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        <name>BANK OF AMERICA, N.A.</name>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN and CO.</name>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="296174"/>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: GBP/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="295884"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>AGPS BONDCO PLC</name>
        <lei>89450071QI2G8XS48K39</lei>
        <title>AGPS BONDCO PLC 2.25% 04/27/2027 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2336188029"/>
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        <balance>100000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</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>SITE CENTERS CORP</name>
        <lei>W2AVA6SODOQ1LCYJQR54</lei>
        <title>SITE CENTERS CORP 4.7% 06/01/2027</title>
        <cusip>23317HAF9</cusip>
        <identifiers>
          <isin value="US23317HAF91"/>
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        <balance>382000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>360646.08000000</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>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN and CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward: USD/GBP settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="292336"/>
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        <balance>1.00000000</balance>
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        <curCd>N/A</curCd>
        <valUSD>-1760.00000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>87000.00000000</amtCurSold>
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            <unrealizedAppr>-1760.00000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
        <lei>N/A</lei>
        <title>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028</title>
        <cusip>161175BK9</cusip>
        <identifiers>
          <isin value="US161175BK95"/>
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        <balance>347000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328418.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: USD/GBP settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="296597"/>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AIB GROUP PLC</name>
        <lei>635400AKJBGNS5WNQL34</lei>
        <title>AIB GROUP PLC 2.25%/VAR 04/04/2028 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GCSM ITXEX538 PAY 525 06/21/23</title>
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        <identifiers>
          <other otherDesc="Bloomberg" value="COSPOK0JL2"/>
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        <assetCat>DCR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>FX Forward: EUR/USD settle 2023-04-20</title>
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      <invstOrSec>
        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STICHTING AK RABOBANK CERTIFICATEN</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
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        <assetCat>EP</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: EUR/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="294237"/>
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        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>7468.77000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN INTL FINANCE NV</name>
        <lei>5299004PWNHKYTR23649</lei>
        <title>VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2187689380"/>
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        <balance>600000.00000000</balance>
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        <pctVal>0.983521574330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AIB GROUP PLC</name>
        <lei>635400AKJBGNS5WNQL34</lei>
        <title>AIB GROUP PLC 1.875%/VAR 11/19/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2080767010"/>
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        <balance>556000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-11-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC 5.15% 08/15/2026 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2587351706"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05150000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>SAMHALLSBYGGNADSBOLAGET I NORDEN AB</name>
        <lei>549300HX9MRFY47AH564</lei>
        <title>SAMHALLSBYGGNADSBOLAGET I NORDEN AB 1% 08/12/2027 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2114871945"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
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        <pctVal>0.191254030945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN INTL FINANCE NV</name>
        <lei>5299004PWNHKYTR23649</lei>
        <title>VOLKSWAGEN INTL FINANCE NV 3.748%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2342732562"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
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        <pctVal>0.338501810699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: EUR/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="294956"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>145520.92000000</valUSD>
        <pctVal>0.257257768322</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>8060653.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7560000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>145520.92000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN INTL FINANCE NV</name>
        <lei>5299004PWNHKYTR23649</lei>
        <title>VOLKSWAGEN INTL FINANCE NV 0 PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1048428442"/>
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        <balance>799000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>831854.88000000</valUSD>
        <pctVal>1.470586703252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC (UNGTD) 8.407%/VAR 11/14/2032 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2552367687"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>191128.19000000</valUSD>
        <pctVal>0.337884144925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.08407000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: GBP/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="293716"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>848.42000000</valUSD>
        <pctVal>0.001499871192</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>43575.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>36000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>848.42000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SIRIUS REAL ESTATE LTD</name>
        <lei>213800NURUF5W8QSK566</lei>
        <title>SIRIUS REAL ESTATE LTD 1.125% 06/22/2026 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2356076625"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>167207.34000000</valUSD>
        <pctVal>0.295595898758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANCO BILBAO VIZCAYA ARGENTARIA S.A</name>
        <lei>K8MS7FD7N5Z2WQ51AZ71</lei>
        <title>BANCO BILBAO VIZ ARGENTARIA SA 5.875/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0813211002"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>206281.44000000</valUSD>
        <pctVal>0.364672673185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARGENTUM NETHERLANDS BV</name>
        <lei>724500RPEZI5VVQQWE89</lei>
        <title>ARGENTUM NETHERLANDS BV 5.75%/VAR 08/15/2050 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1261170515"/>
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        <balance>868000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>821905.73000000</valUSD>
        <pctVal>1.452998193464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: USD/GBP settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="290024"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-768.46000000</valUSD>
        <pctVal>-0.00135851467</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>45000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>54762.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>-768.46000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HEATHROW FUNDING LTD</name>
        <lei>7TI96JO3DYEIQWZ7Z726</lei>
        <title>HEATHROW FUNDING LTD 2.625% 03/16/2028 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2317082787"/>
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        <balance>972000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>1008876.42000000</valUSD>
        <pctVal>1.783532541729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02625000</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>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS 2.159/VAR 09/15/2029 144A</title>
        <cusip>09659W2R4</cusip>
        <identifiers>
          <isin value="US09659W2R48"/>
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        <balance>243000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202580.09000000</valUSD>
        <pctVal>0.358129276945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02159000</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>AIA GROUP LTD</name>
        <lei>ZP5ILWVSYE4LJGMMVD57</lei>
        <title>AIA GROUP LTD 0.88%/VAR 09/09/2033 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2356311139"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>168574.68000000</valUSD>
        <pctVal>0.298013137715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00880000</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>CHICAGO BOARD OF TRADE</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE (CBT) FUT JUN23 TUM3</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TUM3"/>
        </identifiers>
        <balance>32.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>78812.11000000</valUSD>
        <pctVal>0.139327235804</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UST NOTES</issuerName>
                <issueTitle>UST NOTES 0% 06/30/2040</issueTitle>
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                  <other otherDesc="Internal" value="9128279L8"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-30</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>78812.11000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
        <lei>N/A</lei>
        <title>EURO-BUXL 30Y BND FUT JUN23 UBM3</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C671E55"/>
        </identifiers>
        <balance>4.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>32666.26000000</valUSD>
        <pctVal>0.057748735694</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUREX DEUTSCHLAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GERMANY FEDERAL REPUBLIC OF</issuerName>
                <issueTitle>UNDERLYING EURO BUXL 30YR BOND</issueTitle>
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                  <other otherDesc="Internal" value="093992JY2"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-08</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>32666.26000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC 4.976%/VAR 08/11/2033</title>
        <cusip>53944YAU7</cusip>
        <identifiers>
          <isin value="US53944YAU73"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191466.69000000</valUSD>
        <pctVal>0.338482558916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04976000</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>AVOLON HOLDINGS FUNDING LTD</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A</title>
        <cusip>05401AAL5</cusip>
        <identifiers>
          <isin value="US05401AAL52"/>
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        <balance>379000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>356364.39000000</valUSD>
        <pctVal>0.629995382664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN and CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward: USD/EUR settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="291718"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>259.41000000</valUSD>
        <pctVal>0.000458595490</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS HARRIMAN and CO.</counterpartyName>
              <counterpartyLei>5493006KMX1VFTPYPW14</counterpartyLei>
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            <amtCurSold>50000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>54533.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>259.41000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNIVERSAL HEALTH SERVICES INC</name>
        <lei>549300YGMGQDO0NMJD09</lei>
        <title>UNIVERSAL HEALTH SERVICES INC 2.65% 10/15/2030</title>
        <cusip>913903AW0</cusip>
        <identifiers>
          <isin value="US913903AW04"/>
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        <balance>695000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>557243.36000000</valUSD>
        <pctVal>0.985117350867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</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>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>FX Forward: EUR/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="292055"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-5323.76000000</valUSD>
        <pctVal>-0.00941155826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA, N.A.</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <amtCurSold>514410.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>469000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>-5323.76000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RWE AG</name>
        <lei>529900GB7KCA94ACC940</lei>
        <title>RWE AG 2.75% 05/24/2030 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2482887879"/>
        </identifiers>
        <balance>149000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>150094.91000000</valUSD>
        <pctVal>0.265343852850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</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>VODAFONE GRP PLC</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VODAFONE GROUP PLC 4.875%/VAR 10/03/2078 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1888180996"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>117142.66000000</valUSD>
        <pctVal>0.207089532467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2078-10-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04875000</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>BRITISH AMERICAN TOBACCO PLC</name>
        <lei>213800FKA5MF17RJKT63</lei>
        <title>BRITISH AMERICAN TOBACCO PLC 3%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2391779134"/>
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        <balance>938000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>825832.82000000</valUSD>
        <pctVal>1.459940662007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VIRGIN MONEY UK PLC</name>
        <lei>213800ZK9VGCYYR6O495</lei>
        <title>VIRGIN MONEY UK PLC 5.125/VAR 12/11/2030 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2227898421"/>
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        <balance>278000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>317398.68000000</valUSD>
        <pctVal>0.561110224463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL</name>
        <lei>213800Y3B5GQFBGVHP79</lei>
        <title>BLACKSTONE PROP PARTNERS EUR HOLD 2.625% 10/20/2028 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2398746227"/>
        </identifiers>
        <balance>150000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>140506.36000000</valUSD>
        <pctVal>0.248392826328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02625000</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>TOLL BROTHERS FINANCE CORP</name>
        <lei>N/A</lei>
        <title>TOLL BROS FIN CORP 4.875% 03/15/2027</title>
        <cusip>88947EAS9</cusip>
        <identifiers>
          <isin value="US88947EAS90"/>
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        <balance>452000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438385.11000000</valUSD>
        <pctVal>0.774994929007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</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>WHITBREAD GROUP PLC</name>
        <lei>2138006LIAYQKUCYBB20</lei>
        <title>WHITBREAD GROUP PLC 2.375% 05/31/2027 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2289852522"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>159457.97000000</valUSD>
        <pctVal>0.281896249030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>ROYAL BK SCOTLND GRP PLC(UNGTD) 3.622%/VAR 08/14/2030 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2172960481"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>114069.76000000</valUSD>
        <pctVal>0.201657135556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03622000</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>JOHN LEWIS PLC</name>
        <lei>213800JSUFNZLZLCVJ25</lei>
        <title>JOHN LEWIS PLC 6.125% 01/21/2025</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS0527985583"/>
        </identifiers>
        <balance>685000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>824363.81000000</valUSD>
        <pctVal>1.457343686711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06125000</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>VEOLIA ENVIRONNEMENT SA</name>
        <lei>969500LENY69X51OOT31</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0014006IX6"/>
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        <balance>600000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
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        <cusip>83367TBR9</cusip>
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          <isin value="US83367TBR95"/>
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        <curCd>USD</curCd>
        <valUSD>187067.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>AT SECURITIES BV</name>
        <lei>894500FVP65TB5QVZL54</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1634523754"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93500.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ROLLS-ROYCE PLC</name>
        <lei>X57JK1U580XATGR67572</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS0944831154"/>
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        <balance>410000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARES CAPITAL CORP</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>ARES CAPITAL CORP 2.15% 07/15/2026</title>
        <cusip>04010LBA0</cusip>
        <identifiers>
          <isin value="US04010LBA08"/>
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        <balance>208000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178342.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02150000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GRAND CITY PROPERTIES SA</name>
        <lei>5299002QLUYKK2WBMB18</lei>
        <title>GRAND CITY PROPERTIES SA 1.5%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2271225281"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>374748.97000000</valUSD>
        <pctVal>0.662496386797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VIA OUTLETS</name>
        <lei>2594009AT1MND8D7E216</lei>
        <title>VIA OUTLETS 1.75% 11/15/2028 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2407027031"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>84548.92000000</valUSD>
        <pctVal>0.149469000562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>FX Forward: CAD/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="296840"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>185.73000000</valUSD>
        <pctVal>0.000328341006</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA, N.A.</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <amtCurSold>14616.11000000</amtCurSold>
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            <amtCurPur>20000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>185.73000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SOCIETE GENERALE FRANCE 7.875% PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="USF8586CRW49"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187280.00000000</valUSD>
        <pctVal>0.331081158993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VORNADO REALTY L P</name>
        <lei>549300BMOJ05INE4YK86</lei>
        <title>VORNADO REALTY LP 3.4% 06/01/2031</title>
        <cusip>929043AL1</cusip>
        <identifiers>
          <isin value="US929043AL12"/>
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        <balance>79000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54649.06000000</valUSD>
        <pctVal>0.096610818681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTERCONTINENTAL HOTELS GROUP PLC NEW</name>
        <lei>2138007ZFQYRUSLU3J98</lei>
        <title>INTERCONTINENT HTL GRP PLC NEW 3.375% 10/08/2028 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2240494711"/>
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        <balance>130000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>143443.13000000</valUSD>
        <pctVal>0.253584567119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN AIRLINES INC</name>
        <lei>IWUQB36BXD6OWD6X4T14</lei>
        <title>AMERICAN AIRLINES INC 3.75% 04/15/2027</title>
        <cusip>023771S41</cusip>
        <identifiers>
          <isin value="US023771S412"/>
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        <balance>87060.85560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81217.13000000</valUSD>
        <pctVal>0.143578927437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALPHA BANK SA</name>
        <lei>5299009N55YRQC69CN08</lei>
        <title>ALPHA BANK SA 4.25%/VAR 02/13/2030 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2111230285"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>170624.62000000</valUSD>
        <pctVal>0.301637104562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC BANK USA NA</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
        <title>FX Forward: GBP/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="295991"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>1695.22000000</valUSD>
        <pctVal>0.002996878483</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC BANK USA NA</counterpartyName>
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            <amtCurSold>90855.60000000</amtCurSold>
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            <amtCurPur>75000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>1695.22000000</unrealizedAppr>
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      <invstOrSec>
        <name>ARES CAPITAL CORP</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>ARES CAPITAL CORP 3.25% 07/15/2025</title>
        <cusip>04010LAY9</cusip>
        <identifiers>
          <isin value="US04010LAY92"/>
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        <balance>260000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237502.58000000</valUSD>
        <pctVal>0.419866667291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN and CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward: GBP/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="296852"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>659.35000000</valUSD>
        <pctVal>0.001165625599</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>BROWN BROTHERS HARRIMAN and CO.</counterpartyName>
              <counterpartyLei>5493006KMX1VFTPYPW14</counterpartyLei>
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            <amtCurSold>154826.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>126000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>659.35000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTERN GAS PARTNERS LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WESTERN GAS PARTNERS LP STEP 02/01/2030</title>
        <cusip>958667AC1</cusip>
        <identifiers>
          <isin value="US958667AC17"/>
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        <balance>261000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237587.00000000</valUSD>
        <pctVal>0.420015908382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04300000</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>OMEGA HEALTHCARE INVESTORS INC</name>
        <lei>549300OJ7ENK42CZ8E73</lei>
        <title>OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028</title>
        <cusip>681936BK5</cusip>
        <identifiers>
          <isin value="US681936BK50"/>
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        <balance>625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>579198.96000000</valUSD>
        <pctVal>1.023931348594</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SSE PLC</name>
        <lei>549300KI75VYLLMSK856</lei>
        <title>SSE PLC 3.74%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2195190876"/>
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        <balance>278000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: USD/EUR settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="291837"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>385.10000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
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            <amtCurSold>57000.00000000</amtCurSold>
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            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>385.10000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT AGRICOLE ASSURANCES SA</name>
        <lei>969500K2MUPSI57XK083</lei>
        <title>CRDT AGR ASSR 4.75/VAR 9/27/48</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0013203734"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
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        <pctVal>0.547572685704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: EUR/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="291566"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-657.88000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AIB GROUP PLC</name>
        <lei>635400AKJBGNS5WNQL34</lei>
        <title>AIB GROUP PLC 6.25%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2010031057"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VODAFONE GRP PLC</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VODAFONE GROUP PLC 6.25%/VAR 10/03/2078 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1888180640"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>435375.00000000</valUSD>
        <pctVal>0.769673534797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2078-10-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN and CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward: GBP/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="294408"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>34841.43000000</valUSD>
        <pctVal>0.061594089200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS HARRIMAN and CO.</counterpartyName>
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            <amtCurSold>1341080.75000000</amtCurSold>
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            <amtCurPur>1115000.00000000</amtCurPur>
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            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>34841.43000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK AS (UNGTD) 2.25%/VAR 01/14/2028 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2100904361"/>
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        <balance>340000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>360523.45000000</valUSD>
        <pctVal>0.637347937155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CREDIT SUISSE GRP AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE AG 7.5%/VAR PERP REGS</title>
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        <identifiers>
          <isin value="XS0989394589"/>
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        <balance>1389000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69450.00000000</valUSD>
        <pctVal>0.122776519073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SABRA HEALTH CARE LP</name>
        <lei>549300OVKLRFSIQG0H81</lei>
        <title>SABRA HEALTH CARE LP 3.2% 12/01/2031</title>
        <cusip>78574MAA1</cusip>
        <identifiers>
          <isin value="US78574MAA18"/>
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        <balance>94000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68945.53000000</valUSD>
        <pctVal>0.121884696603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL</name>
        <lei>213800Y3B5GQFBGVHP79</lei>
        <title>BLACKSTONE PROP PARTNERS EUR HOLD 1% 05/04/2028 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2338355014"/>
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        <balance>486000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>392256.97000000</valUSD>
        <pctVal>0.693447737350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC BANK USA NA</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
        <title>FX Forward: USD/EUR settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="295881"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-1362.55000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC BANK USA NA</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BANK OF IRELAND GROUP PLC</name>
        <lei>635400C8EK6DRI12LJ39</lei>
        <title>BANK IRELAND GROUP PLC 2.375%/VAR 10/14/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2065555562"/>
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        <balance>347000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
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        <pctVal>0.628876428052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: USD/EUR settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="290986"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-37.21000000</valUSD>
        <pctVal>-0.00006578134</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
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        <name>AUSNET SERVICES HOLDINGS PTY LTD</name>
        <lei>TTMIG9TE1S0X3ZPDHD61</lei>
        <title>AUSNET SERVICES HOLDINGS PTY LTD 1.625%/VAR 03/11/2081 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2308313860"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
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        <pctVal>0.239692169747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2081-03-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01625000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MARKS and SPENCER PLC</name>
        <lei>213800CN1RI3UCIZWB95</lei>
        <title>MARKS and SPENCER PLC 3.75% 05/19/2026 REGS</title>
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        <identifiers>
          <isin value="XS2258453369"/>
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        <balance>347000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
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        <pctVal>0.681898736240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</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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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>BROWN BROTHERS HARRIMAN and CO.</name>
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        <name>BROWN BROTHERS HARRIMAN and CO.</name>
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        <name>ZF EUROPE FINANCE BV</name>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>ANGLIAN WATER (OSPREY) FINANCING PLC</name>
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          <isin value="XS2356450846"/>
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        <fairValLevel>2</fairValLevel>
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        <name>EUREX DEUTSCHLAND</name>
        <lei>N/A</lei>
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          <isin value="DE000C671E30"/>
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        <fairValLevel>1</fairValLevel>
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        <lei>B4TYDEB6GKMZO031MB27</lei>
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          <other otherDesc="Internal FX transaction ID" value="289830"/>
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        <name>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
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        <name>SOUTHERN COMPANY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>VONTIER CORP</name>
        <lei>549300VVSQLG4P5K4639</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BOEING CO</name>
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          <couponKind>Fixed</couponKind>
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        <name>COMMERZBANK AG</name>
        <lei>851WYGNLUQLFZBSYGB56</lei>
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        <identifiers>
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        <fairValLevel>2</fairValLevel>
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        <name>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>FX Forward: GBP/USD settle 2023-04-20</title>
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        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
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        <name>ACCENTRO REAL ESTATE AG</name>
        <lei>391200VKLY50XNAFCM46</lei>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <cusip>N/A</cusip>
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        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
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        <assetCat>EP</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>FX Forward: EUR/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
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        <issuerCat>CORP</issuerCat>
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      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK AND TRUST COMPANY</name>
        <lei>571474TGEMMWANRLN572</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="293024"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
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            <amtCurPur>276000.00000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>CIA DE SEGUROS FIDELIDADE SA</name>
        <lei>529900FNLE8ZOPUOT704</lei>
        <title>FIDELIDADE COMPANHIA 4.25%/VAR 09/04/2031 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="PTFIDBOM0009"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
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        <pctVal>0.331288455964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>TRAVIS PERKINS PLC</name>
        <lei>2138001I27OUBAF22K83</lei>
        <title>TRAVIS PERKINS PLC 3.75% 02/17/2026 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2254262285"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>222206.39000000</valUSD>
        <pctVal>0.392825443918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>FX Forward: USD/GBP settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="291459"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>147.08000000</valUSD>
        <pctVal>0.000260013973</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA, N.A.</counterpartyName>
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            <amtCurSold>36000.00000000</amtCurSold>
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            <amtCurPur>44571.47000000</amtCurPur>
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            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>147.08000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>DISCOVER FINANCIAL SVS</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
        <title>DISCOVER FINANCIAL SVS 6.7% 11/29/2032</title>
        <cusip>254709AS7</cusip>
        <identifiers>
          <isin value="US254709AS70"/>
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        <balance>15000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15464.14000000</valUSD>
        <pctVal>0.027338132176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>N/A</lei>
        <title>US ULTRA BOND CBT FUT JUN23 WNM3</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="WNM3"/>
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        <balance>23.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>156995.93000000</valUSD>
        <pctVal>0.277543755135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UNITED STATES TREASURY BOND</issuerName>
                <issueTitle>UNITED STATES TREASURY BOND 0% 06/30/2040</issueTitle>
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                  <other otherDesc="Internal" value="912995BD8"/>
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            <expDate>2023-06-21</expDate>
            <notionalAmt>3088879.07000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>156995.93000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: USD/GBP settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="290357"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-597.08000000</valUSD>
        <pctVal>-0.00105554217</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>62000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>75911.60000000</amtCurPur>
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            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>-597.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL</name>
        <lei>213800Y3B5GQFBGVHP79</lei>
        <title>BLACKSTONE PROP PARTNERS EUR HOLD 1.75% 03/12/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2051670300"/>
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        <balance>278000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>222735.52000000</valUSD>
        <pctVal>0.393760861334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</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>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS 2.50%/VAR 03/31/2032 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0014009HA0"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>685480.57000000</valUSD>
        <pctVal>1.211820277570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02500000</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>NEXTERA ENERGY OPERATING PARTNERS LP</name>
        <lei>549300KJEC5IUVJWR786</lei>
        <title>NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 09/15/2024 144A</title>
        <cusip>65342QAC6</cusip>
        <identifiers>
          <isin value="US65342QAC69"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33556.25000000</valUSD>
        <pctVal>0.059322096013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</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 HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2553549903"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>129630.39000000</valUSD>
        <pctVal>0.229165846657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.08201000</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>LEVEL 3 FINANCING INC</name>
        <lei>254900AE5FEFIJOXWL19</lei>
        <title>LEVEL 3 FINANCING INC 3.4% 03/01/2027 144A</title>
        <cusip>527298BP7</cusip>
        <identifiers>
          <isin value="US527298BP78"/>
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        <balance>347000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>274457.16000000</valUSD>
        <pctVal>0.485196468533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03400000</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>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS 6.625%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="USF1R15XK938"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231820.00000000</valUSD>
        <pctVal>0.409820772522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP 5.468%/VAR 02/01/2029</title>
        <cusip>14040HCX1</cusip>
        <identifiers>
          <isin value="US14040HCX17"/>
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        <balance>44000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42881.18000000</valUSD>
        <pctVal>0.075807084437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05468000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: EUR/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="297067"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>67.63000000</valUSD>
        <pctVal>0.000119559049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>98710.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>91000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>67.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITYCON OYJ</name>
        <lei>549300P8N0P6KDGTJ206</lei>
        <title>CITYCON OYJ 4.496%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2079413527"/>
        </identifiers>
        <balance>243000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>151597.65000000</valUSD>
        <pctVal>0.268000457404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HUDSON PACIFIC PROPERTIES LP</name>
        <lei>5493007NTUGLGZ8T3526</lei>
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        <name>UNICREDIT SPA</name>
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        <name>TIME WARNER CABLE LLC</name>
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        <name>STATE STREET BANK AND TRUST COMPANY</name>
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        <title>FX Forward: EUR/USD settle 2023-04-20</title>
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        <name>HEIMSTADEN BOSTAD AB</name>
        <lei>549300TJR3PR8EXILG79</lei>
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        <name>DEUTSCHE BANK AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <name>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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        <name>GTC AURORA LUXEMBOURG SA</name>
        <lei>549300UAWIR6P1PVC062</lei>
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        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>CREDIT SUISSE GRP AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE GRP AG 6.537%/VAR 08/12/2033 144A</title>
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        <name>BROWN BROTHERS HARRIMAN and CO.</name>
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        <name>BROWN BROTHERS HARRIMAN and CO.</name>
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        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC 2.45% 02/15/2031 144A</title>
        <cusip>11135FBH3</cusip>
        <identifiers>
          <isin value="US11135FBH38"/>
        </identifiers>
        <balance>190000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155556.59000000</valUSD>
        <pctVal>0.274999231665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02450000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 3.125% 12/01/2030</title>
        <cusip>00914AAK8</cusip>
        <identifiers>
          <isin value="US00914AAK88"/>
        </identifiers>
        <balance>191000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162041.83000000</valUSD>
        <pctVal>0.286464101248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</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>ARES CAPITAL CORP</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>ARES CAPITAL CORP 4.25% 03/01/2025</title>
        <cusip>04010LAV5</cusip>
        <identifiers>
          <isin value="US04010LAV53"/>
        </identifiers>
        <balance>452000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>427024.03000000</valUSD>
        <pctVal>0.754910352256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT AGRICOLE SA</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
        <title>CREDIT AGRICOLE SA 4.875% 10/23/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400FAR2"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>121521.44000000</valUSD>
        <pctVal>0.214830516861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</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>AROUNDTOWN SA</name>
        <lei>529900H4DWG3KWMBMQ39</lei>
        <title>AROUNDTOWN SA 3.375%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2055106210"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>525232.03000000</valUSD>
        <pctVal>0.928526426917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VALEO</name>
        <lei>5493006IH2N2WMIBB742</lei>
        <title>VALEO 1% 08/03/2028 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0014004UE6"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>86376.30000000</valUSD>
        <pctVal>0.152699516838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</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>CPI PROPERTY GROUP SA</name>
        <lei>222100CO2ZOTEPGJO223</lei>
        <title>CPI PROPERTY GROUP SA 3.75%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2290533020"/>
        </identifiers>
        <balance>590000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>249543.45000000</valUSD>
        <pctVal>0.441153004300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN and CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward: USD/GBP settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="294556"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-5603.07000000</valUSD>
        <pctVal>-0.00990533377</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS HARRIMAN and CO.</counterpartyName>
              <counterpartyLei>5493006KMX1VFTPYPW14</counterpartyLei>
            </counterparties>
            <amtCurSold>145000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>173328.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>-5603.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ELECTRICITE DE FRANCE</name>
        <lei>549300X3UK4GG3FNMO06</lei>
        <title>ELECTRICITE DE FRANCE 5.5% 01/25/2035 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400FDG9"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>234256.74000000</valUSD>
        <pctVal>0.414128540054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</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>ZF FINANCE GMBH</name>
        <lei>5493001N9T6QDCCXB426</lei>
        <title>ZF FINANCE GMBH 2% 05/06/2027 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2338564870"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>186606.44000000</valUSD>
        <pctVal>0.329890412382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</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>CLOVERIE PLC</name>
        <lei>5493002N598MXOKUEF55</lei>
        <title>CLOVERIE PLC 4.5/VAR 09/11/2044 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1108784510"/>
        </identifiers>
        <balance>1004000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>942615.44000000</valUSD>
        <pctVal>1.666393701199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04500000</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>QBE INS GROUP LTD</name>
        <lei>549300D2FBW76FPUSG65</lei>
        <title>QBE INS GROUP LTD 2.5%/VAR 09/13/2038 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2384289554"/>
        </identifiers>
        <balance>486000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>468506.01000000</valUSD>
        <pctVal>0.828243874339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK AND TRUST COMPANY</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>FX Forward: USD/GBP settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="291269"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>1279.86000000</valUSD>
        <pctVal>0.002262588275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
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            <amtCurSold>219000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>271528.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>1279.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TECHNIP ENERGIES NV</name>
        <lei>724500FLODI49NSCIP70</lei>
        <title>TECHNIP ENERGIES NV 1.125% 05/28/2028 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2347284742"/>
        </identifiers>
        <balance>347000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>316841.63000000</valUSD>
        <pctVal>0.560125448942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01125000</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>AGPS BONDCO PLC</name>
        <lei>89450071QI2G8XS48K39</lei>
        <title>AGPS BONDCO PLC 1.875% 01/14/2026 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2283224231"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>634432.50000000</valUSD>
        <pctVal>1.121575434661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01875000</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>TESCO CORPORATE TREASURY SERVICES PLC</name>
        <lei>21380018AJDKNF3A6712</lei>
        <title>TESCO CORPORATE TREASURY SERVICES PLC 5.5% 02/27/2035 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2592302330"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>241824.58000000</valUSD>
        <pctVal>0.427507273705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC (UNGTD) 7.125/VAR PERP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1998799792"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>214917.79000000</valUSD>
        <pctVal>0.379940362033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEUTSCHE BANK AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG 6.125%/VAR 12/12/30 RGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2592017300"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>234234.41000000</valUSD>
        <pctVal>0.414089064176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06125000</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>Fidelity Revere Street Trust</name>
        <lei>549300BDV45LJNXBZC55</lei>
        <title>Fidelity Cash Central Fund</title>
        <cusip>31635A105</cusip>
        <identifiers>
          <isin value="US31635A1051"/>
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        <balance>3471782.40900000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3472476.77000000</valUSD>
        <pctVal>6.138784886751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRITAX EUROBOX PLC</name>
        <lei>213800HK59N7H979QU33</lei>
        <title>TRITAX EUROBOX PLC 0.95% 06/02/2026 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2347379377"/>
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        <balance>110000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>99501.18000000</valUSD>
        <pctVal>0.175902210570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00950000</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>AKELIUS RESIDENTIAL AB</name>
        <lei>213800REBFN6T3PU8L97</lei>
        <title>AKELIUS RESIDENTIAL AB 3.875/VAR 10/05/2078 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1788973573"/>
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        <balance>151000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>157105.95000000</valUSD>
        <pctVal>0.277738252941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2078-10-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03875000</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>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>FX Forward: EUR/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="293840"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>15637.12000000</valUSD>
        <pctVal>0.027643933217</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA, N.A.</counterpartyName>
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            <amtCurSold>720313.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>678000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>15637.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALIMENTATION COUCHE-TARD INC</name>
        <lei>549300OSW32RVX8CCZ87</lei>
        <title>ALIMENTATION COUCHE-TARD INC 2.95% 01/25/2030 144A</title>
        <cusip>01626PAM8</cusip>
        <identifiers>
          <isin value="US01626PAM86"/>
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        <balance>54000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47244.27000000</valUSD>
        <pctVal>0.083520331415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02950000</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>BANK OF IRELAND GROUP PLC</name>
        <lei>635400C8EK6DRI12LJ39</lei>
        <title>BANK IRELAND GROUP PLC 2.029%/VAR 09/30/2027 144A</title>
        <cusip>06279JAB5</cusip>
        <identifiers>
          <isin value="US06279JAB52"/>
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        <balance>695000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>600854.90000000</valUSD>
        <pctVal>1.062215595253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02029000</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>EUREX DEUTSCHLAND</name>
        <lei>N/A</lei>
        <title>EURO-SCHATZ FUT JUN23 DUM3</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C671E48"/>
        </identifiers>
        <balance>8.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>8152.88000000</valUSD>
        <pctVal>0.014412991027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUREX DEUTSCHLAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GERMANY FEDERAL REPUBLIC OF</issuerName>
                <issueTitle>EURO-SCHATZ FUT UNDERLYING GENERIC IV FOR FUTURES TRADING</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="093992HT5"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-06-08</expDate>
            <notionalAmt>893521.07000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>8152.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VONOVIA FINANCE BV</name>
        <lei>5299009XLZLD9TALOZ03</lei>
        <title>VONOVIA FINANCE BV 5% 10/02/2023 144A</title>
        <cusip>25155FAB2</cusip>
        <identifiers>
          <isin value="US25155FAB22"/>
        </identifiers>
        <balance>218000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216868.51000000</valUSD>
        <pctVal>0.383388923750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRUDENTIAL FUNDING ASIA PLC</name>
        <lei>2549005TNASWKLR0XC37</lei>
        <title>PRUDENTIAL FUNDING ASIA PLC 2.95%/VAR 11/03/2033 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2403426427"/>
        </identifiers>
        <balance>1042000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>862255.00000000</valUSD>
        <pctVal>1.524329264994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02950000</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>QBE INS GROUP LTD</name>
        <lei>549300D2FBW76FPUSG65</lei>
        <title>QBE INS GROUP LTD 6.75%/VAR 12/02/2044 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1144495808"/>
        </identifiers>
        <balance>677000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>667691.25000000</valUSD>
        <pctVal>1.180371598142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06750000</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>MPT OPER PARTNERSHIP LP / MPT FIN CORP</name>
        <lei>N/A</lei>
        <title>MPT OPER PARTNERSHIP LP/CORP 2.5% 03/24/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2322419776"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>137577.24000000</valUSD>
        <pctVal>0.243214609517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</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>CHICAGO BOARD OF TRADE</name>
        <lei>N/A</lei>
        <title>US LONG BOND(CBT) FUT JUN23 USM3</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USM3"/>
        </identifiers>
        <balance>52.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>314639.40000000</valUSD>
        <pctVal>0.556232257673</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UST NOTES</issuerName>
                <issueTitle>UST NOTES 0% 06/30/2040</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="993994EL2"/>
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            </descRefInstrmnt>
            <expDate>2023-06-21</expDate>
            <notionalAmt>6505485.60000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>314639.40000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT</name>
        <lei>969500I3QVK40XEORU25</lei>
        <title>HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT 0.625% 09/16/2028 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2385390724"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>175370.16000000</valUSD>
        <pctVal>0.310026462119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00625000</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>LAGARDERE SA</name>
        <lei>969500VX2NV2AQQ65G45</lei>
        <title>LAGARDERE SA 2.125% 10/16/2026 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0013449261"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>210637.23000000</valUSD>
        <pctVal>0.372373014927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02125000</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 HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 4.7870/VAR 03/10/2032 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2597114284"/>
        </identifiers>
        <balance>180000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>199179.01000000</valUSD>
        <pctVal>0.352116710156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04787000</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>VOLKSWAGEN INTL FINANCE NV</name>
        <lei>5299004PWNHKYTR23649</lei>
        <title>VOLKSWAGEN INTL FINANCE NV 3.375/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1799938995"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>104502.42000000</valUSD>
        <pctVal>0.184743604929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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        <name>LEIGHTON FIN USA PTY LTD</name>
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        <name>SAMHALLSBYGGNADSBOLAGET I NORDEN AB</name>
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        <name>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: USD/EUR settle 2023-04-20</title>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <name>PETROLEOS MEXICANOS</name>
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        <name>NATIONAL EXPRESS GROUP PLC</name>
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        <name>AES CORP</name>
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        <name>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>FX Forward: EUR/USD settle 2023-04-20</title>
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        <name>ARGENTUM NETHERLANDS BV</name>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SAMHALLSBYGGNADSBOLAGET I NORDEN AB</name>
        <lei>549300HX9MRFY47AH564</lei>
        <title>SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.624/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2010032618"/>
        </identifiers>
        <balance>313000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>125595.94000000</valUSD>
        <pctVal>0.222033582764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MPT OPER PARTNERSHIP LP / MPT FIN CORP</name>
        <lei>N/A</lei>
        <title>MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031</title>
        <cusip>55342UAM6</cusip>
        <identifiers>
          <isin value="US55342UAM62"/>
        </identifiers>
        <balance>267000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177819.33000000</valUSD>
        <pctVal>0.314356203908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NATWEST GRP PLC(UNGTD) 2.105/VAR 11/28/2031 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2346516250"/>
        </identifiers>
        <balance>486000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>504719.99000000</valUSD>
        <pctVal>0.892264412946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02105000</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>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: USD/CAD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="293713"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-72.24000000</valUSD>
        <pctVal>-0.00012770879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <amtCurSold>37000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>27311.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>-72.24000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QBE INS GROUP LTD</name>
        <lei>549300D2FBW76FPUSG65</lei>
        <title>QBE INS GROUP LTD 5.25%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1707749229"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350983.21000000</valUSD>
        <pctVal>0.620482315005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN and CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward: EUR/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="291364"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-2185.95000000</valUSD>
        <pctVal>-0.00386441082</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS HARRIMAN and CO.</counterpartyName>
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            <amtCurSold>321314.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>294000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>-2185.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NATWEST GRP PLC(UNGTD) 7.416%/VAR 06/06/2033 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2563349765"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>186149.08000000</valUSD>
        <pctVal>0.329081872875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.07416000</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>THE BERKELEY GROUP PLC</name>
        <lei>2138001V85JLYR7AUB61</lei>
        <title>THE BERKELEY GROUP PLC 2.5% 08/11/2031 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2370445921"/>
        </identifiers>
        <balance>313000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>268545.78000000</valUSD>
        <pctVal>0.474746091869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</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>CENTENE CORP DEL</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 4.625% 12/15/2029</title>
        <cusip>15135BAT8</cusip>
        <identifiers>
          <isin value="US15135BAT89"/>
        </identifiers>
        <balance>281000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264207.44000000</valUSD>
        <pctVal>0.467076598942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</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>AERCAP HOLDINGS NV</name>
        <lei>549300SZYINBBLJQU475</lei>
        <title>AERCAP HOLDINGS NV 5.875/VAR 10/10/2079</title>
        <cusip>00774YAA7</cusip>
        <identifiers>
          <isin value="US00774YAA73"/>
        </identifiers>
        <balance>452000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>411631.93000000</valUSD>
        <pctVal>0.727699575305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NGG FINANCE PLC</name>
        <lei>549300MLDJ2T68G21W86</lei>
        <title>NGG FINANCE PLC 2.125/VAR 09/05/2082 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2010045511"/>
        </identifiers>
        <balance>729000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>662127.92000000</valUSD>
        <pctVal>1.170536518345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2082-09-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02125000</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>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>FX Forward: EUR/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="295994"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>1333.02000000</valUSD>
        <pctVal>0.002356566673</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA, N.A.</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <amtCurSold>64880.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>61000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>1333.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DCP MIDSTREAM OPERATING LP</name>
        <lei>549300Y6CTBSE0QIPL28</lei>
        <title>DCP MIDSTREAM OPER LP 5.375% 07/15/2025</title>
        <cusip>23311VAG2</cusip>
        <identifiers>
          <isin value="US23311VAG23"/>
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        <balance>625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>621925.92000000</valUSD>
        <pctVal>1.099465796678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05375000</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>EUREX DEUTSCHLAND</name>
        <lei>N/A</lei>
        <title>EURO-BUND FUTURE JUN23 RXM3</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C671E22"/>
        </identifiers>
        <balance>16.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>68306.79000000</valUSD>
        <pctVal>0.120755506195</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUREX DEUTSCHLAND</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GERMANY FEDERAL REPUBLIC OF</issuerName>
                <issueTitle>EURO-BUND FUT UNDERLYING GENERIC IV FOR FUTURES TRADING</issueTitle>
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                  <other otherDesc="Internal" value="093992HS7"/>
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            <expDate>2023-06-08</expDate>
            <notionalAmt>2247971.10000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>68306.79000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN and CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward: USD/GBP settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="293846"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-15520.53000000</valUSD>
        <pctVal>-0.02743782069</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS HARRIMAN and CO.</counterpartyName>
              <counterpartyLei>5493006KMX1VFTPYPW14</counterpartyLei>
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            <amtCurSold>503000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>605186.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>-15520.53000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>JPSW SWAP CDS 12/20/27 ISPIM B</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Bloomberg" value="COSPP00AUA"/>
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        <balance>900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>-1453.83000000</valUSD>
        <pctVal>-0.00257013947</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>INTESA SANPAOLO SPA</issuerName>
                <issueTitle>INTESA SANPAOLO SPA 1.75% 03/20/2028 REGS</issueTitle>
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                  <isin value="XS1785340172"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="0.01000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>5205.01000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
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        <name>CITIBANK, N.A.</name>
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        <name>BANK OF AMERICA, N.A.</name>
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        <name>BROWN BROTHERS HARRIMAN and CO.</name>
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        <name>CREDIT SUISSE GRP AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
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        <name>AVOLON HOLDINGS FUNDING LTD</name>
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        <name>CREDIT SUISSE GRP AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
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        <name>COOPERATIEVE RABOBANK UA</name>
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        <pctVal>0.192411736619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC (UNGTD) 8.875%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2492482828"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>222048.00000000</valUSD>
        <pctVal>0.392545435669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTENE CORP DEL</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 4.25% 12/15/2027</title>
        <cusip>15135BAR2</cusip>
        <identifiers>
          <isin value="US15135BAR24"/>
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        <balance>396000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>381522.24000000</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>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 5.402%/VAR 08/11/2033</title>
        <cusip>404280DH9</cusip>
        <identifiers>
          <isin value="US404280DH94"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197681.06000000</valUSD>
        <pctVal>0.349468573557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05402000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZURICH FINANCE (IRELAND) DAC</name>
        <lei>549300E0FVHYR37EGX65</lei>
        <title>ZURICH FINANCE (IRELAND) DAC 3.5%/VAR 05/02/2052 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2416978190"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>341523.00000000</valUSD>
        <pctVal>0.603758173126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03500000</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>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: EUR/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="295628"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>669.33000000</valUSD>
        <pctVal>0.001183268646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>66629.98000000</amtCurSold>
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            <curPur>EUR</curPur>
            <settlementDt>2023-04-20</settlementDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE FINANCIALS</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE JUN23 G M3</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00KCBQ8522"/>
        </identifiers>
        <balance>-20.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>-64869.43000000</valUSD>
        <pctVal>-0.11467880215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE FUTURES EUROPE FINANCIALS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UNITED KINGDOM,G.B. and N.IRELAND</issuerName>
                <issueTitle>LONG GILT FUTURE UNDERLYING</issueTitle>
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                  <other otherDesc="Internal" value="467991GP4"/>
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            </descRefInstrmnt>
            <expDate>2023-06-28</expDate>
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            <curCd>GBP</curCd>
            <unrealizedAppr>-64869.43000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ELECTRICITE DE FRANCE</name>
        <lei>549300X3UK4GG3FNMO06</lei>
        <title>EDF SA 5.625/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="USF2893TAM83"/>
        </identifiers>
        <balance>220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211750.00000000</valUSD>
        <pctVal>0.374340214742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HEIMSTADEN BOSTAD AB</name>
        <lei>549300TJR3PR8EXILG79</lei>
        <title>HEIMSTADEN BOSTAD AB 3.248%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2010037765"/>
        </identifiers>
        <balance>625000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>413533.41000000</valUSD>
        <pctVal>0.731061088559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2199-12-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03248000</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>BAYER AG</name>
        <lei>549300J4U55H3WP1XT59</lei>
        <title>BAYER AG 3.75% 07/01/2074 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A11QR73"/>
        </identifiers>
        <balance>382000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>401598.74000000</valUSD>
        <pctVal>0.709962496207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2074-07-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03750000</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>AIB GROUP PLC</name>
        <lei>635400AKJBGNS5WNQL34</lei>
        <title>AIB GROUP PLC 2.875%/VAR 05/30/2031 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2230399441"/>
        </identifiers>
        <balance>150000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>147152.55000000</valUSD>
        <pctVal>0.260142229831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02875000</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>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>FX Forward: EUR/USD settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="292330"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-379.30000000</valUSD>
        <pctVal>-0.00067054188</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA, N.A.</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <amtCurSold>91559.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>84000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>-379.30000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>FX Forward: USD/GBP settle 2023-04-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="291846"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>470.54000000</valUSD>
        <pctVal>0.000831839644</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA, N.A.</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <amtCurSold>76000.00000000</amtCurSold>
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            <amtCurPur>94255.37000000</amtCurPur>
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            <settlementDt>2023-04-20</settlementDt>
            <unrealizedAppr>470.54000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC 1.985%/VAR 12/15/2031</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2351166421"/>
        </identifiers>
        <balance>278000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>291830.96000000</valUSD>
        <pctVal>0.515910574899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01985000</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>BLACKSTONE PRIVATE CREDIT FUND</name>
        <lei>549300ORP3TTCNXSYO43</lei>
        <title>BLACKSTONE PRIVATE CREDIT FUND 4.875% 04/14/2026 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2468125609"/>
        </identifiers>
        <balance>556000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>627550.97000000</valUSD>
        <pctVal>1.109409987587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</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>DEUTSCHE BANK AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG 4%/VAR 06/24/2032 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000DL19WN3"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92208391"/>
        <valUSD>562847.69000000</valUSD>
        <pctVal>0.995024912122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04000000</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>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK AS (UNGTD) 4.625%/VAR 04/13/2027 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2586741543"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.81063554"/>
        <valUSD>120825.47000000</valUSD>
        <pctVal>0.213600152945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2023-04-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Laura M. Del Prato</ncom:nameOfApplicant>
      <ncom:signature>Laura M. Del Prato</ncom:signature>
      <ncom:signerName>Laura M. Del Prato</ncom:signerName>
      <ncom:title>President and Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
