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        <name>Freddie Mac</name>
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        <name>HSBC</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049391"/>
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        <assetCat>DFE</assetCat>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049345"/>
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        <name>United States of America</name>
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        <name>MARATHON OIL CORPORATION</name>
        <lei>1FRVQX2CRLGC1XLP5727</lei>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2024-06-20</title>
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        <name>ATMOS ENERGY CORPORATION</name>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>KYNDRYL HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049360"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049390"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049436"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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        <name>T-MOBILE US TRUST</name>
        <lei>N/A</lei>
        <title>T-MOBILE US TRUST 2024-1 TMUST 2024-1A A</title>
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          <isin value="US87267RAA32"/>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049469"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00047787"/>
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        <currencyConditional curCd="ILS" exchangeRt="3.67685000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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            <settlementDt>2024-06-20</settlementDt>
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        <name>JPMORGAN CHASE &amp; CO.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO 5.350000% 06/01/2034</title>
        <cusip>46647PDR4</cusip>
        <identifiers>
          <isin value="US46647PDR47"/>
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        <balance>60000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00047831"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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        <name>DTE ELECTRIC COMPANY</name>
        <lei>9N0FWODEJVKHC2DYLO03</lei>
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        <cusip>23338VAV8</cusip>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00047785"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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        <name>DUKE ENERGY FLORIDA, LLC</name>
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        <cusip>26444HAN1</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2052-11-15</maturityDt>
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        <name>RTX CORPORATION</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX CORP 3.950000% 08/16/2025</title>
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        <name>Saudi Arabian Oil Company</name>
        <lei>5586006WD91QHB7J4X50</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>INTUIT INC.</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>INTUIT INC 5.250000% 09/15/2026</title>
        <cusip>46124HAE6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049168"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049417"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC</name>
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          <other otherDesc="FX Forwards" value="CCTBRL__00047753"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac</name>
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      <invstOrSec>
        <name>HSBC</name>
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      <invstOrSec>
        <name>HSBC</name>
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        <title>FX Forward Contract: USD/INR SETTLE 2024-06-20</title>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC</name>
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        <title>FX Forward Contract: USD/THB SETTLE 2024-06-20</title>
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        <name>CHASE ISSUANCE TRUST</name>
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      <invstOrSec>
        <name>HSBC</name>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTUSD__00049179"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00047979"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <cusip>92343VGN8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTCNH__00049383"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/TWD SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049177"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UNIV CALIF REGTS MED CTR POOLED REV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CVS HEALTH CORPORATION</name>
        <lei>549300EJG376EN5NQE29</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <cusip>61747YFG5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Grupo Bimbo S.A.B. de C.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>RADY CHILDREN'S HOSPITAL-SAN DIEGO</name>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>ION TRADING TECHNOLOGIES S.a r.l.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2024-06-20</title>
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        <name>AMN HEALTHCARE, INC.</name>
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      <invstOrSec>
        <name>HSBC</name>
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        <name>IHO Verwaltungs GmbH</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>HSBC</name>
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        <name>CITIBANK CREDIT CARD ISSUANCE TRUST</name>
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        <title>CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT 2007-A3 A3</title>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN CB4256</title>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC</name>
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        <cusip>15189XBD9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FORD CREDIT AUTO OWNER TRUST</name>
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      <invstOrSec>
        <name>STATE STREET CORPORATION</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>U.S. BANCORP</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
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        <cusip>91159HJR2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/RON SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049433"/>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN MA4783</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049487"/>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049460"/>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/TWD SETTLE 2024-06-20</title>
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        <name>MATTEL, INC.</name>
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        <name>MASSACHUSETTS ST SPL OBLIG REV</name>
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        <title>MASSACHUSETTS ST SPL OBLG REVE COMMONWEALTH OF MASSACHUSETTS</title>
        <cusip>576004HE8</cusip>
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          <isin value="US576004HE85"/>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: SGD/USD SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTSGD__00049161"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MONONGAHELA POWER COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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        <name>MOTOROLA SOLUTIONS, INC.</name>
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        <cusip>620076BY4</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>NORTHERN TRUST CORPORATION</name>
        <lei>549300GLF98S992BC502</lei>
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        <cusip>665859AQ7</cusip>
        <identifiers>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSGD__00047817"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2024-06-20</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ENTERGY TEXAS, INC.</name>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <cusip>03959KAA8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>MPLX LP</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ALLEGHENY TECHNOLOGIES INCORPORATED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
        <name>KLA CORPORATION</name>
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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC</name>
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      <invstOrSec>
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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC</name>
        <lei>529900E7PUVK6BC8PE80</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049339"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
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        <cusip>65339KBP4</cusip>
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          <isin value="US65339KBP49"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 5.466000% 01/18/2035</title>
        <cusip>61747YFL4</cusip>
        <identifiers>
          <isin value="US61747YFL48"/>
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        <balance>25000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25223.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00047840"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>916.81000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FIFTH THIRD AUTO TRUST</name>
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          <isin value="US31680EAD31"/>
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        <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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      <invstOrSec>
        <name>INDIANA UNIVERSITY HEALTH, INC.</name>
        <lei>5493005H76YOO81B8D75</lei>
        <title>INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP 3.970000% 11/01/2048</title>
        <cusip>455170AA8</cusip>
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          <isin value="US455170AA81"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049430"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>91.65000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>SUTTER HEALTH</name>
        <lei>549300MJCC12LU768G81</lei>
        <title>SUTTER HEALTH 2.294000% 08/15/2030</title>
        <cusip>86944BAG8</cusip>
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          <isin value="US86944BAG86"/>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD CREDIT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO OWNER TRUST 2022-REV1 FORDR 2022-1 A</title>
        <cusip>34528EAA9</cusip>
        <identifiers>
          <isin value="US34528EAA91"/>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00049163"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL FR QE2352</title>
        <cusip>3133BBTH2</cusip>
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          <isin value="US3133BBTH24"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2024-06-21</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00049323"/>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049463"/>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00047896"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00049155"/>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049344"/>
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      <invstOrSec>
        <name>MVW OWNER TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049467"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTSGD__00047818"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049464"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC</name>
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          <other otherDesc="FX Forwards" value="CCTZAR__00049184"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC</name>
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          <other otherDesc="FX Forwards" value="CCTHUF__00047782"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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        <name>HSBC</name>
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        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>HSBC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HSBC</name>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00047844"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurPur>71000.00000000</amtCurPur>
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      <invstOrSec>
        <name>ALEXANDRIA REAL ESTATE EQUITIES, INC.</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
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        <cusip>015271BB4</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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      <invstOrSec>
        <name>NEW ENTERPRISE STONE &amp; LIME CO., INC.</name>
        <lei>549300O5DQ5Y61B8VF38</lei>
        <title>NEW ENTERPRISE STONE &amp; LIME CO INC 144A 5.250000% 07/15/2028</title>
        <cusip>644274AH5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OGLETHORPE POWER CORP</name>
        <lei>3EERXCUSWMS9GV5D9M98</lei>
        <title>OGLETHORPE POWER CORP 3.750000% 08/01/2050</title>
        <cusip>677050AQ9</cusip>
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          <isin value="US677050AQ95"/>
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        <balance>215000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>155335.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049174"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000049969938</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/TWD SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049294"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurPur>21000.00000000</amtCurPur>
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        <name>VIRGINIA POWER FUEL SECURITIZATION, LLC</name>
        <lei>N/A</lei>
        <title>VIRGINIA POWER FUEL SECURITIZATION LLC 4.877000% 05/01/2031</title>
        <cusip>92808VAB8</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN MA4656</title>
        <cusip>31418EE63</cusip>
        <identifiers>
          <isin value="US31418EE639"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>KINDER MORGAN, INC.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KINDER MORGAN INC 4.300000% 06/01/2025</title>
        <cusip>49456BAF8</cusip>
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          <isin value="US49456BAF85"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTMXN__00047801"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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        <name>COMCAST CORPORATION</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP 4.800000% 05/15/2033</title>
        <cusip>20030NEE7</cusip>
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          <isin value="US20030NEE76"/>
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        <curCd>USD</curCd>
        <valUSD>44395.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>DUKE ENERGY FLORIDA, LLC</name>
        <lei>7MOHLM3DKE63RX2ZCN83</lei>
        <title>DUKE ENERGY FLORIDA LLC 5.875000% 11/15/2033</title>
        <cusip>26444HAQ4</cusip>
        <identifiers>
          <isin value="US26444HAQ48"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTTHB__00049454"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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            <settlementDt>2024-06-20</settlementDt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WORKDAY, INC.</name>
        <lei>549300J0DYC0N31V7G13</lei>
        <title>WORKDAY INC 3.800000% 04/01/2032</title>
        <cusip>98138HAJ0</cusip>
        <identifiers>
          <isin value="US98138HAJ05"/>
        </identifiers>
        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63740.31000000</valUSD>
        <pctVal>0.352333997827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORTHWESTERN MEMORIAL HEALTHCARE</name>
        <lei>549300SYNDSEG3SY2U05</lei>
        <title>NORTHWESTERN MEMORIAL HEALTHCARE OBLIGATED GROUP 2.633000% 07/15/2051</title>
        <cusip>668103AC8</cusip>
        <identifiers>
          <isin value="US668103AC89"/>
        </identifiers>
        <balance>110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71696.44000000</valUSD>
        <pctVal>0.396312684001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.63300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/TWD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00047887"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1098.45000000</valUSD>
        <pctVal>0.006071844958</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
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            <amtCurSold>2228342.00000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>71000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-06-20</settlementDt>
            <unrealizedAppr>1098.45000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00047959"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="56.21500000"/>
        <valUSD>-1235.18000000</valUSD>
        <pctVal>-0.00682764027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
            </counterparties>
            <amtCurSold>100000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5553808.92000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2024-06-20</settlementDt>
            <unrealizedAppr>-1235.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OKLAHOMA DEV FIN AUTH REV</name>
        <lei>N/A</lei>
        <title>OKLAHOMA ST DEV FIN AUTH OKLAHOMA DEVELOPMENT FINANCE AUTHORITY</title>
        <cusip>6789084G6</cusip>
        <identifiers>
          <isin value="US6789084G68"/>
        </identifiers>
        <balance>60000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57515.42000000</valUSD>
        <pctVal>0.317924996996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00049423"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35455000"/>
        <valUSD>625.88000000</valUSD>
        <pctVal>0.003459644337</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
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            <amtCurSold>200000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>271441.45000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2024-06-20</settlementDt>
            <unrealizedAppr>625.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONSENSUS CLOUD SOLUTIONS, INC.</name>
        <lei>N/A</lei>
        <title>CONSENSUS CLOUD SOLUTIONS INC 144A 6.000000% 10/15/2026</title>
        <cusip>20848VAA3</cusip>
        <identifiers>
          <isin value="US20848VAA35"/>
        </identifiers>
        <balance>175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166329.12000000</valUSD>
        <pctVal>0.919408829432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITEDHEALTH GROUP INCORPORATED</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP INC 5.875000% 02/15/2053</title>
        <cusip>91324PES7</cusip>
        <identifiers>
          <isin value="US91324PES74"/>
        </identifiers>
        <balance>45000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48685.69000000</valUSD>
        <pctVal>0.269117357519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 5.174000% 02/13/2030</title>
        <cusip>172967PF2</cusip>
        <identifiers>
          <isin value="US172967PF20"/>
        </identifiers>
        <balance>75000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74650.04000000</valUSD>
        <pctVal>0.412639145168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.17400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049386"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2297.44000000</valUSD>
        <pctVal>0.012699439647</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
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            <amtCurSold>1052210.78000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>780000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-06-20</settlementDt>
            <unrealizedAppr>2297.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00047908"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>226.04000000</valUSD>
        <pctVal>0.001249469556</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
            </counterparties>
            <amtCurSold>25951742.50000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>71000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-06-20</settlementDt>
            <unrealizedAppr>226.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>B.A.T CAPITAL CORPORATION</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP 6.421000% 08/02/2033</title>
        <cusip>054989AB4</cusip>
        <identifiers>
          <isin value="US054989AB41"/>
        </identifiers>
        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52303.58000000</valUSD>
        <pctVal>0.289115779984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.42100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: SGD/USD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSGD__00047815"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.35025000"/>
        <valUSD>-2033.82000000</valUSD>
        <pctVal>-0.01124224107</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
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            <amtCurSold>173520.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>230698.56000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2024-06-20</settlementDt>
            <unrealizedAppr>-2033.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE 5.700000% 11/01/2024</title>
        <cusip>38141GZV9</cusip>
        <identifiers>
          <isin value="US38141GZV93"/>
        </identifiers>
        <balance>55000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55021.46000000</valUSD>
        <pctVal>0.304139263961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00049471"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.94000000"/>
        <valUSD>0.31000000</valUSD>
        <pctVal>0.000001713570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
            </counterparties>
            <amtCurSold>3000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>57207.42000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2024-06-20</settlementDt>
            <unrealizedAppr>0.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 4.125000% 02/15/2027</title>
        <cusip>91282CKA8</cusip>
        <identifiers>
          <isin value="US91282CKA89"/>
        </identifiers>
        <balance>105000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104114.06000000</valUSD>
        <pctVal>0.575505876734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>CARPENTER TECHNOLOGY CORPORATION</name>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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      <invstOrSec>
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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2024-06-20</title>
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        <name>TOYOTA MOTOR CREDIT CORPORATION</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
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        <cusip>89236TKG9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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      <invstOrSec>
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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2024-06-20</title>
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      <invstOrSec>
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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>COREWELL HEALTH</name>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049457"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00047981"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00047901"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049170"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>OGLETHORPE POWER CORP</name>
        <lei>3EERXCUSWMS9GV5D9M98</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ZIMMER BIOMET HOLDINGS, INC.</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>ZIMMER BIOMET HOLDINGS INC 2.600000% 11/24/2031</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2024-06-20</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2024-06-20</title>
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        <name>ORLANDO HEALTH, INC.</name>
        <lei>549300TMK1PZT9ZBF098</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GENERAL MILLS, INC.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GENERAL MILLS INC 5.241000% 11/18/2025</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTUSD__00049435"/>
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        <name>CHRISTUS HEALTH</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00047910"/>
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        <name>META PLATFORMS, INC.</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTMXN__00049385"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2024-06-20</title>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>VERALTO CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2024-06-20</title>
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        <name>WF CARD ISSUANCE TRUST</name>
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        <name>Kraft Heinz Foods Company</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
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        <name>SSM HEALTH CARE CORPORATION</name>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <name>LOS ANGELES CALIF UNI SCH DIST</name>
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        <name>TEXAS ST</name>
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        <name>RTX CORPORATION</name>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>HSBC</name>
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        <name>Corporation de Securite Garda World</name>
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        <name>HSBC</name>
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        <name>HSBC</name>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2024-06-20</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTPLN__00047961"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049288"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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        <name>PRESIDENT AND FELLOWS OF HARVARD COLLEGE</name>
        <lei>6S3X7J22E861RNTJSA74</lei>
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        <cusip>740816AR4</cusip>
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          <isin value="US740816AR46"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTNOK__00047802"/>
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              <counterpartyName>HSBC</counterpartyName>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00047993"/>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049439"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>SOUTHERN CALIFORNIA EDISON COMPANY</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>SOUTHERN CALIFORNIA EDISON CO 5.950000% 11/01/2032</title>
        <cusip>842400HT3</cusip>
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          <isin value="US842400HT35"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION</name>
        <lei>06BTX5UWZD0GQ5N5Y745</lei>
        <title>WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 5.611000% 03/11/2034</title>
        <cusip>960386AR1</cusip>
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          <isin value="US960386AR16"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JOHNSON CONTROLS INTERNATIONAL PLC</name>
        <lei>549300XQ6S1GYKGBL205</lei>
        <title>JOHNSON CONTROLS INTERNATIONAL PLC 4.625000% 07/02/2044</title>
        <cusip>478375AL2</cusip>
        <identifiers>
          <isin value="US478375AL26"/>
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        <balance>190000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>167762.87000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-07-02</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 4.750000% 11/15/2053</title>
        <cusip>912810TV0</cusip>
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          <isin value="US912810TV08"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTCOP__00049324"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>INGEVITY CORPORATION</name>
        <lei>5493009UTFC4B5IMGF87</lei>
        <title>INGEVITY CORP 144A 3.875000% 11/01/2028</title>
        <cusip>45688CAB3</cusip>
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          <isin value="US45688CAB37"/>
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        <balance>200000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CAMDEN PROPERTY TRUST</name>
        <lei>5493002MYX22OHYJBD89</lei>
        <title>CAMDEN PROPERTY TRUST 4.900000% 01/15/2034</title>
        <cusip>133131BB7</cusip>
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          <isin value="US133131BB72"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SAN DIEGO GAS &amp; ELECTRIC COMPANY</name>
        <lei>KNIRVXKVNJJ4P8OTMS63</lei>
        <title>SAN DIEGO GAS &amp; ELECTRIC CO 3.000000% 03/15/2032</title>
        <cusip>797440CB8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CARRIAGE SERVICES, INC.</name>
        <lei>N/A</lei>
        <title>CARRIAGE SERVICES INC 144A 4.250000% 05/15/2029</title>
        <cusip>143905AP2</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>HSBC</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00047911"/>
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        <name>AMERICAN EXPRESS COMPANY</name>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049389"/>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2024-06-20</title>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/COP SETTLE 2024-06-20</title>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>Philip Morris International Inc.</name>
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        <name>MICRON TECHNOLOGY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HONDA AUTO RECEIVABLES OWNER TRUST</name>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>HSBC</name>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>HSBC</name>
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      <invstOrSec>
        <name>MCLAREN HEALTH CARE CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY MTN 5.164000% 04/20/2029</title>
        <cusip>61747YFD2</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTPHP__00049502"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049329"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMEREN ILLINOIS COMPANY</name>
        <lei>RC71E2BZ6UOMFPDJSE79</lei>
        <title>AMEREN ILLINOIS CO 4.950000% 06/01/2033</title>
        <cusip>02361DBA7</cusip>
        <identifiers>
          <isin value="US02361DBA72"/>
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        <balance>45000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CONSTELLATION ENERGY GENERATION, LLC</name>
        <lei>S2PEWKCZFFECR4533P43</lei>
        <title>CONSTELLATION ENERGY GENERATION LLC 5.750000% 03/15/2054</title>
        <cusip>210385AF7</cusip>
        <identifiers>
          <isin value="US210385AF78"/>
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        <balance>30000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30050.33000000</valUSD>
        <pctVal>0.166107646871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049295"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>46.27000000</valUSD>
        <pctVal>0.000255764273</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurPur>11000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00049408"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="16.62450000"/>
        <valUSD>535.04000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>45000.00000000</amtCurSold>
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            <settlementDt>2024-06-20</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VALERO ENERGY CORPORATION</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>VALERO ENERGY CORP 3.650000% 12/01/2051</title>
        <cusip>91913YBD1</cusip>
        <identifiers>
          <isin value="US91913YBD13"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <pctVal>0.100011956579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/TWD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049466"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <pctVal>0.000051849338</pctVal>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049431"/>
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        <units>NC</units>
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        <pctVal>0.001351454662</pctVal>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00047843"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049415"/>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049333"/>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2024-06-20</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO.</name>
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          <isin value="US46647PDX15"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049387"/>
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        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTPHP__00049426"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>ELI LILLY AND COMPANY</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
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        <cusip>532457CM8</cusip>
        <identifiers>
          <isin value="US532457CM85"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>39774.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KEURIG DR PEPPER INC.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KEURIG DR PEPPER INC 5.200000% 03/15/2031</title>
        <cusip>49271VAU4</cusip>
        <identifiers>
          <isin value="US49271VAU44"/>
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        <balance>30000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30071.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00047949"/>
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        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="23.45410000"/>
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        <pctVal>-0.00091018252</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>11000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>SMITH &amp; NEPHEW PLC</name>
        <lei>213800ZTMDN8S67S1H61</lei>
        <title>SMITH &amp; NEPHEW PLC 5.150000% 03/20/2027</title>
        <cusip>83192PAC2</cusip>
        <identifiers>
          <isin value="US83192PAC23"/>
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        <balance>105000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>104976.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONSUMERS SECURITIZATION FUNDING LLC</name>
        <lei>N/A</lei>
        <title>CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.210000% 09/01/2030</title>
        <cusip>21071BAB1</cusip>
        <identifiers>
          <isin value="US21071BAB18"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20249.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.21000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TEXTRON INC.</name>
        <lei>3PPKBHUG1HD6BO7RNR87</lei>
        <title>TEXTRON INC 3.900000% 09/17/2029</title>
        <cusip>883203CA7</cusip>
        <identifiers>
          <isin value="US883203CA75"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18759.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049326"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00047975"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>MOTOROLA SOLUTIONS, INC.</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>MOTOROLA SOLUTIONS INC 5.400000% 04/15/2034</title>
        <cusip>620076BZ1</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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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>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00047960"/>
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        <units>NC</units>
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        <pctVal>-0.01027484740</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00047878"/>
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        <pctVal>0.000802559214</pctVal>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00049500"/>
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        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="83.40250000"/>
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        <pctVal>-0.00003836187</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENTERGY TEXAS, INC.</name>
        <lei>LWXX58X12AJXISQ28573</lei>
        <title>ENTERGY TEXAS INC 5.800000% 09/01/2053</title>
        <cusip>29365TAN4</cusip>
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          <isin value="US29365TAN46"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTNOK__00047803"/>
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        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00047842"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HSBC</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00047793"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>242797.00000000</amtCurSold>
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      <invstOrSec>
        <name>CONSTELLATION BRANDS, INC.</name>
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        <title>CONSTELLATION BRANDS INC 5.000000% 02/02/2026</title>
        <cusip>21036PBN7</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049459"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00047807"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00049357"/>
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        <currencyConditional curCd="BRL" exchangeRt="5.01540000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
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        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00047791"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2024-06-20</title>
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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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      <invstOrSec>
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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00047986"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049173"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>LA BANQUE TORONTO-DOMINION</name>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049392"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
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        <cusip>110122EB0</cusip>
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          <isin value="US110122EB03"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00049402"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>140000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00047798"/>
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        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="16.62450000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>303030.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00049157"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <valUSD>-30.04000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurPur>47245755.08000000</amtCurPur>
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            <settlementDt>2024-06-20</settlementDt>
            <unrealizedAppr>-30.04000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>GOTO GROUP, INC.</name>
        <lei>549300D12V5KRBV00592</lei>
        <title>GOTO GROUP INC 144A 5.500000% 05/01/2028</title>
        <cusip>38349YAB1</cusip>
        <identifiers>
          <isin value="US38349YAB11"/>
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        <balance>34834.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23383.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>BURLINGTON NORTHERN SANTA FE, LLC</name>
        <lei>N/A</lei>
        <title>BURLINGTON NORTHERN SANTA FE LLC 4.550000% 09/01/2044</title>
        <cusip>12189LAU5</cusip>
        <identifiers>
          <isin value="US12189LAU52"/>
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        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108965.17000000</valUSD>
        <pctVal>0.602321105279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00047827"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="32.00350000"/>
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        <pctVal>-0.00615089032</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>71000.00000000</amtCurSold>
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            <settlementDt>2024-06-20</settlementDt>
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        <securityLending>
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      <invstOrSec>
        <name>BANQUE ROYALE DU CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA MTN 4.950000% 04/25/2025</title>
        <cusip>78016FZY3</cusip>
        <identifiers>
          <isin value="US78016FZY32"/>
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        <curCd>USD</curCd>
        <valUSD>39861.90000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</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>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00049446"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.01540000"/>
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        <pctVal>-0.00011961830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>3000.00000000</amtCurSold>
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            <settlementDt>2024-06-20</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHURCH &amp; DWIGHT CO., INC.</name>
        <lei>POOXSI30AWAQGYJZC921</lei>
        <title>CHURCH &amp; DWIGHT CO INC 5.600000% 11/15/2032</title>
        <cusip>17136MAC6</cusip>
        <identifiers>
          <isin value="US17136MAC64"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61685.89000000</valUSD>
        <pctVal>0.340977887199</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNOK__00049160"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.85650000"/>
        <valUSD>-4227.16000000</valUSD>
        <pctVal>-0.02336625256</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurPur>1796252.42000000</amtCurPur>
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            <unrealizedAppr>-4227.16000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTUIT INC.</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>INTUIT INC 5.200000% 09/15/2033</title>
        <cusip>46124HAG1</cusip>
        <identifiers>
          <isin value="US46124HAG11"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CHURCH &amp; DWIGHT CO., INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>RUSH SYSTEM FOR HEALTH</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049330"/>
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        <name>United States of America</name>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN MA4978</title>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ABBVIE INC.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC 5.050000% 03/15/2034</title>
        <cusip>00287YDU0</cusip>
        <identifiers>
          <isin value="US00287YDU01"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00047957"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTMXN__00049452"/>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049327"/>
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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTKRW__00047795"/>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2024-06-20</title>
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        <name>Alabama Power Company</name>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2024-06-20</title>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049297"/>
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        <name>RAIN CII CARBON LLC</name>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>SIERRA PACIFIC POWER COMPANY</name>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>DAIMLER TRUCK FINANCE NORTH AMERICA LLC</name>
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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST</name>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>TKC HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00047880"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HOWMET AEROSPACE INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CENTRAL PARENT LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
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      <invstOrSec>
        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST</name>
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        <name>American Homes 4 Rent, L.P.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac</name>
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        <name>HSBC</name>
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        <name>COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>T-MOBILE US TRUST</name>
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        <name>REPUBLIC SERVICES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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      <invstOrSec>
        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST</name>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2024-06-20</title>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2024-06-20</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BHP BILLITON FINANCE (USA) LIMITED</name>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2024-06-20</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00047907"/>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>BAE SYSTEMS PLC</name>
        <lei>8SVCSVKSGDWMW2QHOH83</lei>
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        <cusip>05523RAK3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2024-06-20</title>
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        <name>UNILEVER CAPITAL CORPORATION</name>
        <lei>MYF1DAS6G5WY7PRWCU78</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00049182"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>11815646.31000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049175"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00047931"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="18.94000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>71000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049488"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>476.90000000</valUSD>
        <pctVal>0.002636135336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>848365.86000000</amtCurSold>
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            <amtCurPur>80000.00000000</amtCurPur>
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            <unrealizedAppr>476.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>ORGANON &amp; CO.</name>
        <lei>549300AMCKY57OK2CO56</lei>
        <title>ORGANON &amp; CO / ORGANON FOREIGN DEBT CO-ISSUER BV 1 5.125000% 04/30/2031</title>
        <cusip>68622TAB7</cusip>
        <identifiers>
          <isin value="US68622TAB70"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>133366.11000000</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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/TWD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00047886"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3848.57000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>7528104.00000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>240000.00000000</amtCurPur>
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            <settlementDt>2024-06-20</settlementDt>
            <unrealizedAppr>3848.57000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00047835"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5179.50000000</valUSD>
        <pctVal>0.028630452875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>202052.04000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>231243.00000000</amtCurPur>
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            <settlementDt>2024-06-20</settlementDt>
            <unrealizedAppr>5179.50000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00047783"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="365.01835000"/>
        <valUSD>-209.95000000</valUSD>
        <pctVal>-0.00116052970</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
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            <amtCurSold>71000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>25957643.88000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2024-06-20</settlementDt>
            <unrealizedAppr>-209.95000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00047944"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.01540000"/>
        <valUSD>-1164.71000000</valUSD>
        <pctVal>-0.00643810691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>220000.00000000</amtCurSold>
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            <amtCurPur>1105995.00000000</amtCurPur>
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            <unrealizedAppr>-1164.71000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>ARCOSA, INC.</name>
        <lei>549300WFHLTCZV7D6V29</lei>
        <title>ARCOSA INC 144A 4.375000% 04/15/2029</title>
        <cusip>039653AA8</cusip>
        <identifiers>
          <isin value="US039653AA89"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mondelez International, Inc.</name>
        <lei>549300DV9GIB88LZ5P30</lei>
        <title>MONDELEZ INTERNATIONAL INC 4.750000% 02/20/2029</title>
        <cusip>609207BC8</cusip>
        <identifiers>
          <isin value="US609207BC87"/>
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        <curCd>USD</curCd>
        <valUSD>29788.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 3.875000% 05/15/2043</title>
        <cusip>912810TS7</cusip>
        <identifiers>
          <isin value="US912810TS78"/>
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        <balance>40000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CommonSpirit Health</name>
        <lei>4SXHN5XW08IBO0UG2V58</lei>
        <title>COMMONSPIRIT HEALTH 5.548000% 12/01/2054</title>
        <cusip>20268JAT0</cusip>
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          <isin value="US20268JAT07"/>
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        <curCd>USD</curCd>
        <valUSD>40474.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00049468"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-06-20</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00049399"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>169793.67000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2024-06-20</title>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <name>PARKER-HANNIFIN CORPORATION</name>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <name>SMITH &amp; NEPHEW PLC</name>
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        <name>NEXTGEAR FLOORPLAN MASTER OWNER TRUST</name>
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        <name>ALLIED UNIVERSAL HOLDCO LLC</name>
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        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2024-06-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00049496"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="979.77000000"/>
        <valUSD>5.61000000</valUSD>
        <pctVal>0.000031010105</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
            </counterparties>
            <amtCurSold>2000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1969120.62000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2024-06-21</settlementDt>
            <unrealizedAppr>5.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00049325"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="151.38000000"/>
        <valUSD>61.06000000</valUSD>
        <pctVal>0.000337518187</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
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            <amtCurSold>90000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13465204.20000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2024-06-20</settlementDt>
            <unrealizedAppr>61.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00047883"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3061.94000000</valUSD>
        <pctVal>0.016925326552</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
            </counterparties>
            <amtCurSold>5556556.80000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>240000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-06-20</settlementDt>
            <unrealizedAppr>3061.94000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MACQUARIE AIRFINANCE HOLDINGS LIMITED</name>
        <lei>549300MCGUSL5B852H65</lei>
        <title>MACQUARIE AIRFINANCE HOLDINGS LTD 144A 8.375000% 05/01/2028</title>
        <cusip>55609NAA6</cusip>
        <identifiers>
          <isin value="US55609NAA63"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211993.20000000</valUSD>
        <pctVal>1.171823790443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MCDONALD'S CORPORATION</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCDONALD'S CORP MTN 3.700000% 01/30/2026</title>
        <cusip>58013MEY6</cusip>
        <identifiers>
          <isin value="US58013MEY66"/>
        </identifiers>
        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34246.11000000</valUSD>
        <pctVal>0.189300441845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00047850"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>206.65000000</valUSD>
        <pctVal>0.001142288461</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
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            <amtCurSold>189136.67000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>140000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-06-20</settlementDt>
            <unrealizedAppr>206.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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        <cusip>48128BAF8</cusip>
        <identifiers>
          <isin value="US48128BAF85"/>
        </identifiers>
        <balance>240000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>239216.04000000</valUSD>
        <pctVal>1.322302067838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2173-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2024-06-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00047912"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1367.40000000</valUSD>
        <pctVal>0.007558505891</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
            </counterparties>
            <amtCurSold>93570190.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>71000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-06-20</settlementDt>
            <unrealizedAppr>1367.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2024-03-31</ncom:dateSigned>
      <ncom:nameOfApplicant>THE ADVISORS' INNER CIRCLE III</ncom:nameOfApplicant>
      <ncom:signature>Andy Metzger</ncom:signature>
      <ncom:signerName>Andy Metzger</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
