>
        </identifiers>
        <balance>-905000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-908077.000000</valUSD>
        <pctVal>-0.2989947</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="OXTKY6Q8X53C9ILVV871" name="Nomura Securities International Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.4000000</repurchaseRt>
          <maturityDt>2020-01-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>913344.870000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>950033.130000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO NOMURA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLV008"/>
        </identifiers>
        <balance>-2883000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2892125.490000</valUSD>
        <pctVal>-0.9522652</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="OXTKY6Q8X53C9ILVV871" name="Nomura Securities International Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.6500000</repurchaseRt>
          <maturityDt>2020-01-21</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2900000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3254104.500000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-410000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-412040.890000</valUSD>
        <pctVal>-0.1356692</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5600000</repurchaseRt>
          <maturityDt>2020-01-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>520000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>411970.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-76000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-76306.110000</valUSD>
        <pctVal>-0.0251247</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5000000</repurchaseRt>
          <maturityDt>2020-01-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>118000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>107968.820000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-76000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-76288.420000</valUSD>
        <pctVal>-0.0251188</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5300000</repurchaseRt>
          <maturityDt>2020-01-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>118000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>107968.820000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-2165000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2171982.130000</valUSD>
        <pctVal>-0.7151498</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.1500000</repurchaseRt>
          <maturityDt>2020-01-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2700000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2376000.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-360000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-361431.000000</valUSD>
        <pctVal>-0.1190053</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.6500000</repurchaseRt>
          <maturityDt>2020-01-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>442000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>444386.800000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-1965000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1968056.660000</valUSD>
        <pctVal>-0.6480051</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.0000000</repurchaseRt>
          <maturityDt>2020-01-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2000000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2142520.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-1775000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1780423.610000</valUSD>
        <pctVal>-0.5862247</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5000000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2101000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2137767.500000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
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        <balance>-276000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-276815.740000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.6600000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>318540.700000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>323316.580000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
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        <balance>-1237000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1241781.350000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5300000</repurchaseRt>
          <maturityDt>2020-01-06</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1350000.000000</principalAmt>
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              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BOFA SECURITIES REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="935KSF003"/>
        </identifiers>
        <balance>-5125000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-5139605.960000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.3860000</repurchaseRt>
          <maturityDt>2020-01-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>29934000.000000</principalAmt>
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              <collateralVal>6301990.050000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO CREDIT AGRICOLE 03/14 VAR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="923TKQ002"/>
        </identifiers>
        <balance>-17022000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-17042554.080000</valUSD>
        <pctVal>-5.6114549</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300WO2DKF0Q3YMV43" name="CREDIT AGRICOLE SECURITIES (USA) INC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.0700000</repurchaseRt>
          <maturityDt>2020-01-10</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>16026879.390000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>17549044.260000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-22162000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-22179206.330000</valUSD>
        <pctVal>-7.3027561</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P84" name="BNP PARIBAS S.A"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.1500000</repurchaseRt>
          <maturityDt>2020-01-21</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>22154699.710000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>23303250.960000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT MXN/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19LFKBB80R8"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>56273.870000</valUSD>
        <pctVal>0.0185288</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Banco Santander, S.A.</counterpartyName>
              <counterpartyLei>5493006QMFDDMYWIAM13</counterpartyLei>
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            <amtCurSold>2995539.010000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58756000.000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2020-05-05</settlementDt>
            <unrealizedAppr>56273.870000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD MXN/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19LFKBB80WW"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.977300"/>
        <valUSD>-57285.800000</valUSD>
        <pctVal>-0.0188620</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Banco Santander, S.A.</counterpartyName>
              <counterpartyLei>5493006QMFDDMYWIAM13</counterpartyLei>
            </counterparties>
            <amtCurSold>58756000.000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>3038841.480000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-01-28</settlementDt>
            <unrealizedAppr>-57285.800000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT MXN/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19IRKBBZ2KK"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>158297.900000</valUSD>
        <pctVal>0.0521214</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>2937829.380000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>58756000.000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2020-01-28</settlementDt>
            <unrealizedAppr>158297.900000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT CLP/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19LFKBB4LRS"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>860.180000</valUSD>
        <pctVal>0.0002832</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas S.A.</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P85</counterpartyLei>
            </counterparties>
            <amtCurSold>29000.000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>22446000.000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2020-01-27</settlementDt>
            <unrealizedAppr>860.180000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19LIKBBNK96"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1361.670000</valUSD>
        <pctVal>0.0004483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas S.A.</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P85</counterpartyLei>
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            <amtCurSold>227565.080000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>204000.000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-01-10</settlementDt>
            <unrealizedAppr>1361.670000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19LUKBBN1VS"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2719.940000</valUSD>
        <pctVal>0.0008956</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas S.A.</counterpartyName>
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            <amtCurSold>386791.780000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>GBP</curPur>
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            <unrealizedAppr>2719.940000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD EUR/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19LAKBBVRK2"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891100"/>
        <valUSD>-44257.960000</valUSD>
        <pctVal>-0.0145724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas S.A.</counterpartyName>
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            <amtCurSold>2481000.000000</amtCurSold>
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            <settlementDt>2020-01-10</settlementDt>
            <unrealizedAppr>-44257.960000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD GBP/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19KTKBBMTRX"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754800"/>
        <valUSD>-707242.000000</valUSD>
        <pctVal>-0.2328675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas S.A.</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P85</counterpartyLei>
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            <amtCurSold>23638000.000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>30610030.460000</amtCurPur>
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            <settlementDt>2020-01-10</settlementDt>
            <unrealizedAppr>-707242.000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>AMERIQUEST MORTGAGE SEC INC 2002-C</name>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>CAESARS ENTERTAINMENT CORPORATION</name>
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        <name>N/A</name>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>IHEARTMEDIA INC</issuerName>
                <issueTitle>IHEARTMEDIA INC - CLASS A</issueTitle>
                <identifiers>
                  <isin value="US45174J5092"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>0.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2039-05-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-202157.630000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARBYS RESTAURANT (IRB HOLDING CORP)</name>
        <lei>549300HVW4WNWYBXN830</lei>
        <title>IRB HLDG CORP TERM LOAN B</title>
        <cusip>44988LAC1</cusip>
        <identifiers>
          <isin value="US44988LAC19"/>
        </identifiers>
        <balance>434472.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>437217.780000</valUSD>
        <pctVal>0.1439589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.2158</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>ARDONAGH MIDCO 3 PLC</name>
        <lei>549300C8F38DVT8CAO43</lei>
        <title>ARDONAGH MIDCO THREE PLC SR SECURED 144A 07/23 8.375</title>
        <cusip>ACI0VMSV4</cusip>
        <identifiers>
          <isin value="XS1623760557"/>
        </identifiers>
        <balance>1000000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754900"/>
        <valUSD>1326255.560000</valUSD>
        <pctVal>0.4366847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARDONAGH MIDCO 3 PLC</name>
        <lei>549300C8F38DVT8CAO43</lei>
        <title>ARDONAGH MIDCO THREE PLC SR SECURED REGS 07/23 8.375</title>
        <cusip>ACI0VMP62</cusip>
        <identifiers>
          <isin value="XS1623760128"/>
        </identifiers>
        <balance>4810000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754900"/>
        <valUSD>6379289.220000</valUSD>
        <pctVal>2.1004536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD EUR/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19KRKBB12BC"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891100"/>
        <valUSD>-265129.580000</valUSD>
        <pctVal>-0.0872969</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
            </counterparties>
            <amtCurSold>16088000.000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>17788662.480000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-01-10</settlementDt>
            <unrealizedAppr>-265129.580000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="A negative balance, which may be due to such circumstances as a net overdraft as of the reporting period-end, is reported as $0 in Item B.2.f - Cash and cash equivalents not reported in Parts C and D.  This is done in order to conform to the technical constraints of the XML type, which do not allow negative values in B.2.f." noteItem="B.2.f"/>
      <explntrNote note="Total returns do not deduct sales loads and redemption fees." noteItem="B.5.a"/>
      <explntrNote note="The form requires the filer to report ISO country codes and certain supranational entities are not on the ISO country code list.  Instruments issued by or economic exposure to a supranational entity may be disclosed as N/A." noteItem="C.5.a"/>

      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.c.vi"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.d.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.e.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.f.ii"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-02-10</ncom:dateSigned>
      <ncom:nameOfApplicant>PIMCO Strategic Income Fund, Inc.</ncom:nameOfApplicant>
      <ncom:signature>/s/ Jason Nagler</ncom:signature>
      <ncom:signerName>Jason Nagler</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
