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      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SOCIETE GENERALE FRANCE 6.691%/VAR 01/10/2034 144A</title>
        <cusip>83368RBS0</cusip>
        <identifiers>
          <isin value="US83368RBS04"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>216577.79000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>RWE FINANCE US LLC</name>
        <lei>529900J7MYLKI84UP772</lei>
        <title>RWE FINANCE US LLC 5.875% 04/16/2034 144A</title>
        <cusip>749983AA0</cusip>
        <identifiers>
          <isin value="US749983AA01"/>
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        <balance>801000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>837462.34000000</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>2034-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05875000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF IRELAND GROUP PLC</name>
        <lei>635400C8EK6DRI12LJ39</lei>
        <title>BANK IRELAND GROUP PLC 5.601/VAR 03/20/2030 144A</title>
        <cusip>06279JAD1</cusip>
        <identifiers>
          <isin value="US06279JAD19"/>
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        <balance>205000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212247.69000000</valUSD>
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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>2030-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05601000</annualizedRt>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.375% 11/30/2028</title>
        <cusip>91282CJN2</cusip>
        <identifiers>
          <isin value="US91282CJN20"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1030625.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04375000</annualizedRt>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNPI SWAP CDS 12/20/29 SOCGEN B</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Bloomberg" value="COSPT00FX9"/>
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        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
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        <pctVal>0.015840993915</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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                <issuerName>SOCIETE GENERALE</issuerName>
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                  <isin value="XS1195574881"/>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC (UNGTD) 5.262%/VAR 01/29/2034 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2560422581"/>
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        <balance>490000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05262000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>
          <isin value="XS2464405229"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
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        <pctVal>1.109512078785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTESA SANPAOLO SPA</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
        <title>INTESA SANPAOLO SPA 6.625% 06/20/2033 144A</title>
        <cusip>46115HBZ9</cusip>
        <identifiers>
          <isin value="US46115HBZ91"/>
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        <balance>275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300588.31000000</valUSD>
        <pctVal>0.254576548831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06625000</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>NORDEA BANK ABP</name>
        <lei>529900ODI3047E2LIV03</lei>
        <title>NORDEA BANK ABP 4.125% 05/05/2028 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2618906585"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>694999.66000000</valUSD>
        <pctVal>0.588614423767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HEATHROW FUNDING LTD</name>
        <lei>7TI96JO3DYEIQWZ7Z726</lei>
        <title>HEATHROW FUNDING LTD 6% 03/05/2032 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2777627907"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>605407.52000000</valUSD>
        <pctVal>0.512736363827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</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>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: USD/EUR settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="86432"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-939.97000000</valUSD>
        <pctVal>-0.00079608657</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <settlementDt>2024-10-03</settlementDt>
            <unrealizedAppr>-939.97000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CANADA, GOVERNMENT OF</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>CANADA GOVERNMENT OF 2.75% 06/01/2033</title>
        <cusip>135087Q23</cusip>
        <identifiers>
          <isin value="CA135087Q236"/>
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        <balance>260000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35245000"/>
        <valUSD>189923.32000000</valUSD>
        <pctVal>0.160851309714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</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>
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      <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>1100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>1139015.72000000</valUSD>
        <pctVal>0.964663898814</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>BAYER US FIN LLC</name>
        <lei>54930093Q75GSEM74I71</lei>
        <title>BAYER US FIN LLC 6.5% 11/21/2033 144A</title>
        <cusip>07274EAL7</cusip>
        <identifiers>
          <isin value="US07274EAL74"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>541172.59000000</valUSD>
        <pctVal>0.458334025978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANGLIAN WATER SVCS FINANC PLC</name>
        <lei>213800DL377MH46PDY63</lei>
        <title>ANGLIAN WATER SVCS FINANC PLC 5.875% 06/20/2031 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2638380506"/>
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        <balance>135000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>182399.27000000</valUSD>
        <pctVal>0.154478983783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05875000</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>ROYAL SCHIPHOL GROUP NV</name>
        <lei>724500XSMG4AYQ8NDK42</lei>
        <title>ROYAL SCHIPHOL GROUP NV 3.375% 09/17/2036 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2901969902"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>388220.97000000</valUSD>
        <pctVal>0.328795070994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-17</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>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
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        <name>BANK OF AMERICA, N.A.</name>
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        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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        <identifiers>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <couponKind>Fixed</couponKind>
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        <name>ELECTRICITE DE FRANCE</name>
        <lei>549300X3UK4GG3FNMO06</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <balance>800000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
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        <name>JAPAN GOVERNMENT OF</name>
        <lei>353800WZS8AXZXFUC241</lei>
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        <name>SIRIUS REAL ESTATE LTD</name>
        <lei>213800NURUF5W8QSK566</lei>
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        <identifiers>
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        <balance>300000.00000000</balance>
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          <couponKind>Fixed</couponKind>
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        <name>ARGENTUM NETHERLANDS BV</name>
        <lei>724500RPEZI5VVQQWE89</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1261170515"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1301170.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS 2.159/VAR 09/15/2029 144A</title>
        <cusip>09659W2R4</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>205037.21000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02159000</annualizedRt>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 3.75% 08/31/2031</title>
        <cusip>91282CLJ8</cusip>
        <identifiers>
          <isin value="US91282CLJ89"/>
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        <balance>970000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <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>300000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>REWE INT FINANCE</name>
        <lei>5299003XLG8J4YTHLX44</lei>
        <title>REWE INT FINANCE 4.875% 09/13/2030 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2679898184"/>
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        <balance>100000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN and CO.</name>
        <lei>5493006KMX1VFTPYPW14</lei>
        <title>FX Forward: USD/JPY settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="86102"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-25296.23000000</valUSD>
        <pctVal>-0.02142407644</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>326150000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2244318.67000000</amtCurPur>
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            <unrealizedAppr>-25296.23000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CBRE GLOBAL INVESTOR PAN EUROPEAN CORE FUND</name>
        <lei>529900J5H3JGJ83AUZ88</lei>
        <title>CBRE GLOBAL INVESTOR PAN EUROPEAN CORE FUND 4.75% 03/27/2034 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2793256137"/>
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        <balance>150000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>175848.09000000</valUSD>
        <pctVal>0.148930608348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENEL FINANCE INTL NV</name>
        <lei>0YQH6LCEF474UTUV4B96</lei>
        <title>ENEL FINANCE INTL NV 5.5% 06/26/2034 144A</title>
        <cusip>29278GBE7</cusip>
        <identifiers>
          <isin value="US29278GBE70"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>363668.88000000</valUSD>
        <pctVal>0.308001227286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</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>JPSW SWAP CDS 12/20/29 ISPIM B</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Bloomberg" value="COSPTG0GFT"/>
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        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
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        <pctVal>0.013103037762</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMORGAN CHASE BANK NA NEW YORK NY</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>INTESA SANPAOLO SPA</issuerName>
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                  <isin value="XS2589361240"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <terminationDt>2029-12-20</terminationDt>
            <upfrontPmnt>15452.17000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>650000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>84.05000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 4.625% 05/15/2044</title>
        <cusip>912810UB2</cusip>
        <identifiers>
          <isin value="US912810UB25"/>
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        <balance>775000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>821378.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: USD/GBP settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="86540"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-9578.34000000</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>306000.00000000</amtCurSold>
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            <settlementDt>2024-10-03</settlementDt>
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        <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 4.875%/VAR 10/03/2078 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1888180996"/>
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        <balance>250000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
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        <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>
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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>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.5% 05/31/2029</title>
        <cusip>91282CKT7</cusip>
        <identifiers>
          <isin value="US91282CKT70"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208000.00000000</valUSD>
        <pctVal>0.176160949695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</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>CAIXABANK SA</name>
        <lei>7CUNS533WID6K7DGFI87</lei>
        <title>CAIXABANK SA 3.625%/VAR 09/19/2032 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2902578249"/>
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        <balance>1100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
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        <pctVal>1.043981382728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03625000</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>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>1100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
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        <pctVal>1.011107428933</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>
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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"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>299877.22000000</valUSD>
        <pctVal>0.253974307054</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>
        <name>LOGICOR FINANCING SARL</name>
        <lei>254900IS16Q1A2TQFN22</lei>
        <title>LOGICOR FINANCING SARL 4.25% 07/18/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2860968085"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>452938.96000000</valUSD>
        <pctVal>0.383606525710</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>0.04250000</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>LOGICOR FINANCING SARL</name>
        <lei>254900IS16Q1A2TQFN22</lei>
        <title>LOGICOR FINANCING SARL 0.875% 01/14/2031 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2286012849"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>231150.61000000</valUSD>
        <pctVal>0.195767841251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNPI SWAP CDS 12/20/29 AXASA B</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Bloomberg" value="COSP7H005F"/>
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        <balance>950000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>-5948.82000000</valUSD>
        <pctVal>-0.00503822009</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AXA SA</issuerName>
                <issueTitle>AXA SA 8.6% 12/15/2030</issueTitle>
                <identifiers>
                  <cusip value="054536AA5"/>
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              </otherRefInst>
            </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"/>
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            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>6460.82000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>950000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>484.83000000</unrealizedAppr>
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        <securityLending>
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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 7.39%/VAR 11/03/2028</title>
        <cusip>404280DR7</cusip>
        <identifiers>
          <isin value="US404280DR76"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378909.32000000</valUSD>
        <pctVal>0.320908777210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.07390000</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>CPI PROPERTY GROUP SA</name>
        <lei>222100CO2ZOTEPGJO223</lei>
        <title>CPI PROPERTY GROUP SA 7% 05/07/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2815976126"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>230600.16000000</valUSD>
        <pctVal>0.195301649930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>RECKITT BENCKISER TREAS SVCS PLC</name>
        <lei>213800LAXWIUOOBZ3908</lei>
        <title>RECKITT BENCKISER TREAS SVCS PLC 3.875% 09/14/2033 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2681384041"/>
        </identifiers>
        <balance>290000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>333324.63000000</valUSD>
        <pctVal>0.282301843162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</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>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA 5.716%/VAR 01/18/2030 144A</title>
        <cusip>05571AAV7</cusip>
        <identifiers>
          <isin value="US05571AAV70"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258200.12000000</valUSD>
        <pctVal>0.218676818993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05716000</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>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"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>310914.41000000</valUSD>
        <pctVal>0.263322008363</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>329729.97000000</valUSD>
        <pctVal>0.279257426241</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>
        </debtSec>
        <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>1659000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>2219747.83000000</valUSD>
        <pctVal>1.879965797199</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>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.125% 07/31/2031</title>
        <cusip>91282CLD1</cusip>
        <identifiers>
          <isin value="US91282CLD10"/>
        </identifiers>
        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1747830.01000000</valUSD>
        <pctVal>1.480285550327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</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>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SOCIETE GENERALE FRANCE 4.75% 11/24/2025 144A</title>
        <cusip>83367TBR9</cusip>
        <identifiers>
          <isin value="US83367TBR95"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198707.18000000</valUSD>
        <pctVal>0.168290603558</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>1300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>1295439.45000000</valUSD>
        <pctVal>1.097143479736</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>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 6.8%/VAR 09/14/2031</title>
        <cusip>404280EB1</cusip>
        <identifiers>
          <isin value="XS2685873908"/>
        </identifiers>
        <balance>160000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>231485.73000000</valUSD>
        <pctVal>0.196051663643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06800000</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>TELSTRA GROUP LTD</name>
        <lei>894500WRW54CVN62K416</lei>
        <title>TELSTRA GROUP LTD 3.5% 09/03/2036 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2895610488"/>
        </identifiers>
        <balance>575000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>650123.02000000</valUSD>
        <pctVal>0.550607156837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</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>JOHN LEWIS PLC</name>
        <lei>213800JSUFNZLZLCVJ25</lei>
        <title>JOHN LEWIS PLC 4.25% 12/18/2034 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1140961563"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>104596.28000000</valUSD>
        <pctVal>0.088585480862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-18</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>ANGLIAN WATER SVCS FINANC PLC</name>
        <lei>213800DL377MH46PDY63</lei>
        <title>ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS0151948980"/>
        </identifiers>
        <balance>225000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>310928.91000000</valUSD>
        <pctVal>0.263334288814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06293000</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>WP CAREY INC</name>
        <lei>54930042CRNE713E3Q67</lei>
        <title>WP CAREY INC 4.25% 07/23/2032</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2819335311"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>114687.62000000</valUSD>
        <pctVal>0.097132115661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-23</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>BANCO BILBAO VIZCAYA ARGENTARIA S.A</name>
        <lei>K8MS7FD7N5Z2WQ51AZ71</lei>
        <title>BANCO BILBAO VIZ ARGENTARIA SA 6.1%/VAR 03/13/2035</title>
        <cusip>05946KAR2</cusip>
        <identifiers>
          <isin value="US05946KAR23"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>636331.28000000</valUSD>
        <pctVal>0.538926550989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06033000</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>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"/>
        </identifiers>
        <balance>340000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>429334.75000000</valUSD>
        <pctVal>0.363615467775</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMPRION GMBH</name>
        <lei>529900ZIV0ETYHYZM863</lei>
        <title>AMPRION GMBH 3.125% 08/27/2030 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A383QQ2"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>222612.19000000</valUSD>
        <pctVal>0.188536417327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-27</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>SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC</name>
        <lei>549300ECJZDA7203MK64</lei>
        <title>SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 3.375% 09/04/2032 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2894895684"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>449436.54000000</valUSD>
        <pctVal>0.380640229395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
        <name>GERMANY FEDERAL REPUBLIC OF</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US LONG BOND(CBT) FUT DEC24 USZ4</title>
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        <identifiers>
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        <balance>29.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GSCM SWAP CDS 12/20/29 UCGIM B</title>
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        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 5YR NOTE (CBT) FUT DEC24 FVZ4</title>
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      <invstOrSec>
        <name>SSE PLC</name>
        <lei>549300KI75VYLLMSK856</lei>
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        <identifiers>
          <isin value="XS2195190876"/>
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        <balance>400000.00000000</balance>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>AMPRION GMBH</name>
        <lei>529900ZIV0ETYHYZM863</lei>
        <title>AMPRION GMBH 3.625% 05/21/2031 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A383BP6"/>
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        <balance>100000.00000000</balance>
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        <name>ADMIRAL GROUP PLC</name>
        <lei>213800FGVM7Z9EJB2685</lei>
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        <identifiers>
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        <issuerCat>CORP</issuerCat>
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        <name>AIB GROUP PLC</name>
        <lei>635400AKJBGNS5WNQL34</lei>
        <title>AIB GROUP PLC 6.25%/VAR PERP REGS</title>
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        <identifiers>
          <isin value="XS2010031057"/>
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        <invCountry>IE</invCountry>
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        <name>EUROPEAN INVESTMENT BANK</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EUROPEAN INVESTMENT BANK 3% 11/15/2028 REGS</title>
        <cusip>N/A</cusip>
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        <invCountry>LU</invCountry>
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        <name>CHICAGO BOARD OF TRADE</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 2YR NOTE (CBT) FUT DEC24 TUZ4</title>
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        <identifiers>
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        <name>GERMANY FEDERAL REPUBLIC OF</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS</title>
        <cusip>N/A</cusip>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>CREDIT SUISSE GRP AG</name>
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        <name>BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL</name>
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        <name>ICE FUTURES EUROPE FINANCIALS</name>
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        <name>KBC GROUPE SA/NV</name>
        <lei>213800X3Q9LSAKRUWY91</lei>
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        <name>BAT INTERNATIONAL FINANCE PLC</name>
        <lei>21380041YBGOQDFAC823</lei>
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        <identifiers>
          <isin value="XS2801975991"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>JDE PEETS BV</name>
        <lei>724500EHG519SE5ZRT89</lei>
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        <cusip>47216QAC7</cusip>
        <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: USD/GBP settle 2024-10-03</title>
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        <identifiers>
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        <name>ENEL SPA</name>
        <lei>WOCMU6HCI0OJWNPRZS33</lei>
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        <identifiers>
          <isin value="XS1713463559"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ZF EUROPE FINANCE BV</name>
        <lei>549300RI533US2G6G542</lei>
        <title>ZF EUROPE FINANCE BV 2% 02/23/2026 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2010039381"/>
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        <balance>200000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG 4.125%/VAR 06/09/2033 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH1305916897"/>
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        <balance>660000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>HEIMSTADEN AB</name>
        <lei>549300WD2QBD89VBPV88</lei>
        <title>HEIMSTADEN AB 4.375% 03/06/2027 REGS</title>
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        <identifiers>
          <isin value="SE0016589105"/>
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        <balance>500000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <name>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>FX Forward: USD/AUD settle 2024-10-03</title>
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        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="86429"/>
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        <curCd>N/A</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>SOUTHERN WTR SERVICES FIN LTD</name>
        <lei>213800BTY35K1724Z452</lei>
        <title>SOUTHERN WTR SERVICES FIN LTD 2.375% 05/28/2028 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2180916525"/>
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        <balance>120000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANGLIAN WATER (OSPREY) FINANCING PLC</name>
        <lei>21380072JDZ74GW9ZY87</lei>
        <title>ANGLIAN WATER (OSPREY) FINANCING PLC 2% 07/31/2028 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2356450846"/>
        </identifiers>
        <balance>175000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>183944.27000000</valUSD>
        <pctVal>0.155787486991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ENGIE SA</name>
        <lei>LAXUQCHT4FH58LRZDY46</lei>
        <title>ENGIE SA 4.25% 09/06/2034 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400KHH8"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>352889.37000000</valUSD>
        <pctVal>0.298871762291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-06</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>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>FX Forward: USD/EUR settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="86117"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-379348.50000000</valUSD>
        <pctVal>-0.32128073089</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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            <curSold>EUR</curSold>
            <amtCurPur>54130766.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-03</settlementDt>
            <unrealizedAppr>-379348.50000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOUTHERN COMPANY</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SOUTHERN COMPANY EUSA5 1.875/VAR 09/15/2081</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2387675395"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>872848.75000000</valUSD>
        <pctVal>0.739239734329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2081-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01875000</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>COMMERZBANK AG</name>
        <lei>851WYGNLUQLFZBSYGB56</lei>
        <title>COMMERZBANK AG 8.625%/VAR 02/28/2033 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2560994381"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>144568.15000000</valUSD>
        <pctVal>0.122438762498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.08625000</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>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>FX Forward: EUR/USD settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="87167"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-250723.66000000</valUSD>
        <pctVal>-0.21234479834</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>CITIBANK, N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>56083321.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50155000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2024-10-03</settlementDt>
            <unrealizedAppr>-250723.66000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward: GBP/USD settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="87161"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-39208.58000000</valUSD>
        <pctVal>-0.03320683023</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
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            <amtCurSold>18427609.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13754000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2024-10-03</settlementDt>
            <unrealizedAppr>-39208.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ACCENTRO REAL ESTATE AG</name>
        <lei>391200VKLY50XNAFCM46</lei>
        <title>ACCENTRO REAL ESTATE AG STEP 02/13/2026 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A254YS5"/>
        </identifiers>
        <balance>472500.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>222482.51000000</valUSD>
        <pctVal>0.188426587751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05625000</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>SOUTHERN WTR SERVICES FIN LTD</name>
        <lei>213800BTY35K1724Z452</lei>
        <title>SOUTHERN WTR SERVICES FIN LTD 1.625% 03/30/2027 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2325617939"/>
        </identifiers>
        <balance>208000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>229962.81000000</valUSD>
        <pctVal>0.194761860597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01625000</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>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 3.5% 02/15/2033</title>
        <cusip>91282CGM7</cusip>
        <identifiers>
          <isin value="US91282CGM73"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>982578.12000000</valUSD>
        <pctVal>0.832172571006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIB GROUP PLC</name>
        <lei>635400AKJBGNS5WNQL34</lei>
        <title>AIB GROUP PLC 5.25/VAR 10/23/2031 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2707169111"/>
        </identifiers>
        <balance>550000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>672041.50000000</valUSD>
        <pctVal>0.569170523436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05250000</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>ENGIE SA</name>
        <lei>LAXUQCHT4FH58LRZDY46</lei>
        <title>ENGIE SA 3.875% 03/06/2036 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400OJC7"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>341961.69000000</valUSD>
        <pctVal>0.289616808028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-06</maturityDt>
          <couponKind>Fixed</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>CIA DE SEGUROS FIDELIDADE SA</name>
        <lei>529900FNLE8ZOPUOT704</lei>
        <title>CIA DE SEGUROS FIDELIDADE SA 4.25%/VAR 09/04/2031 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="PTFIDBOM0009"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>329052.71000000</valUSD>
        <pctVal>0.278683836026</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>
          <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>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"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>257951.13000000</valUSD>
        <pctVal>0.218465942480</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>
          <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>ING GROEP NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV 4.75%/VAR 05/23/2034 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2624977554"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>1093001.99000000</valUSD>
        <pctVal>0.925693598930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04750000</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>UNIVERSAL MUSIC GROUP NV</name>
        <lei>724500GJBUL3D9TW9Y18</lei>
        <title>UNIVERSAL MUSIC GROUP NV 4% 06/13/2031 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2631848665"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>234040.68000000</valUSD>
        <pctVal>0.198215521424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</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>BAYER US FIN LLC</name>
        <lei>54930093Q75GSEM74I71</lei>
        <title>BAYER US FIN LLC 6.375% 11/21/2030 144A</title>
        <cusip>07274EAK9</cusip>
        <identifiers>
          <isin value="US07274EAK91"/>
        </identifiers>
        <balance>560000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>599540.75000000</valUSD>
        <pctVal>0.507767634140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06375000</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>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"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>613641.31000000</valUSD>
        <pctVal>0.519709788182</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS 2.50%/VAR 03/31/2032 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0014009HA0"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>647751.78000000</valUSD>
        <pctVal>0.548598888133</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 5.95% 01/28/2031</title>
        <cusip>71654QDE9</cusip>
        <identifiers>
          <isin value="US71654QDE98"/>
        </identifiers>
        <balance>880000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>759352.00000000</valUSD>
        <pctVal>0.643116199390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05950000</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 8.201%/VAR 11/16/2034 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2553549903"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>588741.56000000</valUSD>
        <pctVal>0.498621501609</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.625% 04/30/2029</title>
        <cusip>91282CKP5</cusip>
        <identifiers>
          <isin value="US91282CKP58"/>
        </identifiers>
        <balance>1795000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1874372.66000000</valUSD>
        <pctVal>1.587458018601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-30</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>AROUNDTOWN FINANCE SARL</name>
        <lei>8945006LEXV2KWSWVP51</lei>
        <title>AROUNDTOWN FINANCE SARL 7.875%/VAR PERP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2812484728"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>665580.00000000</valUSD>
        <pctVal>0.563698100473</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>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 1.125% 08/15/2040</title>
        <cusip>912810SQ2</cusip>
        <identifiers>
          <isin value="US912810SQ22"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>458472.66000000</valUSD>
        <pctVal>0.388293169207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</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>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 6.25% 05/15/2030</title>
        <cusip>912810FM5</cusip>
        <identifiers>
          <isin value="US912810FM54"/>
        </identifiers>
        <balance>2660000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3016294.52000000</valUSD>
        <pctVal>2.554583207715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06250000</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>BOSCH (ROBERT) GMBH</name>
        <lei>529900F0LT5OP4SV6122</lei>
        <title>BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2629470761"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>230488.84000000</valUSD>
        <pctVal>0.195207369945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04375000</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>VIRGIN MONEY UK PLC</name>
        <lei>213800ZK9VGCYYR6O495</lei>
        <title>VIRGIN MONEY UK PLC 7.625%/VAR 08/23/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2667626233"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>873986.67000000</valUSD>
        <pctVal>0.740203470233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.07625000</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>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 4% 11/15/2042</title>
        <cusip>912810TM0</cusip>
        <identifiers>
          <isin value="US912810TM09"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>698684.38000000</valUSD>
        <pctVal>0.591735114991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</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>HEIMSTADEN BOSTAD AB</name>
        <lei>549300TJR3PR8EXILG79</lei>
        <title>HEIMSTADEN BOSTAD AB 3.625/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2397251807"/>
        </identifiers>
        <balance>150000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>147079.40000000</valUSD>
        <pctVal>0.124565609541</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>DEUTSCHE BANK AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG 3.25%/VAR 05/24/2028 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000DL19WU8"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>445555.66000000</valUSD>
        <pctVal>0.377353404845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>FX Forward: USD/CAD settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="86128"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-2597.52000000</valUSD>
        <pctVal>-0.00219991149</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>361000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>264332.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-03</settlementDt>
            <unrealizedAppr>-2597.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GREAT PORTLAND ESTATES PLC</name>
        <lei>213800JMEDD2Q4N1MC42</lei>
        <title>GREAT PORTLAND ESTATES PLC 5.375% 09/25/2031 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2902759625"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>265739.67000000</valUSD>
        <pctVal>0.225062272302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05375000</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>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG 7/VAR PERP RGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0271428333"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200476.00000000</valUSD>
        <pctVal>0.169788666111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GTC AURORA LUXEMBOURG SA</name>
        <lei>549300UAWIR6P1PVC062</lei>
        <title>GTC AURORA LUXEMBOURG SA 2.25% 06/23/2026 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2356039268"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>502787.59000000</valUSD>
        <pctVal>0.425824708411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARKS and SPENCER PLC</name>
        <lei>213800CN1RI3UCIZWB95</lei>
        <title>MARKS and SPENCER PLC STEP 07/10/2027 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2024535036"/>
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        <balance>270000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>353309.36000000</valUSD>
        <pctVal>0.299227463432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04500000</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>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MTR CR CO LLC 4.445% 02/14/2030</title>
        <cusip>345397E41</cusip>
        <identifiers>
          <isin value="XS2767246908"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>282161.71000000</valUSD>
        <pctVal>0.238970551929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04445000</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>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>FX Forward: USD/EUR settle 2024-12-05</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="87170"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>246204.44000000</valUSD>
        <pctVal>0.208517346008</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>CITIBANK, N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>50516000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>56625506.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-12-05</settlementDt>
            <unrealizedAppr>246204.44000000</unrealizedAppr>
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        </derivativeInfo>
        <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/EUR settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="86857"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>1422.84000000</valUSD>
        <pctVal>0.001205042527</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>427000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>476759.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-03</settlementDt>
            <unrealizedAppr>1422.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>1400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>1277896.21000000</valUSD>
        <pctVal>1.082285624836</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>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"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>717643.36000000</valUSD>
        <pctVal>0.607791999232</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>WERFENLIFE SA</name>
        <lei>9598003BHZ02SG7LKD16</lei>
        <title>WERFENLIFE SA 4.625% 06/06/2028 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2630465875"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>348056.85000000</valUSD>
        <pctVal>0.294778967519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-06</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>COOPERATIEVE RABOBANK UA</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>COOPERATIEVE RABOBANK UA 3.822% 07/26/2034 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2753315626"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>230078.09000000</valUSD>
        <pctVal>0.194859494416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03822000</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>SW FINANCE I PLC</name>
        <lei>549300BHN1HB5BNG2R96</lei>
        <title>SW FINANCE I PLC 7.375% 12/12/2041 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2731297235"/>
        </identifiers>
        <balance>160000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>189262.93000000</valUSD>
        <pctVal>0.160292007168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07375000</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>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK AS (UNGTD) 3.875%/VAR 01/09/2032 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2741808898"/>
        </identifiers>
        <balance>1415000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>1617139.00000000</valUSD>
        <pctVal>1.369599721297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-09</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITYCON OYJ</name>
        <lei>549300P8N0P6KDGTJ206</lei>
        <title>CITYCON OYJ 7.875%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2830463118"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>311403.71000000</valUSD>
        <pctVal>0.263736410059</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>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>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>130865.61000000</valUSD>
        <pctVal>0.110833702596</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMPASS GROUP PLC</name>
        <lei>2138008M6MH9OZ6U2T68</lei>
        <title>COMPASS GROUP PLC 3.25% 09/16/2033 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2895051212"/>
        </identifiers>
        <balance>375000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>417054.86000000</valUSD>
        <pctVal>0.353215289484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</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>MONTREAL EXCHANGE (THE)</name>
        <lei>549300DKBYNOI0B1NP44</lei>
        <title>CAN 10YR BOND FUT DEC24 CNZ4</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CNZ4"/>
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        <balance>38.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35245000"/>
        <valUSD>19333.89000000</valUSD>
        <pctVal>0.016374405883</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MONTREAL EXCHANGE (THE)</counterpartyName>
              <counterpartyLei>549300DKBYNOI0B1NP44</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CANADA, GOVERNMENT OF</issuerName>
                <issueTitle>CAN 10YR BOND UNDERLYING GENERIC IV FOR FUTURES TRADING</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="KPR592000"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-12-18</expDate>
            <notionalAmt>3502409.08000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>19333.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RCI BANQUE S A</name>
        <lei>96950001WI712W7PQG45</lei>
        <title>RCI BANQUE S A 5.5%/VAR 10/09/2034 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400QY14"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>227394.06000000</valUSD>
        <pctVal>0.192586315215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-09</maturityDt>
          <couponKind>Variable</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>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>310635.64000000</valUSD>
        <pctVal>0.263085910344</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>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>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>592796.94000000</valUSD>
        <pctVal>0.502056115033</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>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC 4.75%/VAR 09/21/2031 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2690137299"/>
        </identifiers>
        <balance>670000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>802088.62000000</valUSD>
        <pctVal>0.679311024227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04750000</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>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>FX Forward: USD/EUR settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="86297"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>59.00000000</valUSD>
        <pctVal>0.000049968730</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>ES7IP3U3RHIGC71XBU11</counterpartyLei>
            </counterparties>
            <amtCurSold>40000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>44587.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-03</settlementDt>
            <unrealizedAppr>59.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC 4.5%/VAR 01/11/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2569069375"/>
        </identifiers>
        <balance>230000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>268147.26000000</valUSD>
        <pctVal>0.227101326826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-11</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>SCANDINAVIAN TOBACCO GROUP</name>
        <lei>5299003KG4JS99TRML67</lei>
        <title>SCANDINAVIAN TOBACCO GROUP 4.875% 09/12/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2891752888"/>
        </identifiers>
        <balance>150000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>169423.49000000</valUSD>
        <pctVal>0.143489437015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-12</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>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG 4.75%/VAR 03/17/2032 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH1255915014"/>
        </identifiers>
        <balance>1070000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>1281136.88000000</valUSD>
        <pctVal>1.085030237840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04750000</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="0.74797113"/>
        <valUSD>267431.71000000</valUSD>
        <pctVal>0.226495307751</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>800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>1098769.68000000</valUSD>
        <pctVal>0.930578415026</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fidelity Revere Street Trust</name>
        <lei>549300BDV45LJNXBZC55</lei>
        <title>Fidelity Cash Central Fund</title>
        <cusip>31635A105</cusip>
        <identifiers>
          <isin value="US31635A1051"/>
        </identifiers>
        <balance>4667671.65900000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4668605.19000000</valUSD>
        <pctVal>3.953970788578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>210000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>224658.83000000</valUSD>
        <pctVal>0.190269773318</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>FX Forward: USD/CAD settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="86126"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</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>CITIBANK, N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>0.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>0.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-03</settlementDt>
            <unrealizedAppr>0.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: USD/EUR settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="86927"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>299.90000000</valUSD>
        <pctVal>0.000253993600</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>
            </counterparties>
            <amtCurSold>88000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>98261.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-03</settlementDt>
            <unrealizedAppr>299.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNPI SWAP CDS 12/20/29 ASSGEN B</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Bloomberg" value="COSP3P0044"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>6318.97000000</valUSD>
        <pctVal>0.005351710366</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GENERALI</issuerName>
                <issueTitle>GENERALI 4.125% 05/04/2026 REGS</issueTitle>
                <identifiers>
                  <isin value="XS1062900912"/>
                </identifiers>
              </otherRefInst>
            </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>2029-12-20</terminationDt>
            <upfrontPmnt>7532.85000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>650000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-1217.60000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 3.75% 12/31/2028</title>
        <cusip>91282CJR3</cusip>
        <identifiers>
          <isin value="US91282CJR34"/>
        </identifiers>
        <balance>444000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>446983.13000000</valUSD>
        <pctVal>0.378562368647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</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>DNB BANK ASA</name>
        <lei>549300GKFG0RYRRQ1414</lei>
        <title>DNB BANK ASA 0.25%/VAR 02/23/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2306517876"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>202864.91000000</valUSD>
        <pctVal>0.171811900026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00250000</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>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1203839.00000000</valUSD>
        <pctVal>1.019564526541</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>
        </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 6.75%/VAR 12/02/2044 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1144495808"/>
        </identifiers>
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        <curCd>USD</curCd>
        <valUSD>570000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-12-02</maturityDt>
          <couponKind>Variable</couponKind>
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      <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"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
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        <pctVal>0.164118053609</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FX Forward: USD/CAD settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="86426"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>29.94000000</valUSD>
        <pctVal>0.000025357013</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>
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            <amtCurSold>39000.00000000</amtCurSold>
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            <amtCurPur>28867.21000000</amtCurPur>
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            <settlementDt>2024-10-03</settlementDt>
            <unrealizedAppr>29.94000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NATWEST GROUP PLC 4.771/VAR 02/16/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2623518821"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
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        <pctVal>0.594899406050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04771000</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>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.5% 11/15/2033</title>
        <cusip>91282CJJ1</cusip>
        <identifiers>
          <isin value="US91282CJJ18"/>
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        <balance>965000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1019092.78000000</valUSD>
        <pctVal>0.863097845926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</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>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward: USD/GBP settle 2024-12-05</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="87164"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>38701.24000000</valUSD>
        <pctVal>0.032777149965</pctVal>
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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>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
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            <settlementDt>2024-12-05</settlementDt>
            <unrealizedAppr>38701.24000000</unrealizedAppr>
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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 4.787%/VAR 03/10/2032 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2597114284"/>
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        <balance>470000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>564244.94000000</valUSD>
        <pctVal>0.477874636977</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>
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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 4.856%/VAR 05/23/2033 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2621539910"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>605804.06000000</valUSD>
        <pctVal>0.513072204514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04856000</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>CARRIER GLOBAL CORP</name>
        <lei>549300JE3W6CWY2NAN77</lei>
        <title>CARRIER GLOBAL CORP 4.5% 11/29/2032</title>
        <cusip>14448CBG8</cusip>
        <identifiers>
          <isin value="XS2751689048"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>239820.60000000</valUSD>
        <pctVal>0.203110695445</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>0.04500000</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>LEIGHTON FIN USA PTY LTD</name>
        <lei>213800SWJBM5VMCQJW54</lei>
        <title>LEIGHTON FIN USA PTY LTD 1.5% 05/28/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2346973741"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>595231.14000000</valUSD>
        <pctVal>0.504117706301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01500000</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>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MTR CR CO LLC 6.86% 06/05/2026</title>
        <cusip>345397C84</cusip>
        <identifiers>
          <isin value="XS2595035234"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>544741.88000000</valUSD>
        <pctVal>0.461356956345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06860000</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 and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 3.761%/VAR 03/21/2034 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2791972248"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>342944.49000000</valUSD>
        <pctVal>0.290449168515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03761000</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>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC 3.75% 02/28/2036</title>
        <cusip>92343VGV0</cusip>
        <identifiers>
          <isin value="XS2770514946"/>
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        <balance>225000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>255248.52000000</valUSD>
        <pctVal>0.216177027363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-28</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>GERMANY FEDERAL REPUBLIC OF</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>GERMANY FEDERAL REPUBLIC OF 2.5% 07/04/2044 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0001135481"/>
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        <balance>1570000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>1756219.46000000</valUSD>
        <pctVal>1.487390807439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-04</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>
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      </invstOrSec>
      <invstOrSec>
        <name>PROLOGIS INTERNATIONAL FUNDING II SA</name>
        <lei>213800JNRWW2C9DWI388</lei>
        <title>PROLOGIS INTL FDG II SA 4.375% 07/01/2036 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2847688251"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>115825.82000000</valUSD>
        <pctVal>0.098096088704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04375000</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/EUR settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="86680"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-234.72000000</valUSD>
        <pctVal>-0.00019879085</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>88000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>97726.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-03</settlementDt>
            <unrealizedAppr>-234.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MOBICO GROUP PLC</name>
        <lei>213800A8IQEMY8PA5X34</lei>
        <title>MOBICO GROUP PLC 4.25%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2259808702"/>
        </identifiers>
        <balance>190000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>230625.21000000</valUSD>
        <pctVal>0.195322865468</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>ING GROEP NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV 4.5%/VAR 05/23/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2624976077"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>581695.46000000</valUSD>
        <pctVal>0.492653964746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04500000</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>ARGENTUM NETHERLANDS BV</name>
        <lei>724500RPEZI5VVQQWE89</lei>
        <title>ARGENTUM NETHERLANDS BV 5.625%/VAR 08/15/2052 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1423777215"/>
        </identifiers>
        <balance>964000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>977785.20000000</valUSD>
        <pctVal>0.828113314568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 4.656%/VAR 03/02/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2595028536"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>350916.09000000</valUSD>
        <pctVal>0.297200536912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04656000</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>P3 GROUP SARL</name>
        <lei>529900GR62MT0O5VW110</lei>
        <title>P3 GROUP SARL 4% 04/19/2032 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2901491261"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>333624.41000000</valUSD>
        <pctVal>0.282555735130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-19</maturityDt>
          <couponKind>Fixed</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>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>650000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>347302.80000000</valUSD>
        <pctVal>0.294140341730</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>
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      </invstOrSec>
      <invstOrSec>
        <name>TITANIUM 2L BONDCO SARL</name>
        <lei>636700S4QMU2DWYOSF67</lei>
        <title>TITANIUM 2L BONDCO SARL PIK 6.25% 01/14/2031</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A3L3AG9"/>
        </identifiers>
        <balance>2363000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>736504.57000000</valUSD>
        <pctVal>0.623766079357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WARNERMEDIA HOLDINGS INC</name>
        <lei>549300DXR29GD4N0A520</lei>
        <title>WARNERMEDIA HOLDINGS INC 4.693% 05/17/2033</title>
        <cusip>55903VBH5</cusip>
        <identifiers>
          <isin value="XS2721621154"/>
        </identifiers>
        <balance>425000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>470779.61000000</valUSD>
        <pctVal>0.398716265360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04693000</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>ABN AMRO BANK NV</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
        <title>ABN AMRO BANK NV 3.875% 01/15/2032 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2747610751"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>459083.10000000</valUSD>
        <pctVal>0.388810167717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</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>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>650000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>814856.85000000</valUSD>
        <pctVal>0.690124791163</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>
        </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 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="86108"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-588090.42000000</valUSD>
        <pctVal>-0.49807003314</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>14248000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>18460763.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-03</settlementDt>
            <unrealizedAppr>-588090.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALPHA TRAINS FINANCE SA</name>
        <lei>529900FR0E130P05IY43</lei>
        <title>ALPHA TRAINS FINANCE SA 2.064% 06/30/2030 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1208436219"/>
        </identifiers>
        <balance>802000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>873477.27000000</valUSD>
        <pctVal>0.739772045291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02064000</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>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 3.625% 05/15/2053</title>
        <cusip>912810TR9</cusip>
        <identifiers>
          <isin value="US912810TR95"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>455019.53000000</valUSD>
        <pctVal>0.385368617955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</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>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"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>422798.94000000</valUSD>
        <pctVal>0.358080109618</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>
        </debtSec>
        <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>400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>426941.61000000</valUSD>
        <pctVal>0.361588651356</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>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>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>449991.34000000</valUSD>
        <pctVal>0.381110104851</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>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.25% 02/28/2029</title>
        <cusip>91282CKD2</cusip>
        <identifiers>
          <isin value="US91282CKD29"/>
        </identifiers>
        <balance>2685000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2759571.69000000</valUSD>
        <pctVal>2.337157546459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-28</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>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP 5.834% 02/20/2031</title>
        <cusip>05526DBY0</cusip>
        <identifiers>
          <isin value="US05526DBY04"/>
        </identifiers>
        <balance>93000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98647.65000000</valUSD>
        <pctVal>0.083547421679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>E.ON SE</name>
        <lei>Q9MAIUP40P25UFBFG033</lei>
        <title>E.ON SE 3.375% 01/15/2031 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2747600018"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</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>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>FX Forward: USD/AUD settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="86090"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-572.75000000</valUSD>
        <pctVal>-0.00048507780</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS AG</counterpartyName>
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            <amtCurSold>27000.00000000</amtCurSold>
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            <amtCurPur>18094.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-03</settlementDt>
            <unrealizedAppr>-572.75000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MOBICO GROUP PLC</name>
        <lei>213800A8IQEMY8PA5X34</lei>
        <title>MOBICO GROUP PLC 4.875% 09/26/2031 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2693304813"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>548213.02000000</valUSD>
        <pctVal>0.464296760762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</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>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"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>793094.33000000</valUSD>
        <pctVal>0.671693511399</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>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNPI SWAP CDS 12/20/29 HEIGR B</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Bloomberg" value="COSPD1003G"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>-159704.01000000</valUSD>
        <pctVal>-0.13525774072</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HEIDELBERG MATERIALS AG</issuerName>
                <issueTitle>HEIDELBERG MATERIALS AG 3.75% 05/31/2032 REGS</issueTitle>
                <identifiers>
                  <isin value="XS2577874782"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="0.05000000"/>
            <terminationDt>2029-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>157876.88000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>710000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-1749.04000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JYSKE BANK</name>
        <lei>3M5E1GQGKL17HI6CPN30</lei>
        <title>JYSKE BANK AS 5%/VAR 10/26/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2615271629"/>
        </identifiers>
        <balance>225000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>262715.20000000</valUSD>
        <pctVal>0.222500765055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 4.375% 08/15/2043</title>
        <cusip>912810TU2</cusip>
        <identifiers>
          <isin value="US912810TU25"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51412.11000000</valUSD>
        <pctVal>0.043542337131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04375000</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/EUR settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="86352"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-2408.37000000</valUSD>
        <pctVal>-0.00203971512</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <amtCurSold>535000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>593154.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-03</settlementDt>
            <unrealizedAppr>-2408.37000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DUKE ENERGY CORP NEW</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP NEW 3.85% 06/15/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2488626883"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>615349.99000000</valUSD>
        <pctVal>0.521156916507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03850000</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>SEVERN TRENT WATER UTIL FIN</name>
        <lei>213800KY9PT6WBH33232</lei>
        <title>SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2560756798"/>
        </identifiers>
        <balance>140000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>175526.91000000</valUSD>
        <pctVal>0.148658592128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</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>BAYER AG</name>
        <lei>549300J4U55H3WP1XT59</lei>
        <title>BAYER AG 4.625% 05/26/2033 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2630111719"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>354817.90000000</valUSD>
        <pctVal>0.300505087658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</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>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 2.625% 07/31/2029</title>
        <cusip>91282CFC0</cusip>
        <identifiers>
          <isin value="US91282CFC01"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2873085.93000000</valUSD>
        <pctVal>2.433295894162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-31</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>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG 2.125%/VAR 11/15/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH1142754311"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>598523.10000000</valUSD>
        <pctVal>0.506905758224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</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>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 3.25% 05/15/2042</title>
        <cusip>912810TH1</cusip>
        <identifiers>
          <isin value="US912810TH14"/>
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        <balance>2600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2311562.50000000</valUSD>
        <pctVal>1.957726179234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</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>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.25% 06/30/2031</title>
        <cusip>91282CKW0</cusip>
        <identifiers>
          <isin value="US91282CKW00"/>
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        <balance>560000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>579731.25000000</valUSD>
        <pctVal>0.490990421001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-30</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>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS 4.125% 05/24/2033 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400I4X9"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>714767.87000000</valUSD>
        <pctVal>0.605356667264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</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>ROYAL KPN NV (KONINKLIJKE KPN)</name>
        <lei>549300YO0JZHAL7FVP81</lei>
        <title>ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 02/16/2036 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2764455619"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>113852.98000000</valUSD>
        <pctVal>0.096425235973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</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>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 3.955%/VAR 03/21/2035 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2790333889"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>343392.97000000</valUSD>
        <pctVal>0.290828998624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03955000</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>ENBW ENERGIE BADEN-WUERTTEM AG</name>
        <lei>529900JSFZ4TS59HKD79</lei>
        <title>ENBW ENERGIE BADEN-WUERTTEM AG 1.375%/VAR 08/31/2081 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2381272207"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>499651.29000000</valUSD>
        <pctVal>0.423168489245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2081-08-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01375000</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>SYDNEY FUTURES EXCHANGE LTD</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT DEC24 XMZ4</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XMZ4"/>
        </identifiers>
        <balance>12.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44644536"/>
        <valUSD>-5150.45000000</valUSD>
        <pctVal>-0.00436205847</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SYDNEY FUTURES EXCHANGE LTD</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AUSTRALIA, COMMONWEALTH OF</issuerName>
                <issueTitle>AUST 10YR BOND FUT UNDERLYING</issueTitle>
                <identifiers>
                  <other otherDesc="Internal" value="994996CQ7"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-12-16</expDate>
            <notionalAmt>937177.81000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-5150.45000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>FX Forward: CAD/USD settle 2024-10-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal FX transaction ID" value="87152"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-955.43000000</valUSD>
        <pctVal>-0.00080918007</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>
            </counterparties>
            <amtCurSold>254575.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>343000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2024-10-03</settlementDt>
            <unrealizedAppr>-955.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COOPERATIEVE RABOBANK UA</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>COOPERATIEVE RABOBANK UA 4% 01/10/2030 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2572996606"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>349283.10000000</valUSD>
        <pctVal>0.295817512541</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>
          <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 2.75% 04/27/2030 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2163089563"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>600124.10000000</valUSD>
        <pctVal>0.508261689380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</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) 8.875%/VAR PERP REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2492482828"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>278419.84000000</valUSD>
        <pctVal>0.235801458790</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>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"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>532692.60000000</valUSD>
        <pctVal>0.451152088037</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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>1500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>1527798.38000000</valUSD>
        <pctVal>1.293934680597</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>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNPI SWAP CDS 12/20/29 BMW B</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Bloomberg" value="COSP2L005E"/>
        </identifiers>
        <balance>1550000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>-32138.87000000</valUSD>
        <pctVal>-0.02721929741</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>BMW FINANCE NV</issuerName>
                <issueTitle>BMW FINANCE NV 0.75% 07/13/2026 REGS</issueTitle>
                <identifiers>
                  <isin value="XS2010447238"/>
                </identifiers>
              </otherRefInst>
            </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>2029-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>31962.73000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>1550000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-160.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>499678.10000000</valUSD>
        <pctVal>0.423191195375</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>430000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74797113"/>
        <valUSD>564968.80000000</valUSD>
        <pctVal>0.478487694021</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 2.25% 08/15/2046</title>
        <cusip>912810RT7</cusip>
        <identifiers>
          <isin value="US912810RT79"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>357949.22000000</valUSD>
        <pctVal>0.303157089125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</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>SCHAEFFLER AG</name>
        <lei>549300Q7E782X7GC1P43</lei>
        <title>SCHAEFFLER AG 4.75% 08/14/2029 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A3823S1"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>447352.72000000</valUSD>
        <pctVal>0.378875384635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</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>COMMERZBANK AG</name>
        <lei>851WYGNLUQLFZBSYGB56</lei>
        <title>COMMERZBANK AG 4.875%/VAR 10/16/2034 REGS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000CZ45YE5"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89835152"/>
        <valUSD>344044.79000000</valUSD>
        <pctVal>0.291381043001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-16</maturityDt>
          <couponKind>Variable</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>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2024-10-30</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>
