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        <cusip>61747YEF8</cusip>
        <identifiers>
          <isin value="US61747YEF88"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119646.65</valUSD>
        <pctVal>0.0748851983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.484000000000</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 SUBORDINATED 04/27 3.95</title>
        <cusip>61761JZN2</cusip>
        <identifiers>
          <isin value="US61761JZN26"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>12000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11332.72</valUSD>
        <pctVal>0.0070929941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</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>Medline Borrower LP</name>
        <lei>N/A</lei>
        <title>MOZART DEBT MERGER SUB INC SR SECURED 144A 04/29 3.875</title>
        <cusip>62482BAA0</cusip>
        <identifiers>
          <isin value="US62482BAA08"/>
          <ticker value="MEDIND"/>
        </identifiers>
        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48357.6</valUSD>
        <pctVal>0.0302663590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>Medline Borrower LP</name>
        <lei>N/A</lei>
        <title>MOZART DEBT MERGER SUB INC SR UNSECURED 144A 10/29 5.25</title>
        <cusip>62482BAB8</cusip>
        <identifiers>
          <isin value="US62482BAB80"/>
          <ticker value="MEDIND"/>
        </identifiers>
        <balance>207000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164413.89</valUSD>
        <pctVal>0.1029044002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>NCL Corporation Ltd.</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
        <title>NCL CORP LTD SR UNSECURED 144A 02/29 7.75</title>
        <cusip>62886HBG5</cusip>
        <identifiers>
          <isin value="US62886HBG56"/>
          <ticker value="NCLH"/>
        </identifiers>
        <balance>78000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58698.12</valUSD>
        <pctVal>0.0367383488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</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>NCL Corporation Ltd.</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
        <title>NCL CORP LTD COMPANY GUAR 144A 02/27 2.5</title>
        <cusip>62886HBJ9</cusip>
        <identifiers>
          <isin value="US62886HBJ95"/>
          <ticker value="NCLH"/>
        </identifiers>
        <balance>58000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41615</valUSD>
        <pctVal>0.0260462581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>NCL Corp., Ltd.</name>
              <title>NCL Corp., Ltd.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="BMG667211046"/>
                <ticker value="NCLH"/>
                <other otherDesc="BLOOMBERG" value="EQ0096699900001000"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="28.976500000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NIO Inc.</name>
        <lei>N/A</lei>
        <title>NIO INC SR UNSECURED 144A 02/27 0.5</title>
        <cusip>62914VAF3</cusip>
        <identifiers>
          <isin value="US62914VAF31"/>
          <ticker value="NIO"/>
        </identifiers>
        <balance>502000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375897.6</valUSD>
        <pctVal>0.2352691557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>NIO, Inc.</name>
              <title>NIO, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US62914V1061"/>
                <ticker value="NIO"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000067366356"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.745800000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NYMT LOAN TRUST I SERIES 2021- NYMT 2021 BPL1 A1 144A</name>
        <lei>N/A</lei>
        <title>NEW YORK MORTGAGE TRUST NYMT 2021 BPL1 A1 144A</title>
        <cusip>62955KAA8</cusip>
        <identifiers>
          <isin value="US62955KAA88"/>
          <ticker value="NYMT"/>
        </identifiers>
        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213285.37</valUSD>
        <pctVal>0.1334923897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.239000000000</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>Nabors Industries Inc.</name>
        <lei>549300VFQWRKICUFNU92</lei>
        <title>NABORS INDUSTRIES INC COMPANY GUAR 01/24 0.75</title>
        <cusip>62957HAB1</cusip>
        <identifiers>
          <isin value="US62957HAB15"/>
          <ticker value="NBR"/>
        </identifiers>
        <balance>16000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14720</valUSD>
        <pctVal>0.0092130462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Nabors Industries, Inc.</name>
              <title>Nabors Industries, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="BMG6359F1370"/>
                <ticker value="NBR"/>
                <other otherDesc="BLOOMBERG" value="EQ0010562000001000"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.801800000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Malaysia Government Bond</name>
        <lei>N/A</lei>
        <title>MALAYSIA GOVERNMENT BOND BONDS 04/31 2.632</title>
        <cusip>ZO9018995</cusip>
        <identifiers>
          <isin value="MYBMO2000028"/>
          <ticker value="MGS"/>
        </identifiers>
        <balance>1580000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.405"/>
        <valUSD>323310.53</valUSD>
        <pctVal>0.2023556293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.632000000000</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>Country Garden Holdings Company Limited</name>
        <lei>549300MGHLPT1EFHGF84</lei>
        <title>COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 10/30 3.875</title>
        <cusip>ZO9642588</cusip>
        <identifiers>
          <isin value="XS2240971825"/>
          <ticker value="COGARD"/>
        </identifiers>
        <balance>290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152659.2</valUSD>
        <pctVal>0.0955473009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>HUNGARY GOVERNMENT BOND BONDS 04/33 2.25</name>
        <lei>N/A</lei>
        <title>HUNGARY GOVERNMENT BOND BONDS 04/33 2.25</title>
        <cusip>ZO9985268</cusip>
        <identifiers>
          <isin value="HU0000404744"/>
          <ticker value="HGB"/>
        </identifiers>
        <balance>31890000</balance>
        <units>PA</units>
        <currencyConditional curCd="HUF" exchangeRt="372.9975"/>
        <valUSD>49475.73</valUSD>
        <pctVal>0.0309661813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>BRAZIL LETRAS DO TESOURO NACIO BILLS 01/24 0.00000</name>
        <lei>N/A</lei>
        <title>BRAZIL LETRAS DO TESOURO NACIO BILLS 01/24 0.00000</title>
        <cusip>ZP2084744</cusip>
        <identifiers>
          <isin value="BRSTNCLTN7S1"/>
          <ticker value="BLTN"/>
        </identifiers>
        <balance>1533000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975"/>
        <valUSD>256237.69</valUSD>
        <pctVal>0.1603756581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</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>Yuzhou Group Holdings Company Limited</name>
        <lei>N/A</lei>
        <title>YUZHOU GROUP HOLDINGS CO LTD SR SECURED REGS 01/26 7.375</title>
        <cusip>ZP2920954</cusip>
        <identifiers>
          <isin value="XS2100653778"/>
          <ticker value="YUZHOU"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17982</valUSD>
        <pctVal>0.0112546873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-13</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Medco Bell Pte. Ltd.</name>
        <lei>N/A</lei>
        <title>MEDCO BELL PTE LTD SR SECURED REGS 01/27 6.375</title>
        <cusip>ZP5617490</cusip>
        <identifiers>
          <isin value="USY56607AA51"/>
          <ticker value="MEDCIJ"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180338.45</valUSD>
        <pctVal>0.1128713641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</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>Indonesia Government International Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA GOVERNMENT INTERNATI SR UNSECURED 10/31 1.4</title>
        <cusip>ZQ2589344</cusip>
        <identifiers>
          <isin value="XS2069959398"/>
          <ticker value="INDON"/>
        </identifiers>
        <balance>380000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>316743.18</valUSD>
        <pctVal>0.1982452150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.400000000000</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>Indonesia Treasury Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA TREASURY BOND BONDS 04/40 7.5</title>
        <cusip>ZQ4375866</cusip>
        <identifiers>
          <isin value="IDG000014101"/>
          <ticker value="INDOGB"/>
        </identifiers>
        <balance>1003000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>66184.73</valUSD>
        <pctVal>0.0414241154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>NEW ZEALAND GOVERNMENT BOND BONDS 05/31 1.5</name>
        <lei>N/A</lei>
        <title>NEW ZEALAND GOVERNMENT BOND SR UNSECURED 05/31 1.5</title>
        <cusip>ZR6098787</cusip>
        <identifiers>
          <isin value="NZGOVDT531C0"/>
          <ticker value="NZGB"/>
        </identifiers>
        <balance>690000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.575051"/>
        <valUSD>347474.9</valUSD>
        <pctVal>0.2174797773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</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>RUSSIAN FEDERAL BOND - OFZ BONDS 04/30 7.65</name>
        <lei>N/A</lei>
        <title>RUSSIAN FEDERAL BOND - OFZ BONDS 04/30 7.65</title>
        <cusip>ZS2796762</cusip>
        <identifiers>
          <isin value="RU000A100A82"/>
          <ticker value="RFLB"/>
        </identifiers>
        <balance>84090000</balance>
        <units>PA</units>
        <currencyConditional curCd="RUB" exchangeRt="73.75"/>
        <valUSD>342061.02</valUSD>
        <pctVal>0.2140913040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-10</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9</name>
        <lei>N/A</lei>
        <title>ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9</title>
        <cusip>03522AAJ9</cusip>
        <identifiers>
          <isin value="US03522AAJ97"/>
          <ticker value="ABIBB"/>
        </identifiers>
        <balance>17000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15454.28</valUSD>
        <pctVal>0.0096726220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</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>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/48 4.6</title>
        <cusip>035240AN0</cusip>
        <identifiers>
          <isin value="US035240AN09"/>
          <ticker value="ABIBB"/>
        </identifiers>
        <balance>14000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12165.32</valUSD>
        <pctVal>0.0076141070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</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>Antero Resources Corporation</name>
        <lei>APVBKPOULHUX7YZLKU17</lei>
        <title>ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375</title>
        <cusip>03674XAS5</cusip>
        <identifiers>
          <isin value="US03674XAS53"/>
          <ticker value="AR"/>
        </identifiers>
        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55626.6</valUSD>
        <pctVal>0.0348159265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</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>Elevance Health Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTHEM INC SR UNSECURED 05/30 2.25</title>
        <cusip>036752AN3</cusip>
        <identifiers>
          <isin value="US036752AN31"/>
          <ticker value="ANTM"/>
        </identifiers>
        <balance>29000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23990.09</valUSD>
        <pctVal>0.0150150685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 03/27 5.75</name>
        <lei>N/A</lei>
        <title>ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 03/27 5.75</title>
        <cusip>03690AAD8</cusip>
        <identifiers>
          <isin value="US03690AAD81"/>
          <ticker value="AM"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28360.72</valUSD>
        <pctVal>0.0177505859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375</name>
        <lei>N/A</lei>
        <title>ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375</title>
        <cusip>03690AAH9</cusip>
        <identifiers>
          <isin value="US03690AAH95"/>
          <ticker value="AM"/>
        </identifiers>
        <balance>62000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56682.88</valUSD>
        <pctVal>0.0354770377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</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>Apache Corporation</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>APACHE CORP SR UNSECURED 10/28 4.375</title>
        <cusip>037411BE4</cusip>
        <identifiers>
          <isin value="US037411BE40"/>
          <ticker value="APA"/>
        </identifiers>
        <balance>58000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52203.53</valUSD>
        <pctVal>0.0326734739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Apellis Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>APELLIS PHARMACEUTICALS INC SR UNSECURED 09/26 3.5</title>
        <cusip>03753UAB2</cusip>
        <identifiers>
          <isin value="US03753UAB26"/>
          <ticker value="APLS"/>
        </identifiers>
        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92062.5</valUSD>
        <pctVal>0.0576206569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Apellis Pharmaceuticals, Inc.</name>
              <title>Apellis Pharmaceuticals, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US03753U1060"/>
                <ticker value="APLS"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000039294435"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="25.340500000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JFIN CLO 2016 Ltd.</name>
        <lei>N/A</lei>
        <title>JFIN CLO 2016 LTD JFIN 2016 1A DR 144A</title>
        <cusip>03754WAL5</cusip>
        <identifiers>
          <isin value="US03754WAL54"/>
          <ticker value="JFIN"/>
        </identifiers>
        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163291.28</valUSD>
        <pctVal>0.1022017740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.758000000000</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>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC SR UNSECURED 05/50 2.65</title>
        <cusip>037833DW7</cusip>
        <identifiers>
          <isin value="US037833DW79"/>
          <ticker value="AAPL"/>
        </identifiers>
        <balance>22000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14555.3</valUSD>
        <pctVal>0.0091099628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</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>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC SR UNSECURED 02/28 1.2</title>
        <cusip>037833EC0</cusip>
        <identifiers>
          <isin value="US037833EC07"/>
          <ticker value="AAPL"/>
        </identifiers>
        <balance>47000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39820.56</valUSD>
        <pctVal>0.0249231427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.200000000000</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>Aramark Services Inc.</name>
        <lei>42YMHYH0XMHJEXDUB065</lei>
        <title>ARAMARK SERVICES INC COMPANY GUAR 144A 05/25 6.375</title>
        <cusip>038522AR9</cusip>
        <identifiers>
          <isin value="US038522AR99"/>
          <ticker value="ARMK"/>
        </identifiers>
        <balance>196000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193591.16</valUSD>
        <pctVal>0.1211660536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</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>Aramark Services Inc.</name>
        <lei>42YMHYH0XMHJEXDUB065</lei>
        <title>ARAMARK SVCS INC TERM LOAN B 1</title>
        <cusip>03852JAL5</cusip>
        <identifiers>
          <isin value="US03852JAL52"/>
          <ticker value="ARMK"/>
        </identifiers>
        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124023.75</valUSD>
        <pctVal>0.0776247652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.134</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARBOR REALTY COMMERCIAL REAL E ARCLO 2021 FL3 B 144A</name>
        <lei>N/A</lei>
        <title>ARBOR REALTY COMMERCIAL REAL E ARCLO 2021 FL3 B 144A</title>
        <cusip>03880KAE4</cusip>
        <identifiers>
          <isin value="US03880KAE47"/>
          <ticker value="ARCLO"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103726.8</valUSD>
        <pctVal>0.0649211824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.917860000000</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>ArcelorMittal S.A.</name>
        <lei>2EULGUTUI56JI9SAL165</lei>
        <title>ARCELORMITTAL SA SR UNSECURED 11/27 6.55</title>
        <cusip>03938LBE3</cusip>
        <identifiers>
          <isin value="US03938LBE39"/>
          <ticker value="MTNA"/>
        </identifiers>
        <balance>23000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23108.22</valUSD>
        <pctVal>0.0144631182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.550000000000</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>ArcelorMittal S.A.</name>
        <lei>2EULGUTUI56JI9SAL165</lei>
        <title>ARCELORMITTAL SA SR UNSECURED 11/32 6.8</title>
        <cusip>03938LBF0</cusip>
        <identifiers>
          <isin value="US03938LBF04"/>
          <ticker value="MTNA"/>
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        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134236.56</valUSD>
        <pctVal>0.0840168230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.800000000000</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>ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6</name>
        <lei>N/A</lei>
        <title>ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6</title>
        <cusip>03969YAC2</cusip>
        <identifiers>
          <isin value="US03969YAC21"/>
          <ticker value="AMPBEV"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>195789.04</valUSD>
        <pctVal>0.1225416766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>SOLD MXN/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD MXN/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LDKBB9C96"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2839.28</valUSD>
        <pctVal>-0.0017770664</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2954000.000000000000</amtCurSold>
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            <amtCurPur>146828.280000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-2839.280000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD NZD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD NZD/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LEKBB3739"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>368.11</valUSD>
        <pctVal>0.0002303950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>140000.000000000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>89324.760000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>368.110000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD MXN/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD MXN/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LIKBB24JS"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-596.68</valUSD>
        <pctVal>-0.0003734538</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1047000.000000000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>52450.690000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-596.680000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD KZT/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD KZT/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB2TDP"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1432.45</valUSD>
        <pctVal>-0.0008965508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>22900000.000000000000</amtCurSold>
            <curSold>KZT</curSold>
            <amtCurPur>47172.730000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-1432.450000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD JPY/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD JPY/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB40JG"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>499.22</valUSD>
        <pctVal>0.0003124550</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>110300000.000000000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>843809.100000000000</amtCurPur>
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            <unrealizedAppr>499.220000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD INR/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD INR/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBN7K9"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK N.A.</counterpartyName>
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            <amtCurSold>160735000.000000000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD KRW/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD KRW/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBN7MF"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>-0.1486592482</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
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            <amtCurSold>16974611000.000000000000</amtCurSold>
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            <amtCurPur>13247773.780000000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD JPY/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD JPY/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBQL87"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-59378.46</valUSD>
        <pctVal>-0.0371641643</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
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            <amtCurSold>973673000.000000000000</amtCurSold>
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            <amtCurPur>7384937.550000000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD MXN/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD MXN/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBZF0G"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5029</valUSD>
        <pctVal>-0.0031475822</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>7140000.000000000000</amtCurSold>
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            <amtCurPur>359614.400000000000</amtCurPur>
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            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-5029.000000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD JPY/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD JPY/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LSKBBWMW6"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7603.2</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>56578000.000000000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>424969.660000000000</amtCurPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Home Depot Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HOME DEPOT INC/THE SR UNSECURED 03/51 2.375</title>
        <cusip>437076CG5</cusip>
        <identifiers>
          <isin value="US437076CG52"/>
          <ticker value="HD"/>
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        <balance>2000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1193.13</valUSD>
        <pctVal>0.0007467637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</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>The Home Depot Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HOME DEPOT INC/THE SR UNSECURED 04/52 3.625</title>
        <cusip>437076CQ3</cusip>
        <identifiers>
          <isin value="US437076CQ35"/>
          <ticker value="HD"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23157.57</valUSD>
        <pctVal>0.0144940057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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 Home Depot Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HOME DEPOT INC/THE SR UNSECURED 09/52 4.95</title>
        <cusip>437076CT7</cusip>
        <identifiers>
          <isin value="US437076CT73"/>
          <ticker value="HD"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23996.01</valUSD>
        <pctVal>0.0150187738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</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>HOME PARTNERS OF AMERICA 2022- HPA 2022 1 D 144A</name>
        <lei>N/A</lei>
        <title>HOME PARTNERS OF AMERICA 2022- HPA 2022 1 D 144A</title>
        <cusip>43730NAG1</cusip>
        <identifiers>
          <isin value="US43730NAG16"/>
          <ticker value="HPA"/>
        </identifiers>
        <balance>150303.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136326.89</valUSD>
        <pctVal>0.0853251319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.730000000000</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>Home Point Capital Inc.</name>
        <lei>N/A</lei>
        <title>HOME POINT CAPITAL INC COMPANY GUAR 144A 02/26 5</title>
        <cusip>43734LAA4</cusip>
        <identifiers>
          <isin value="US43734LAA44"/>
          <ticker value="HMPT"/>
        </identifiers>
        <balance>360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248936.47</valUSD>
        <pctVal>0.1558059246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>HORIZON AIRCRAFT FINANCE II LT HORZN 2019 1 A 144A</name>
        <lei>N/A</lei>
        <title>HORIZON AIRCRAFT FINANCE II LT HORZN 2019 1 A 144A</title>
        <cusip>44040HAA0</cusip>
        <identifiers>
          <isin value="US44040HAA05"/>
          <ticker value="HORZN"/>
        </identifiers>
        <balance>198362.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156037.49</valUSD>
        <pctVal>0.0976617263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.721000000000</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>CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/31 FIXED 2.385</name>
        <lei>N/A</lei>
        <title>CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/31 FIXED 2.385</title>
        <cusip>442349ET9</cusip>
        <identifiers>
          <isin value="US442349ET98"/>
          <ticker value="HOUAPT"/>
        </identifiers>
        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194106.82</valUSD>
        <pctVal>0.1214887981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.385000000000</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>HUB International Limited</name>
        <lei>549300JQT6ATTUNS5E06</lei>
        <title>HUB INTL LTD TERM LOAN B 1</title>
        <cusip>44332EAP1</cusip>
        <identifiers>
          <isin value="US44332EAP16"/>
          <ticker value="HBGCN"/>
        </identifiers>
        <balance>142646.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140923.69</valUSD>
        <pctVal>0.0882022060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.327</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>HUB International Limited</name>
        <lei>549300JQT6ATTUNS5E06</lei>
        <title>HUB INTERNATIONAL LTD SR UNSECURED 144A 05/26 7</title>
        <cusip>44332PAD3</cusip>
        <identifiers>
          <isin value="US44332PAD33"/>
          <ticker value="HBGCN"/>
        </identifiers>
        <balance>84000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82235.16</valUSD>
        <pctVal>0.0514698595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</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>HUB International Limited</name>
        <lei>549300JQT6ATTUNS5E06</lei>
        <title>HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625</title>
        <cusip>44332PAG6</cusip>
        <identifiers>
          <isin value="US44332PAG63"/>
          <ticker value="HBGCN"/>
        </identifiers>
        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74237.51</valUSD>
        <pctVal>0.0464642400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</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>Humana Inc.</name>
        <lei>N/A</lei>
        <title>HUMANA INC SR UNSECURED 03/28 5.75</title>
        <cusip>444859BU5</cusip>
        <identifiers>
          <isin value="US444859BU54"/>
          <ticker value="HUM"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15315.5</valUSD>
        <pctVal>0.0095857615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>Hungary Government International Bond</name>
        <lei>N/A</lei>
        <title>HUNGARY GOVERNMENT INTERNATION SR UNSECURED 03/41 7.625</title>
        <cusip>445545AF3</cusip>
        <identifiers>
          <isin value="US445545AF36"/>
          <ticker value="REPHUN"/>
        </identifiers>
        <balance>54000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58945</valUSD>
        <pctVal>0.0368928676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.625000000000</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>Hyland Software Inc.</name>
        <lei>N/A</lei>
        <title>HYLAND SOFTWARE INC 2018 REFINANCING TERM LOAN</title>
        <cusip>44908XAT5</cusip>
        <identifiers>
          <isin value="US44908XAT54"/>
          <ticker value="HSI"/>
        </identifiers>
        <balance>161211.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158833.85</valUSD>
        <pctVal>0.0994119297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.884</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 Exchange Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>INTERCONTINENTAL EXCHANGE INC SR UNSECURED 06/52 4.95</title>
        <cusip>45866FAX2</cusip>
        <identifiers>
          <isin value="US45866FAX24"/>
          <ticker value="ICE"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37127.64</valUSD>
        <pctVal>0.0232376810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</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>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE + CO SR UNSECURED 10/40 5.5</title>
        <cusip>46625HHV5</cusip>
        <identifiers>
          <isin value="US46625HHV50"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>27000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26604.67</valUSD>
        <pctVal>0.0166514983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO JR SUBORDINA 12/49 VAR</title>
        <cusip>46625HJW1</cusip>
        <identifiers>
          <isin value="US46625HJW16"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>32000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31095.58</valUSD>
        <pctVal>0.0194622973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.125000000000</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>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO SR UNSECURED 07/38 VAR</title>
        <cusip>46647PAJ5</cusip>
        <identifiers>
          <isin value="US46647PAJ57"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>27000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22409.91</valUSD>
        <pctVal>0.0140260555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.882000000000</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>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO SR UNSECURED 04/51 VAR</title>
        <cusip>46647PBN5</cusip>
        <identifiers>
          <isin value="US46647PBN50"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9827.78</valUSD>
        <pctVal>0.0061510728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.109000000000</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>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO SR UNSECURED 07/33 VAR</title>
        <cusip>46647PDH6</cusip>
        <identifiers>
          <isin value="US46647PDH64"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>771222.72</valUSD>
        <pctVal>0.4826977298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.912000000000</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>JetBlue Airways Corporation</name>
        <lei>54930070J9H97ZO93T57</lei>
        <title>JETBLUE AIRWAYS CORP SR UNSECURED 04/26 0.5</title>
        <cusip>477143AP6</cusip>
        <identifiers>
          <isin value="US477143AP66"/>
          <ticker value="JBLU"/>
        </identifiers>
        <balance>377000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>274862.05</valUSD>
        <pctVal>0.1720323897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>JetBlue Airways Corp.</name>
              <title>JetBlue Airways Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US4771431016"/>
                <ticker value="JBLU"/>
                <other otherDesc="BLOOMBERG" value="EQ0038694800001000"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="38.580200000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Royalty Pharma plc</name>
        <lei>N/A</lei>
        <title>ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3</title>
        <cusip>78081BAL7</cusip>
        <identifiers>
          <isin value="US78081BAL71"/>
          <ticker value="RPRX"/>
        </identifiers>
        <balance>21000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14574.6</valUSD>
        <pctVal>0.0091220424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</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>State Street Bank and Trust Company</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>SSC GOVERNMENT MM GVMXX</title>
        <cusip>7839989D1</cusip>
        <identifiers>
          <ticker value="7839989D1010"/>
        </identifiers>
        <balance>14991792.36</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14991792.36</valUSD>
        <pctVal>9.3831573552</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>SandP Global Inc.</name>
        <lei>Y6X4K52KMJMZE7I7MY94</lei>
        <title>SandP GLOBAL INC COMPANY GUAR 144A 03/29 2.7</title>
        <cusip>78409VBB9</cusip>
        <identifiers>
          <isin value="US78409VBB99"/>
          <ticker value="SPGI"/>
        </identifiers>
        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8802.22</valUSD>
        <pctVal>0.0055091889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</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>SCE Trust V</name>
        <lei>N/A</lei>
        <title>SCE TRUST V PREFERRED STOCK VAR</title>
        <cusip>78409W201</cusip>
        <identifiers>
          <isin value="US78409W2017"/>
          <ticker value="EIX"/>
        </identifiers>
        <balance>800</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15552</valUSD>
        <pctVal>0.0097337836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPDR BLOOMBERG CONVERTIBLE SEC SPDR BLOOMBERG CONVERTIBLE S</name>
        <lei>N/A</lei>
        <title>SPDR BLOOMBERG BARCLAYS CONVER SPDR BBG BARC CONVERTIBLE</title>
        <cusip>78464A359</cusip>
        <identifiers>
          <isin value="US78464A3591"/>
          <ticker value="CWB "/>
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        <balance>7600</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>488984</valUSD>
        <pctVal>0.3060483834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="216614.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SSandC Technologies Inc.</name>
        <lei>N/A</lei>
        <title>SS C TECHNOLOGIES INC TERM LOAN B 3</title>
        <cusip>78466DBD5</cusip>
        <identifiers>
          <isin value="US78466DBD57"/>
          <ticker value="SSNC"/>
        </identifiers>
        <balance>95469.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93706.46</valUSD>
        <pctVal>0.0586495889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.134</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>SSandC Technologies Inc.</name>
        <lei>N/A</lei>
        <title>SS C TECHNOLOGIES INC TERM LOAN B 4</title>
        <cusip>78466DBE3</cusip>
        <identifiers>
          <isin value="US78466DBE31"/>
          <ticker value="SSNC"/>
        </identifiers>
        <balance>77614.46</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76180.92</valUSD>
        <pctVal>0.0476805937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.134</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>SRS Distribution Inc.</name>
        <lei>N/A</lei>
        <title>SRS DISTRIBUTION INC. 2021 TERM LOAN B</title>
        <cusip>78466YAN8</cusip>
        <identifiers>
          <isin value="US78466YAN85"/>
          <ticker value="SRSDIS"/>
        </identifiers>
        <balance>153062.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>146038.46</valUSD>
        <pctVal>0.0914034705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.884</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>Terex Corporation</name>
        <lei>YAWJZJYEQ7M1SYMOS462</lei>
        <title>TEREX CORP COMPANY GUAR 144A 05/29 5</title>
        <cusip>880779BA0</cusip>
        <identifiers>
          <isin value="US880779BA01"/>
          <ticker value="TEX"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179750</valUSD>
        <pctVal>0.1125030613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>3D Systems Corporation</name>
        <lei>5493003HHDOCCW4OP744</lei>
        <title>3D SYSTEMS CORP SR UNSECURED 11/26 0.00000</title>
        <cusip>88554DAD8</cusip>
        <identifiers>
          <isin value="US88554DAD84"/>
          <ticker value="DDD"/>
        </identifiers>
        <balance>16000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10912</valUSD>
        <pctVal>0.0068296712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>3D Systems Corp.</name>
              <title>3D Systems Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US88554D2053"/>
                <ticker value="DDD"/>
                <other otherDesc="BLOOMBERG" value="EQ0010821300001001"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="27.836400000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Toledo Hospital</name>
        <lei>N/A</lei>
        <title>TOLEDO HOSPITAL/THE SR SECURED 11/38 5.75</title>
        <cusip>889184AD9</cusip>
        <identifiers>
          <isin value="US889184AD90"/>
          <ticker value="TOLHOS"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94039.48</valUSD>
        <pctVal>0.0588580216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>Peru Government Bond</name>
        <lei>N/A</lei>
        <title>PERU GOVERNMENT BOND BONDS 08/28 6.35</title>
        <cusip>QZ7445096</cusip>
        <identifiers>
          <isin value="PEP01000C5D1"/>
          <ticker value="PERUGB"/>
        </identifiers>
        <balance>2230000</balance>
        <units>PA</units>
        <currencyConditional curCd="PEN" exchangeRt="3.79675"/>
        <valUSD>557847.14</valUSD>
        <pctVal>0.3491488789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.350000000000</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>SOLD BRL/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD BRL/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LBKBBVHZ9"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>152.95</valUSD>
        <pctVal>0.0000957293</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>55000.000000000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>10460.750000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-02</settlementDt>
            <unrealizedAppr>152.950000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD ZAR/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD ZAR/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LDKBBNVHF"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7938.09</valUSD>
        <pctVal>-0.0049683417</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>6482000.000000000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>371282.400000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-7938.090000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT PLN/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT PLN/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LDKBBPR04"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="N/A"/>
        <valUSD>18927.78</valUSD>
        <pctVal>0.0118466381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>606618.280000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2757000.000000000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>18927.780000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD SGD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD SGD/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB40H6"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-62.85</valUSD>
        <pctVal>-0.0000393370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>10000.000000000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>7411.540000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-62.850000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD THB/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD THB/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB4F6S"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-38.64</valUSD>
        <pctVal>-0.0000241842</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>13030000.000000000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>377189.170000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-38.640000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD ZAR/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD ZAR/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBNPQ2"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11523.29</valUSD>
        <pctVal>-0.0072122693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>10563000.000000000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>608704.600000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-11523.290000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD SGD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD SGD/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBPRMT"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16779.67</valUSD>
        <pctVal>-0.0105021655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2724000.000000000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>2017957.150000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-16779.670000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT PHP/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT PHP/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBPSTX"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="N/A"/>
        <valUSD>-8849.34</valUSD>
        <pctVal>-0.0055386806</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1221140.270000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>67468000.000000000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-8849.340000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD TRY/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD TRY/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBQL80"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>139.25</valUSD>
        <pctVal>0.0000871547</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2592000.000000000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>135656.380000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>139.250000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD SEK/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD SEK/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LSKBB016V"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11037.99</valUSD>
        <pctVal>0.0069085267</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>22278000.000000000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>2149245.090000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>11037.990000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT PHP/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT PHP/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LSKBBWMW0"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="N/A"/>
        <valUSD>5032.02</valUSD>
        <pctVal>0.0031494723</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>743441.010000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>41655000.000000000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>5032.020000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD TRY/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD TRY/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LSKBBWMXK"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-429.71</valUSD>
        <pctVal>-0.0002689496</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>3481000.000000000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>181566.870000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-429.710000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Yuzhou Group Holdings Company Limited</name>
        <lei>N/A</lei>
        <title>YUZHOU GROUP HOLDINGS CO LTD SR SECURED REGS 01/27 6.35</title>
        <cusip>BN2966594</cusip>
        <identifiers>
          <isin value="XS2277549155"/>
          <ticker value="YUZHOU"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17558</valUSD>
        <pctVal>0.0109893115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-13</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFI Holdings (Group) Co. Ltd.</name>
        <lei>N/A</lei>
        <title>CIFI HOLDINGS GROUP CO LTD COMPANY GUAR REGS 04/27 4.375</title>
        <cusip>BN3253588</cusip>
        <identifiers>
          <isin value="XS2280431763"/>
          <ticker value="CIFIHG"/>
        </identifiers>
        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67093.32</valUSD>
        <pctVal>0.0419927894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Indonesia Government International Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/33 1.1</title>
        <cusip>BN3328919</cusip>
        <identifiers>
          <isin value="XS2280331898"/>
          <ticker value="INDON"/>
        </identifiers>
        <balance>280000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>217701.89</valUSD>
        <pctVal>0.1362566291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.100000000000</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>TotalEnergies SE</name>
        <lei>N/A</lei>
        <title>TOTALENERGIES SE JR SUBORDINA REGS 12/99 VAR</title>
        <cusip>BN5864192</cusip>
        <identifiers>
          <isin value="XS2290960876"/>
          <ticker value="TTEFP"/>
        </identifiers>
        <balance>470000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>357825.81</valUSD>
        <pctVal>0.2239582700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.125000000000</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>CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 01/51 1.25</name>
        <lei>N/A</lei>
        <title>CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 01/51 1.25</title>
        <cusip>BN6167926</cusip>
        <identifiers>
          <isin value="XS2291692890"/>
          <ticker value="CHILE"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>57534.88</valUSD>
        <pctVal>0.0360102928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</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>SERBIA INTERNATIONAL BOND SR UNSECURED REGS 03/33 1.65</name>
        <lei>N/A</lei>
        <title>SERBIA INTERNATIONAL BOND 03/33 1.65</title>
        <cusip>BO2494579</cusip>
        <identifiers>
          <isin value="XS2308620793"/>
          <ticker value="SERBIA"/>
        </identifiers>
        <balance>475000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>307832.46</valUSD>
        <pctVal>0.1926681175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RS</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.650000000000</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>NORTH MACEDONIA GOVERNMENT INT SR UNSECURED REGS 03/28 1.625</name>
        <lei>N/A</lei>
        <title>NORTH MACEDONIA GOVERNMENT INT SR UNSECURED REGS 03/28 1.625</title>
        <cusip>BO3834856</cusip>
        <identifiers>
          <isin value="XS2310118893"/>
          <ticker value="MACEDO"/>
        </identifiers>
        <balance>1125000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>938098.54</valUSD>
        <pctVal>0.5871430183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</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>Peruvian Government International Bond</name>
        <lei>N/A</lei>
        <title>PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 03/33 1.25</title>
        <cusip>BO3978596</cusip>
        <identifiers>
          <isin value="XS2314020806"/>
          <ticker value="PERU"/>
        </identifiers>
        <balance>345000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>256873.31</valUSD>
        <pctVal>0.1607734839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</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>Mdgh Gmtn (Rsc) Ltd</name>
        <lei>N/A</lei>
        <title>MDGH GMTN RSC LTD COMPANY GUAR REGS 03/34 1</title>
        <cusip>BO3982259</cusip>
        <identifiers>
          <isin value="XS2311413160"/>
          <ticker value="MUBAUH"/>
        </identifiers>
        <balance>345000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>276514.04</valUSD>
        <pctVal>0.1730663476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</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>VTR Comunicaciones S.p.A.</name>
        <lei>N/A</lei>
        <title>VTR COMUNICACIONES SPA SR SECURED REGS 04/29 4.375</title>
        <cusip>BO5222670</cusip>
        <identifiers>
          <isin value="USP9810XAB75"/>
          <ticker value="VTRCOM"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116500</valUSD>
        <pctVal>0.0729157532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>CZECH REPUBLIC GOVERNMENT BOND BONDS 06/32 1.75</name>
        <lei>N/A</lei>
        <title>CZECH REPUBLIC GOVERNMENT BOND BONDS 06/32 1.75</title>
        <cusip>BO7153865</cusip>
        <identifiers>
          <isin value="CZ0001006233"/>
          <ticker value="CZGB"/>
        </identifiers>
        <balance>2870000</balance>
        <units>PA</units>
        <currencyConditional curCd="CZK" exchangeRt="22.5989"/>
        <valUSD>94295.52</valUSD>
        <pctVal>0.0590182735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</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>BOUGHT PEN/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT PEN/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB6RQS"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="N/A"/>
        <valUSD>665.67</valUSD>
        <pctVal>0.0004166337</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>64994.150000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>250000.000000000000</amtCurPur>
            <curPur>PEN</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>665.670000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD IDR/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD IDR/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBV48L"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1675.69</valUSD>
        <pctVal>-0.0010487914</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>5382000000.000000000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>345487.230000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-1675.690000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rakuten Group Inc.</name>
        <lei>N/A</lei>
        <title>RAKUTEN GROUP INC SUBORDINATED REGS 12/99 VAR</title>
        <cusip>BP1088817</cusip>
        <identifiers>
          <isin value="XS2332889778"/>
          <ticker value="RAKUTN"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>121379.12</valUSD>
        <pctVal>0.0759695275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.250000000000</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>Philippines Government International Bond</name>
        <lei>N/A</lei>
        <title>PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 04/41 1.75</title>
        <cusip>BP1537458</cusip>
        <identifiers>
          <isin value="XS2334361511"/>
          <ticker value="PHILIP"/>
        </identifiers>
        <balance>215000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>157294.29</valUSD>
        <pctVal>0.0984483402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</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>BOUGHT PEN/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT PEN/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LOKBB5V9F"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="N/A"/>
        <valUSD>319.9</valUSD>
        <pctVal>0.0002002210</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>55931.320000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>215000.000000000000</amtCurPur>
            <curPur>PEN</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>319.900000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Thailand Government Bond</name>
        <lei>N/A</lei>
        <title>THAILAND GOVERNMENT BOND SR UNSECURED 12/31 2</title>
        <cusip>BP2211780</cusip>
        <identifiers>
          <isin value="TH0623X3BC03"/>
          <ticker value="THAIGB"/>
        </identifiers>
        <balance>10255000</balance>
        <units>PA</units>
        <currencyConditional curCd="THB" exchangeRt="34.635"/>
        <valUSD>284211.77</valUSD>
        <pctVal>0.1778842513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>KWG Group Holdings Limited</name>
        <lei>N/A</lei>
        <title>KWG GROUP HOLDINGS LTD SR SECURED REGS 08/26 6</title>
        <cusip>BP4633833</cusip>
        <identifiers>
          <isin value="XS2343325622"/>
          <ticker value="KWGPRO"/>
        </identifiers>
        <balance>630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243031.82</valUSD>
        <pctVal>0.1521102851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75</title>
        <cusip>BP9867766</cusip>
        <identifiers>
          <isin value="PL0000113783"/>
          <ticker value="POLGB"/>
        </identifiers>
        <balance>1815000</balance>
        <units>PA</units>
        <currencyConditional curCd="PLN" exchangeRt="4.38135"/>
        <valUSD>271544.73</valUSD>
        <pctVal>0.1699561246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</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>BRAZIL LETRAS DO TESOURO NACIO BILLS 01/25 0.00000</name>
        <lei>N/A</lei>
        <title>BRAZIL LETRAS DO TESOURO NACIO BILLS 01/25 0.00000</title>
        <cusip>BQ1409128</cusip>
        <identifiers>
          <isin value="BRSTNCLTN7N2"/>
          <ticker value="BLTN"/>
        </identifiers>
        <balance>2191000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975"/>
        <valUSD>326699.79</valUSD>
        <pctVal>0.2044769207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</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>Indonesia Treasury Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA TREASURY BOND BONDS 04/32 6.375</title>
        <cusip>BQ3772713</cusip>
        <identifiers>
          <isin value="IDG000018706"/>
          <ticker value="INDOGB"/>
        </identifiers>
        <balance>3015000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>186132.54</valUSD>
        <pctVal>0.1164978056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</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>Indonesia Treasury Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA TREASURY BOND BONDS 06/42 7.125</title>
        <cusip>BQ3773885</cusip>
        <identifiers>
          <isin value="IDG000018805"/>
          <ticker value="INDOGB"/>
        </identifiers>
        <balance>446000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>28679.68</valUSD>
        <pctVal>0.0179502186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.125000000000</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>Thailand Government Bond</name>
        <lei>N/A</lei>
        <title>THAILAND GOVERNMENT BOND BONDS 06/27 1</title>
        <cusip>BQ5009007</cusip>
        <identifiers>
          <isin value="TH0623037601"/>
          <ticker value="THAIGB"/>
        </identifiers>
        <balance>7960000</balance>
        <units>PA</units>
        <currencyConditional curCd="THB" exchangeRt="34.635"/>
        <valUSD>220637.39</valUSD>
        <pctVal>0.1380939183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</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>Argentine Republic Government International Bond</name>
        <lei>N/A</lei>
        <title>ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/35 VAR</title>
        <cusip>040114HT0</cusip>
        <identifiers>
          <isin value="US040114HT09"/>
          <ticker value="ARGENT"/>
        </identifiers>
        <balance>1534439</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>389203.75</valUSD>
        <pctVal>0.2435972926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.500000000000</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>Argentine Republic Government International Bond</name>
        <lei>N/A</lei>
        <title>ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/29 1</title>
        <cusip>040114HX1</cusip>
        <identifiers>
          <isin value="US040114HX11"/>
          <ticker value="ARGENT"/>
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        <balance>34723</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9217.48</valUSD>
        <pctVal>0.0057690944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</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>Arrival</name>
        <lei>N/A</lei>
        <title>ARRIVAL SA SR UNSECURED 144A 12/26 3.5</title>
        <cusip>04271QAA4</cusip>
        <identifiers>
          <isin value="US04271QAA40"/>
          <ticker value="ARVL"/>
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        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126500</valUSD>
        <pctVal>0.0791746161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Arrival SA</name>
              <title>Arrival SA</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="LU2314763264"/>
                <ticker value="ARVL"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000089049244"/>
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          <currencyInfos>
            <currencyInfo convRatio="84.210500000000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AssuredPartners Inc.</name>
        <lei>549300HNDSDQWQ3L2P80</lei>
        <title>ASSUREDPARTNERS INC SR UNSECURED 144A 01/29 5.625</title>
        <cusip>04624VAB5</cusip>
        <identifiers>
          <isin value="US04624VAB53"/>
          <ticker value="ASSPAR"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53497.24</valUSD>
        <pctVal>0.0334831893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</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>Asurion LLC</name>
        <lei>549300KNQVXGIOXWK278</lei>
        <title>ASURION LLC 2020 TERM LOAN B8</title>
        <cusip>04649VAX8</cusip>
        <identifiers>
          <isin value="US04649VAX82"/>
          <ticker value="ASUCOR"/>
        </identifiers>
        <balance>145598.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129492.49</valUSD>
        <pctVal>0.0810475746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.634</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>Asurion LLC</name>
        <lei>549300KNQVXGIOXWK278</lei>
        <title>ASURION LLC 2021 2ND LIEN TERM LOAN B3</title>
        <cusip>04649VAZ3</cusip>
        <identifiers>
          <isin value="US04649VAZ31"/>
          <ticker value="ASUCOR"/>
        </identifiers>
        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112495.35</valUSD>
        <pctVal>0.0704092977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.634</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>Athene Holding Ltd.</name>
        <lei>549300H316CT32FQXI76</lei>
        <title>ATHENE HOLDING LTD PREFERRED STOCK VAR</title>
        <cusip>04686J309</cusip>
        <identifiers>
          <isin value="US04686J3095"/>
          <ticker value="ATH"/>
        </identifiers>
        <balance>1245</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29805.3</valUSD>
        <pctVal>0.0186547287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Athene Holding Ltd.</name>
        <lei>549300H316CT32FQXI76</lei>
        <title>ATHENE HOLDING LTD SR UNSECURED 02/33 6.65</title>
        <cusip>04686JAF8</cusip>
        <identifiers>
          <isin value="US04686JAF84"/>
          <ticker value="ATH"/>
        </identifiers>
        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123609.5</valUSD>
        <pctVal>0.0773654918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.650000000000</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>CITY OF AUSTIN TX AIRPORT SYST AUSAPT 11/32 FIXED 5</name>
        <lei>N/A</lei>
        <title>CITY OF AUSTIN TX AIRPORT SYST AUSAPT 11/32 FIXED 5</title>
        <cusip>052398GQ1</cusip>
        <identifiers>
          <isin value="US052398GQ13"/>
          <ticker value="AUSAPT"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107171.03</valUSD>
        <pctVal>0.0670768788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>CITY OF AUSTIN TX AIRPORT SYST AUSAPT 11/44 FIXED 5</name>
        <lei>N/A</lei>
        <title>CITY OF AUSTIN TX AIRPORT SYST AUSAPT 11/44 FIXED 5</title>
        <cusip>052398GY4</cusip>
        <identifiers>
          <isin value="US052398GY47"/>
          <ticker value="AUSAPT"/>
        </identifiers>
        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245477.93</valUSD>
        <pctVal>0.1536412718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>AutoZone Inc.</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AUTOZONE INC SR UNSECURED 08/32 4.75</title>
        <cusip>053332BB7</cusip>
        <identifiers>
          <isin value="US053332BB79"/>
          <ticker value="AZO"/>
        </identifiers>
        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62997.04</valUSD>
        <pctVal>0.0394289839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>Avantor Funding Inc.</name>
        <lei>N/A</lei>
        <title>AVANTOR INC 2021 TERM LOAN B5</title>
        <cusip>05350NAL8</cusip>
        <identifiers>
          <isin value="US05350NAL82"/>
          <ticker value="AVTR"/>
        </identifiers>
        <balance>128821.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128034.28</valUSD>
        <pctVal>0.0801349010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.634</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>Aviation Capital Group LLC</name>
        <lei>N/A</lei>
        <title>AVIATION CAPITAL GROUP LLC SR UNSECURED 144A 01/26 1.95</title>
        <cusip>05369AAK7</cusip>
        <identifiers>
          <isin value="US05369AAK79"/>
          <ticker value="ACGCAP"/>
        </identifiers>
        <balance>95000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82704.93</valUSD>
        <pctVal>0.0517638821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.950000000000</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>B.A.T Capital Corporation</name>
        <lei>N/A</lei>
        <title>BAT CAPITAL CORP COMPANY GUAR 08/24 3.222</title>
        <cusip>05526DAZ8</cusip>
        <identifiers>
          <isin value="US05526DAZ87"/>
          <ticker value="BATSLN"/>
        </identifiers>
        <balance>47000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45255.69</valUSD>
        <pctVal>0.0283249161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.222000000000</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>B.A.T Capital Corporation</name>
        <lei>N/A</lei>
        <title>BAT CAPITAL CORP COMPANY GUAR 10/32 7.75</title>
        <cusip>05526DBX2</cusip>
        <identifiers>
          <isin value="US05526DBX21"/>
          <ticker value="BATSLN"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16133.62</valUSD>
        <pctVal>0.0100978116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</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>LBM Acquisition LLC</name>
        <lei>N/A</lei>
        <title>LBM ACQUISITION LLC COMPANY GUAR 144A 01/29 6.25</title>
        <cusip>05552BAA4</cusip>
        <identifiers>
          <isin value="US05552BAA44"/>
          <ticker value="USLBMH"/>
        </identifiers>
        <balance>284000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180723.85</valUSD>
        <pctVal>0.1131125806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</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>BCPE Ulysses Intermediate Inc.</name>
        <lei>N/A</lei>
        <title>BCPE ULYSSES INTERMEDIAT IND 04/27 7.75</title>
        <cusip>05553LAA1</cusip>
        <identifiers>
          <isin value="US05553LAA17"/>
          <ticker value="USLBMH"/>
        </identifiers>
        <balance>59000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36456.74</valUSD>
        <pctVal>0.0228177739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BP Capital Markets p.l.c.</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR</title>
        <cusip>05565QDU9</cusip>
        <identifiers>
          <isin value="US05565QDU94"/>
          <ticker value="BPLN"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23875</valUSD>
        <pctVal>0.0149430353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.375000000000</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>BP Capital Markets p.l.c.</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR</title>
        <cusip>05565QDV7</cusip>
        <identifiers>
          <isin value="US05565QDV77"/>
          <ticker value="BPLN"/>
        </identifiers>
        <balance>158000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138250</valUSD>
        <pctVal>0.0865287801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.875000000000</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>BX 2021-MFM1 BX 2021 MFM1 D 144A</name>
        <lei>N/A</lei>
        <title>BX 2021-MFM1 BX 2021 MFM1 D 144A</title>
        <cusip>05608VAJ5</cusip>
        <identifiers>
          <isin value="US05608VAJ52"/>
          <ticker value="BX"/>
        </identifiers>
        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51704.02</valUSD>
        <pctVal>0.0323608374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.817860000000</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>BAIN CAPITAL CREDIT CLO 2020-5 BCC 2020 5A E 144A</name>
        <lei>N/A</lei>
        <title>BAIN CAPITAL CREDIT CLO 2020-5 BCC 2020 5A E 144A</title>
        <cusip>05683KAA6</cusip>
        <identifiers>
          <isin value="US05683KAA60"/>
          <ticker value="BCC"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226109</valUSD>
        <pctVal>0.1415185240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.142570000000</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>Bandwidth Inc.</name>
        <lei>N/A</lei>
        <title>BANDWIDTH INC SR UNSECURED 144A 03/26 0.25</title>
        <cusip>05988JAB9</cusip>
        <identifiers>
          <isin value="US05988JAB98"/>
          <ticker value="BAND"/>
        </identifiers>
        <balance>62000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46425.6</valUSD>
        <pctVal>0.0290571467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Bandwidth, Inc.</name>
              <title>Bandwidth, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US05988J1034"/>
                <ticker value="BAND"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000016838958"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.985700000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bandwidth Inc.</name>
        <lei>N/A</lei>
        <title>BANDWIDTH INC SR UNSECURED 144A 04/28 0.5</title>
        <cusip>05988JAD5</cusip>
        <identifiers>
          <isin value="US05988JAD54"/>
          <ticker value="BAND"/>
        </identifiers>
        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55971</valUSD>
        <pctVal>0.0350314817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Bandwidth, Inc.</name>
              <title>Bandwidth, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US05988J1034"/>
                <ticker value="BAND"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000016838958"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.578100000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP PREFERRED STOCK 7.25</title>
        <cusip>060505682</cusip>
        <identifiers>
          <isin value="US0605056821"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>40</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46400</valUSD>
        <pctVal>0.0290411240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Redfin Corporation</name>
        <lei>N/A</lei>
        <title>REDFIN CORP SR UNSECURED 144A 04/27 0.5</title>
        <cusip>75737FAE8</cusip>
        <identifiers>
          <isin value="US75737FAE88"/>
          <ticker value="RDFN"/>
        </identifiers>
        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82260</valUSD>
        <pctVal>0.0514854065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Redfin, Corp.</name>
              <title>Redfin, Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US75737F1084"/>
                <ticker value="RDFN"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000017523741"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.692000000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO SR UNSECURED 07/33 VAR</title>
        <cusip>95000U3B7</cusip>
        <identifiers>
          <isin value="US95000U3B74"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>389308.58</valUSD>
        <pctVal>0.2436629042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.897000000000</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>Western Digital Corporation</name>
        <lei>549300QQXOOYEF89IC56</lei>
        <title>WESTERN DIGITAL CORP COMPANY GUAR 02/24 1.5</title>
        <cusip>958102AP0</cusip>
        <identifiers>
          <isin value="US958102AP07"/>
          <ticker value="WDC"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23812.5</valUSD>
        <pctVal>0.0149039174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Western Digital, Corp.</name>
              <title>Western Digital, Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US9581021055"/>
                <ticker value="WDC"/>
                <other otherDesc="BLOOMBERG" value="EQ0010164300001000"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="8.202600000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Western Midstream Operating LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05</title>
        <cusip>958667AC1</cusip>
        <identifiers>
          <isin value="US958667AC17"/>
          <ticker value="WES"/>
        </identifiers>
        <balance>113000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98639.96</valUSD>
        <pctVal>0.0617373990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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 William Carter Company</name>
        <lei>TGI2A0HXEYNQPU7TYV27</lei>
        <title>WILLIAM CARTER CO/THE COMPANY GUAR 144A 03/27 5.625</title>
        <cusip>96926JAC1</cusip>
        <identifiers>
          <isin value="US96926JAC18"/>
          <ticker value="CRI"/>
        </identifiers>
        <balance>393000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>376973.14</valUSD>
        <pctVal>0.2359423214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</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>Wisconsin Center District</name>
        <lei>N/A</lei>
        <title>WISCONSIN CENTER DISTRICT WISGEN 12/50 FIXED 4.173</title>
        <cusip>976595FA1</cusip>
        <identifiers>
          <isin value="US976595FA13"/>
          <ticker value="WISGEN"/>
        </identifiers>
        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49332.2</valUSD>
        <pctVal>0.0308763478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.173000000000</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>Workday Inc.</name>
        <lei>549300J0DYC0N31V7G13</lei>
        <title>WORKDAY INC COMMON STOCK USD.001</title>
        <cusip>98138H101</cusip>
        <identifiers>
          <isin value="US98138H1014"/>
          <ticker value="WDAY "/>
        </identifiers>
        <balance>19</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3179.27</valUSD>
        <pctVal>0.0019898615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wynn Macau Limited</name>
        <lei>N/A</lei>
        <title>WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625</title>
        <cusip>98313RAH9</cusip>
        <identifiers>
          <isin value="US98313RAH93"/>
          <ticker value="WYNMAC"/>
        </identifiers>
        <balance>330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>281849.7</valUSD>
        <pctVal>0.1764058641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</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>Xcel Energy Inc.</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>XCEL ENERGY INC SR UNSECURED 06/30 3.4</title>
        <cusip>98389BAY6</cusip>
        <identifiers>
          <isin value="US98389BAY65"/>
          <ticker value="XEL"/>
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        <balance>29000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25869.56</valUSD>
        <pctVal>0.0161914030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</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>Zoetis Inc.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>ZOETIS INC SR UNSECURED 05/50 3</title>
        <cusip>98978VAT0</cusip>
        <identifiers>
          <isin value="US98978VAT08"/>
          <ticker value="ZTS"/>
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        <balance>27000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18238.58</valUSD>
        <pctVal>0.0114152772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>FED FUND 30DAY 0923</name>
        <lei>N/A</lei>
        <title>FED FUND 30DAY 0923</title>
        <cusip>ADI1V3X61</cusip>
        <identifiers>
          <ticker value="FFU3"/>
        </identifiers>
        <balance>19</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10748.12</valUSD>
        <pctVal>-0.0067271010</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FED FUND 30DAY</issuerName>
                <issueTitle>FED FUND 30DAY</issueTitle>
                <identifiers>
                  <other otherDesc="NOTIONAL BOND" value="FED FUND 30DAY"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-29</expDate>
            <notionalAmt>7540496.290000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-10748.120000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAN 10YR BOND FUT 0323</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT 0323</title>
        <cusip>ADI254187</cusip>
        <identifiers>
          <isin value="CA135087M276"/>
          <ticker value="CNH3"/>
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        <balance>9</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.354"/>
        <valUSD>8280.317577548</valUSD>
        <pctVal>0.0051825373</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 - BOURSE DE MONTREAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Can 10yr 6%</issuerName>
                <issueTitle>Can 10yr 6%</issueTitle>
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                  <other otherDesc="NOTIONAL BOND" value="Can 10yr 6%"/>
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            <expDate>2023-03-22</expDate>
            <notionalAmt>-1112991.550000000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>8280.317577548000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CZK/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CZK/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB6KV6"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="N/A"/>
        <valUSD>1043.89</valUSD>
        <pctVal>0.0006533564</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>139003.990000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3170000.000000000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>1043.890000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A</name>
        <lei>N/A</lei>
        <title>LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A</title>
        <cusip>52607BAA1</cusip>
        <identifiers>
          <isin value="US52607BAA17"/>
          <ticker value="LBZZ"/>
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        <balance>129122.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123093.79</valUSD>
        <pctVal>0.0770427160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.460000000000</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>CAN 5YR BOND FUT 0323</name>
        <lei>N/A</lei>
        <title>CAN 5YR BOND FUT 0323</title>
        <cusip>ADI2541Z7</cusip>
        <identifiers>
          <isin value="CA135087N837"/>
          <ticker value="XQH3"/>
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        <balance>2</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.354"/>
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        <pctVal>0.0004649771</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MONTREAL EXCHANGE THE - BOURSE DE MONTREAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Can 5yr 6%</issuerName>
                <issueTitle>Can 5yr 6%</issueTitle>
                <identifiers>
                  <other otherDesc="NOTIONAL BOND" value="Can 5yr 6%"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-22</expDate>
            <notionalAmt>-223865.900000000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>742.909896602659</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US LONG BONDCBT 0323</name>
        <lei>N/A</lei>
        <title>US LONG BONDCBT 0323</title>
        <cusip>ADI26YSS7</cusip>
        <identifiers>
          <isin value="US912810PX00"/>
          <ticker value="USH3"/>
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        <balance>45</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>30064.61</valUSD>
        <pctVal>0.0188170273</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US 20yr 6%</issuerName>
                <issueTitle>US 20yr 6%</issueTitle>
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                  <other otherDesc="NOTIONAL BOND" value="US 20yr 6%"/>
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            <expDate>2023-03-22</expDate>
            <notionalAmt>-5639595.860000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>30064.610000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Liberty Mutual Group Inc.</name>
        <lei>QUR0DG15Z6FFGYCHH861</lei>
        <title>LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 05/60 3.95</title>
        <cusip>53079EBK9</cusip>
        <identifiers>
          <isin value="US53079EBK91"/>
          <ticker value="LIBMUT"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85141.36</valUSD>
        <pctVal>0.0532888102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</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>Liberty Mutual Group Inc.</name>
        <lei>QUR0DG15Z6FFGYCHH861</lei>
        <title>LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 02/61 4.3</title>
        <cusip>53079EBL7</cusip>
        <identifiers>
          <isin value="US53079EBL74"/>
          <ticker value="LIBMUT"/>
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        <balance>289000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176290</valUSD>
        <pctVal>0.1103374947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>Liberty Mutual Group Inc.</name>
        <lei>QUR0DG15Z6FFGYCHH861</lei>
        <title>LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR</title>
        <cusip>53079EBM5</cusip>
        <identifiers>
          <isin value="US53079EBM57"/>
          <ticker value="LIBMUT"/>
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        <balance>39000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31769.4</valUSD>
        <pctVal>0.0198840320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.125000000000</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>Lithia Motors Inc.</name>
        <lei>SE8N1EZEHPZQBCBVKD53</lei>
        <title>LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375</title>
        <cusip>536797AF0</cusip>
        <identifiers>
          <isin value="US536797AF03"/>
          <ticker value="LAD"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48816.32</valUSD>
        <pctVal>0.0305534656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>US ULTRA BONDCBT 0323</name>
        <lei>N/A</lei>
        <title>US ULTRA BONDCBT 0323</title>
        <cusip>ADI26YTH0</cusip>
        <identifiers>
          <isin value="US912810SC36"/>
          <ticker value="WNH3"/>
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        <balance>14</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-52523.42</valUSD>
        <pctVal>-0.0328736887</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US 30yr 6%</issuerName>
                <issueTitle>US 30yr 6%</issueTitle>
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                  <other otherDesc="NOTIONAL BOND" value="US 30yr 6%"/>
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            <expDate>2023-03-22</expDate>
            <notionalAmt>1921960.920000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-52523.420000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURO-BTP FUTURE 0323</name>
        <lei>N/A</lei>
        <title>EURO-BTP FUTURE 0323</title>
        <cusip>ADI26YTN7</cusip>
        <identifiers>
          <isin value="DE000C6YTCK8"/>
          <ticker value="IKH3"/>
        </identifiers>
        <balance>41</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>353736.040000557</valUSD>
        <pctVal>0.2213985390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUREX ZURICH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>BTP 10yr 6% (EUX)</issuerName>
                <issueTitle>BTP 10yr 6% (EUX)</issueTitle>
                <identifiers>
                  <other otherDesc="NOTIONAL BOND" value="BTP 10yr 6% (EUX)"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-08</expDate>
            <notionalAmt>-4789205.610000000000</notionalAmt>
            <curCd>EUR</curCd>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LOANCORE 2021-CRE4 ISSUER LTD LNCR 2021 CRE4 B 144A</name>
        <lei>N/A</lei>
        <title>LOANCORE 2021-CRE4 ISSUER LTD LNCR 2021 CRE4 B 144A</title>
        <cusip>53946CAC3</cusip>
        <identifiers>
          <isin value="US53946CAC38"/>
          <ticker value="LNCR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96013.92</valUSD>
        <pctVal>0.0600937965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.171800000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lumentum Holdings Inc.</name>
        <lei>549300JLWRRC38DWEF52</lei>
        <title>LUMENTUM HOLDINGS INC SR UNSECURED 144A 06/28 0.5</title>
        <cusip>55024UAE9</cusip>
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          <isin value="US55024UAE91"/>
          <ticker value="LITE"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45414</valUSD>
        <pctVal>0.0284240001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Lumentum Holdings, Inc.</name>
              <title>Lumentum Holdings, Inc.</title>
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                <isin value="US55024U1097"/>
                <ticker value="LITE"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000037461071"/>
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            <currencyInfo convRatio="7.631900000000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US 10YR NOTE CBT 0323</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE CBT 0323</title>
        <cusip>ADI26YV04</cusip>
        <identifiers>
          <isin value="US91282CFL00"/>
          <ticker value="TYH3"/>
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        <balance>110</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-106243.74</valUSD>
        <pctVal>-0.0664965007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US 10yr 6%</issuerName>
                <issueTitle>US 10yr 6%</issueTitle>
                <identifiers>
                  <other otherDesc="NOTIONAL BOND" value="US 10yr 6%"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-22</expDate>
            <notionalAmt>12438274.990000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-106243.740000000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURO BUXL 30Y BND 0323</name>
        <lei>N/A</lei>
        <title>EURO BUXL 30Y BND 0323</title>
        <cusip>ADI26YV46</cusip>
        <identifiers>
          <isin value="DE000C6YTCQ5"/>
          <ticker value="UBH3"/>
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        <balance>28</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>822314.022781306</valUSD>
        <pctVal>0.5146750759</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUREX ZURICH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Euro 30yr 4% Bond</issuerName>
                <issueTitle>Euro 30yr 4% Bond</issueTitle>
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                  <other otherDesc="NOTIONAL BOND" value="Euro 30yr 4% Bond"/>
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              </otherRefInst>
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            <expDate>2023-03-08</expDate>
            <notionalAmt>-4544275.070000000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>822314.022781306000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MFA 2021-NPL1 LLC MFRA 2021 NPL1 A1 144A</name>
        <lei>N/A</lei>
        <title>MFA 2021-NPL1 LLC MFRA 2021 NPL1 A1 144A</title>
        <cusip>55282YAA6</cusip>
        <identifiers>
          <isin value="US55282YAA64"/>
          <ticker value="MFRA"/>
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        <balance>75954.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71294.27</valUSD>
        <pctVal>0.0446221064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.363300000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MAPS 2021-1 TRUST MAPSL 2021 1A A 144A</name>
        <lei>N/A</lei>
        <title>MAPS 2021-1 TRUST MAPSL 2021 1A A 144A</title>
        <cusip>55292RAA9</cusip>
        <identifiers>
          <isin value="US55292RAA95"/>
          <ticker value="MAPSL"/>
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        <balance>196220.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162810.84</valUSD>
        <pctVal>0.1019010732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.521000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EURO-BUND FUTURE 0323</name>
        <lei>N/A</lei>
        <title>EURO-BUND FUTURE 0323</title>
        <cusip>ADI26YV61</cusip>
        <identifiers>
          <isin value="DE000C6YTCM4"/>
          <ticker value="RXH3"/>
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        <balance>10</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>81188.8197973211</valUSD>
        <pctVal>0.0508149695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>EUREX ZURICH</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Euro-Bund 10yr 6%</issuerName>
                <issueTitle>Euro-Bund 10yr 6%</issueTitle>
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                  <other otherDesc="NOTIONAL BOND" value="Euro-Bund 10yr 6%"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-08</expDate>
            <notionalAmt>-1403845.540000000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>81188.819797321100</unrealizedAppr>
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      <invstOrSec>
        <name>EURO-BOBL FUTURE 0323</name>
        <lei>N/A</lei>
        <title>EURO-BOBL FUTURE 0323</title>
        <cusip>ADI26YV87</cusip>
        <identifiers>
          <isin value="DE000C6YTCN2"/>
          <ticker value="OEH3"/>
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        <balance>10</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>33141.3303760382</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUREX ZURICH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Euro-bobl 5yr 6%</issuerName>
                <issueTitle>Euro-bobl 5yr 6%</issueTitle>
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                  <other otherDesc="NOTIONAL BOND" value="Euro-bobl 5yr 6%"/>
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            </descRefInstrmnt>
            <expDate>2023-03-08</expDate>
            <notionalAmt>-1187660.200000000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>33141.330376038200</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>M/I Homes Inc.</name>
        <lei>N/A</lei>
        <title>M/I HOMES INC COMPANY GUAR 02/30 3.95</title>
        <cusip>55305BAV3</cusip>
        <identifiers>
          <isin value="US55305BAV36"/>
          <ticker value="MHO"/>
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        <balance>61000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49253.74</valUSD>
        <pctVal>0.0308272408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</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>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP SR UNSECURED 09/32 4.95</title>
        <cusip>55336VBU3</cusip>
        <identifiers>
          <isin value="US55336VBU35"/>
          <ticker value="MPLX"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46884.31</valUSD>
        <pctVal>0.0293442470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</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>MSCI Inc.</name>
        <lei>549300HTIN2PD78UB763</lei>
        <title>MSCI INC COMPANY GUAR 144A 09/30 3.625</title>
        <cusip>55354GAK6</cusip>
        <identifiers>
          <isin value="US55354GAK67"/>
          <ticker value="MSCI"/>
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        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95593.75</valUSD>
        <pctVal>0.0598308179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MSCI Inc.</name>
        <lei>549300HTIN2PD78UB763</lei>
        <title>MSCI INC COMPANY GUAR 144A 02/31 3.875</title>
        <cusip>55354GAL4</cusip>
        <identifiers>
          <isin value="US55354GAL41"/>
          <ticker value="MSCI"/>
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        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133028</valUSD>
        <pctVal>0.0832604019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>
        <name>Macquarie Group Limited</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>MACQUARIE GROUP LTD SR UNSECURED 144A 11/33 VAR</title>
        <cusip>55608JBG2</cusip>
        <identifiers>
          <isin value="US55608JBG22"/>
          <ticker value="MQGAU"/>
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        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221403.61</valUSD>
        <pctVal>0.1385734849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.491000000000</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>Magallanes Inc.</name>
        <lei>N/A</lei>
        <title>MAGALLANES INC COMPANY GUAR 144A 03/27 3.755</title>
        <cusip>55903VAG8</cusip>
        <identifiers>
          <isin value="US55903VAG86"/>
          <ticker value="MGLLNS"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45026.47</valUSD>
        <pctVal>0.0281814504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.755000000000</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>EURO-SCHATZ FUT 0323</name>
        <lei>N/A</lei>
        <title>EURO-SCHATZ FUT 0323</title>
        <cusip>ADI26YVB0</cusip>
        <identifiers>
          <isin value="DE000C6YTCP7"/>
          <ticker value="DUH3"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>-1253.37860621053</valUSD>
        <pctVal>-0.0007844725</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUREX ZURICH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Euro-Schatz 2yr 6%</issuerName>
                <issueTitle>Euro-Schatz 2yr 6%</issueTitle>
                <identifiers>
                  <other otherDesc="NOTIONAL BOND" value="Euro-Schatz 2yr 6%"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-08</expDate>
            <notionalAmt>106535.890000000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-1253.378606210530</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US 10YR ULTRA FUT 0323</name>
        <lei>N/A</lei>
        <title>US 10YR ULTRA FUT 0323</title>
        <cusip>ADI26ZBM5</cusip>
        <identifiers>
          <isin value="US91282CFV81"/>
          <ticker value="UXYH3"/>
        </identifiers>
        <balance>3</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3358.11</valUSD>
        <pctVal>-0.0021017950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US 10yr 6%</issuerName>
                <issueTitle>US 10yr 6%</issueTitle>
                <identifiers>
                  <other otherDesc="NOTIONAL BOND" value="US 10yr 6%"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-22</expDate>
            <notionalAmt>356983.110000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3358.110000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Magallanes Inc.</name>
        <lei>N/A</lei>
        <title>MAGALLANES INC COMPANY GUAR 144A 03/29 4.054</title>
        <cusip>55903VAJ2</cusip>
        <identifiers>
          <isin value="US55903VAJ26"/>
          <ticker value="MGLLNS"/>
        </identifiers>
        <balance>36000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31144.39</valUSD>
        <pctVal>0.0194928468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.054000000000</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>Magallanes Inc.</name>
        <lei>N/A</lei>
        <title>MAGALLANES INC COMPANY GUAR 144A 03/42 5.05</title>
        <cusip>55903VAN3</cusip>
        <identifiers>
          <isin value="US55903VAN38"/>
          <ticker value="MGLLNS"/>
        </identifiers>
        <balance>32000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24482.63</valUSD>
        <pctVal>0.0153233425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</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>JPN 10Y BONDTSE 0323</name>
        <lei>N/A</lei>
        <title>JPN 10Y BONDTSE 0323</title>
        <cusip>ADI26ZJJ4</cusip>
        <identifiers>
          <isin value="JP1103581L42"/>
          <ticker value="JBH3"/>
        </identifiers>
        <balance>7</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="131.24"/>
        <valUSD>168649.763791527</valUSD>
        <pctVal>0.1055555756</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>OSAKA SECURITIES EXCHANGE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Jpn 10yr 6%</issuerName>
                <issueTitle>Jpn 10yr 6%</issueTitle>
                <identifiers>
                  <other otherDesc="NOTIONAL BOND" value="Jpn 10yr 6%"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-13</expDate>
            <notionalAmt>-1038673595.000000000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>168649.763791527000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURO-OAT FUTURE 0323</name>
        <lei>N/A</lei>
        <title>EURO-OAT FUTURE 0323</title>
        <cusip>ADI26ZJL9</cusip>
        <identifiers>
          <isin value="DE000C6YTCS1"/>
          <ticker value="OATH3"/>
        </identifiers>
        <balance>16</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>130975.66118989</valUSD>
        <pctVal>0.0819758711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUREX ZURICH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Euro-OAT 10yr 6%</issuerName>
                <issueTitle>Euro-OAT 10yr 6%</issueTitle>
                <identifiers>
                  <other otherDesc="NOTIONAL BOND" value="Euro-OAT 10yr 6%"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-08</expDate>
            <notionalAmt>-2158355.760000000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>130975.661189890000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Magallanes Inc.</name>
        <lei>N/A</lei>
        <title>MAGALLANES INC COMPANY GUAR 144A 03/52 5.141</title>
        <cusip>55903VAQ6</cusip>
        <identifiers>
          <isin value="US55903VAQ68"/>
          <ticker value="MGLLNS"/>
        </identifiers>
        <balance>281000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204277.56</valUSD>
        <pctVal>0.1278545249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.141000000000</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>Magallanes Inc.</name>
        <lei>N/A</lei>
        <title>MAGALLANES INC COMPANY GUAR 144A 03/62 5.391</title>
        <cusip>55903VAS2</cusip>
        <identifiers>
          <isin value="US55903VAS25"/>
          <ticker value="MGLLNS"/>
        </identifiers>
        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131402.47</valUSD>
        <pctVal>0.0822430049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.391000000000</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>Commonwealth of Massachusetts</name>
        <lei>5493001N1YCXNI1O7K10</lei>
        <title>COMMONWEALTH OF MASSACHUSETTS MAS 07/41 FIXED 2.514</title>
        <cusip>57582RG34</cusip>
        <identifiers>
          <isin value="US57582RG349"/>
          <ticker value="MAS"/>
        </identifiers>
        <balance>625000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>450028.75</valUSD>
        <pctVal>0.2816668264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.514000000000</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>Condor Merger Sub Inc.</name>
        <lei>N/A</lei>
        <title>CONDOR MERGER SUB INC SR UNSECURED 144A 02/30 7.375</title>
        <cusip>579063AB4</cusip>
        <identifiers>
          <isin value="US579063AB46"/>
          <ticker value="MCFE"/>
        </identifiers>
        <balance>38000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30553.17</valUSD>
        <pctVal>0.0191228103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.375000000000</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>US 5YR NOTE CBT 0323</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE CBT 0323</title>
        <cusip>ADI27GKS3</cusip>
        <identifiers>
          <isin value="US91282CET45"/>
          <ticker value="FVH3"/>
        </identifiers>
        <balance>235</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-210520.67</valUSD>
        <pctVal>-0.1317620019</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US 5yr 6%</issuerName>
                <issueTitle>US 5yr 6%</issueTitle>
                <identifiers>
                  <other otherDesc="NOTIONAL BOND" value="US 5yr 6%"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-31</expDate>
            <notionalAmt>25548294.230000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-210520.670000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONG GILT FUTURE 0323</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE 0323</title>
        <cusip>ADI27GKW4</cusip>
        <identifiers>
          <isin value="GB00K708D592"/>
          <ticker value="G H3"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.827164"/>
        <valUSD>9025.71920441412</valUSD>
        <pctVal>0.0056490739</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UK 10yr 4.0%</issuerName>
                <issueTitle>UK 10yr 4.0%</issueTitle>
                <identifiers>
                  <other otherDesc="NOTIONAL BOND" value="UK 10yr 4.0%"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-29</expDate>
            <notionalAmt>-506865.750000000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>9025.719204414120</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>McAfee Corp.</name>
        <lei>N/A</lei>
        <title>MCAFEE LLC 2022 USD TERM LOAN B</title>
        <cusip>57906HAD9</cusip>
        <identifiers>
          <isin value="US57906HAD98"/>
          <ticker value="MCFE"/>
        </identifiers>
        <balance>129675</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120388.97</valUSD>
        <pctVal>0.0753498062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.974</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>Medline Borrower LP</name>
        <lei>N/A</lei>
        <title>MEDLINE INDUSTRIES INC USD TERM LOAN B</title>
        <cusip>58503UAC7</cusip>
        <identifiers>
          <isin value="US58503UAC71"/>
          <ticker value="MEDIND"/>
        </identifiers>
        <balance>203462.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193081.84</valUSD>
        <pctVal>0.1208472772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.634</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>US 2YR NOTE CBT 0323</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE CBT 0323</title>
        <cusip>ADI27GZW8</cusip>
        <identifiers>
          <isin value="US912828YY08"/>
          <ticker value="TUH3"/>
        </identifiers>
        <balance>30</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12765.43</valUSD>
        <pctVal>0.0079897077</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US 2yr 6%</issuerName>
                <issueTitle>US 2yr 6%</issueTitle>
                <identifiers>
                  <other otherDesc="NOTIONAL BOND" value="US 2yr 6%"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-31</expDate>
            <notionalAmt>-6162765.430000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>12765.430000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUST 10Y BOND FUT 0323</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT 0323</title>
        <cusip>ADI28Q5N8</cusip>
        <identifiers>
          <isin value="BBG019ML5NJ2"/>
          <ticker value="XMH3"/>
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        <balance>46</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.468752"/>
        <valUSD>-203188.652679281</valUSD>
        <pctVal>-0.1271729927</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>ASX - SYDNEY FUTURES EXCHANGE LIMITED</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Aust 10yr 6%</issuerName>
                <issueTitle>Aust 10yr 6%</issueTitle>
                <identifiers>
                  <other otherDesc="NOTIONAL BOND" value="Aust 10yr 6%"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-15</expDate>
            <notionalAmt>5617733.440000000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-203188.652679281000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERCURY FINANCIAL CREDIT CARD MFCC 2022 1A A 144A</name>
        <lei>N/A</lei>
        <title>MERCURY FINANCIAL CREDIT CARD MFCC 2022 1A A 144A</title>
        <cusip>58940BAE6</cusip>
        <identifiers>
          <isin value="US58940BAE65"/>
          <ticker value="MFCC"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142607.76</valUSD>
        <pctVal>0.0892562424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>METLIFE INC JR SUBORDINA 12/66 6.4</title>
        <cusip>59156RAP3</cusip>
        <identifiers>
          <isin value="US59156RAP38"/>
          <ticker value="MET"/>
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        <balance>133000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128624.3</valUSD>
        <pctVal>0.0805041864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.400000000000</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>Indonesia Treasury Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA TREASURY BOND BONDS 08/32 7.5</title>
        <cusip>AL1453656</cusip>
        <identifiers>
          <isin value="IDG000012204"/>
          <ticker value="INDOGB"/>
        </identifiers>
        <balance>4450000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>295530.98</valUSD>
        <pctVal>0.1849687897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>ICELAND RIKISBREF BONDS 11/28 5</name>
        <lei>N/A</lei>
        <title>ICELAND RIKISBREF BONDS 11/28 5</title>
        <cusip>AM2164920</cusip>
        <identifiers>
          <isin value="IS0000028249"/>
          <ticker value="ICEGB"/>
        </identifiers>
        <balance>433770000</balance>
        <units>PA</units>
        <currencyConditional curCd="ISK" exchangeRt="141.535"/>
        <valUSD>2848689.12</valUSD>
        <pctVal>1.7829554751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IS</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>METLIFE INC JR SUBORDINA 12/99 VAR</title>
        <cusip>59156RCA4</cusip>
        <identifiers>
          <isin value="US59156RCA41"/>
          <ticker value="MET"/>
        </identifiers>
        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32506.25</valUSD>
        <pctVal>0.0203452163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.850000000000</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>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>METLIFE INC SR UNSECURED 07/52 5</title>
        <cusip>59156RCC0</cusip>
        <identifiers>
          <isin value="US59156RCC07"/>
          <ticker value="MET"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38077.97</valUSD>
        <pctVal>0.0238324795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Metropolitan Transportation Authority</name>
        <lei>5493000TKYODLXADQD60</lei>
        <title>METROPOLITAN TRANSPORTATION AU MTATRN 11/39 FIXED 6.668</title>
        <cusip>59259YBY4</cusip>
        <identifiers>
          <isin value="US59259YBY41"/>
          <ticker value="MTATRN"/>
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        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15493.25</valUSD>
        <pctVal>0.0096970128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.668000000000</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>Metropolitan Transportation Authority</name>
        <lei>5493000TKYODLXADQD60</lei>
        <title>METROPOLITAN TRANSPORTATION AU MTATRN 11/50 FIXED OID 5</title>
        <cusip>59261AG43</cusip>
        <identifiers>
          <isin value="US59261AG435"/>
          <ticker value="MTATRN"/>
        </identifiers>
        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105679.99</valUSD>
        <pctVal>0.0661436573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5</name>
        <lei>N/A</lei>
        <title>NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5</title>
        <cusip>AM6596531</cusip>
        <identifiers>
          <isin value="NZIIBDT005C5"/>
          <ticker value="NZGBI"/>
        </identifiers>
        <balance>1925000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.575051"/>
        <valUSD>1459603.85</valUSD>
        <pctVal>0.9135460439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>MEXICAN BONOS BONDS 11/47 8</name>
        <lei>N/A</lei>
        <title>MEXICAN BONOS BONDS 11/47 8</title>
        <cusip>AM7523740</cusip>
        <identifiers>
          <isin value="MX0MGO000102"/>
          <ticker value="MBONO"/>
        </identifiers>
        <balance>2337400</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>106939.96</valUSD>
        <pctVal>0.0669322552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</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>Metropolitan Transportation Authority</name>
        <lei>5493000TKYODLXADQD60</lei>
        <title>METROPOLITAN TRANSPORTATION AU MTATRN 11/29 FIXED 5</title>
        <cusip>59261AJ57</cusip>
        <identifiers>
          <isin value="US59261AJ579"/>
          <ticker value="MTATRN"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104279.59</valUSD>
        <pctVal>0.0652671661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY PREFERRED STOCK VAR</title>
        <cusip>61762V606</cusip>
        <identifiers>
          <isin value="US61762V6065"/>
          <ticker value="MS"/>
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        <balance>1350</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31063.5</valUSD>
        <pctVal>0.0194422189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Peru Government Bond</name>
        <lei>N/A</lei>
        <title>PERU GOVERNMENT BOND SR UNSECURED 08/32 6.15</title>
        <cusip>AO4008642</cusip>
        <identifiers>
          <isin value="PEP01000C5E9"/>
          <ticker value="PERUGB"/>
        </identifiers>
        <balance>810000</balance>
        <units>PA</units>
        <currencyConditional curCd="PEN" exchangeRt="3.79675"/>
        <valUSD>187201.8</valUSD>
        <pctVal>0.1171670408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Indonesia Treasury Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA TREASURY BOND SR UNSECURED 05/38 7.5</title>
        <cusip>AO6754680</cusip>
        <identifiers>
          <isin value="IDG000012303"/>
          <ticker value="INDOGB"/>
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        <balance>2489000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>164476.65</valUSD>
        <pctVal>0.1029436809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>CZECH REPUBLIC GOVERNMENT BOND BONDS 10/33 2</name>
        <lei>N/A</lei>
        <title>CZECH REPUBLIC GOVERNMENT BOND BONDS 10/33 2</title>
        <cusip>AP5145606</cusip>
        <identifiers>
          <isin value="CZ0001005243"/>
          <ticker value="CZGB"/>
        </identifiers>
        <balance>3340000</balance>
        <units>PA</units>
        <currencyConditional curCd="CZK" exchangeRt="22.5989"/>
        <valUSD>110837.24</valUSD>
        <pctVal>0.0693715093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10</name>
        <lei>N/A</lei>
        <title>BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10</title>
        <cusip>AQ6084745</cusip>
        <identifiers>
          <isin value="BRSTNCNTF1Q6"/>
          <ticker value="BNTNF"/>
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        <balance>46977000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975"/>
        <valUSD>7969197.94</valUSD>
        <pctVal>4.9878117620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.000000000000</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>NORTH MACEDONIA GOVERNMENT INT SR UNSECURED REGS 01/25 2.75</name>
        <lei>N/A</lei>
        <title>NORTH MACEDONIA GOVERNMENT INT SR UNSECURED REGS 01/25 2.75</title>
        <cusip>AQ6167367</cusip>
        <identifiers>
          <isin value="XS1744744191"/>
          <ticker value="MACEDO"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>149371.38</valUSD>
        <pctVal>0.0934894994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>HUNGARY GOVERNMENT BOND BONDS 10/38 3</name>
        <lei>N/A</lei>
        <title>HUNGARY GOVERNMENT BOND BONDS 10/38 3</title>
        <cusip>AR0226704</cusip>
        <identifiers>
          <isin value="HU0000403555"/>
          <ticker value="HGB"/>
        </identifiers>
        <balance>41790000</balance>
        <units>PA</units>
        <currencyConditional curCd="HUF" exchangeRt="372.9975"/>
        <valUSD>59189.83</valUSD>
        <pctVal>0.0370461033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/48 7.903</name>
        <lei>N/A</lei>
        <title>EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/48 7.903</title>
        <cusip>AR2881704</cusip>
        <identifiers>
          <isin value="XS1775617464"/>
          <ticker value="EGYPT"/>
        </identifiers>
        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264650.4</valUSD>
        <pctVal>0.1656410580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>EG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.903000000000</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>HUNGARY GOVERNMENT BOND BONDS 08/30 3</name>
        <lei>N/A</lei>
        <title>HUNGARY GOVERNMENT BOND BONDS 08/30 3</title>
        <cusip>AX1722484</cusip>
        <identifiers>
          <isin value="HU0000403696"/>
          <ticker value="HGB"/>
        </identifiers>
        <balance>20350000</balance>
        <units>PA</units>
        <currencyConditional curCd="HUF" exchangeRt="372.9975"/>
        <valUSD>36747.24</valUSD>
        <pctVal>0.0229995938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 INFLATI 02/50 0.25</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY INFLATI 02/50 0.25</title>
        <cusip>912810SM1</cusip>
        <identifiers>
          <isin value="US912810SM18"/>
          <ticker value="TII"/>
        </identifiers>
        <balance>741760</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499631.73</valUSD>
        <pctVal>0.3127126517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</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 Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 08/52 3</title>
        <cusip>912810TJ7</cusip>
        <identifiers>
          <isin value="US912810TJ79"/>
          <ticker value="T"/>
        </identifiers>
        <balance>10800</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8898.19</valUSD>
        <pctVal>0.0055692552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Malaysia Government Bond</name>
        <lei>N/A</lei>
        <title>MALAYSIA GOVERNMENT BOND BONDS 08/29 3.885</title>
        <cusip>AX1841680</cusip>
        <identifiers>
          <isin value="MYBMO1900020"/>
          <ticker value="MGS"/>
        </identifiers>
        <balance>1510000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.405"/>
        <valUSD>340190.78</valUSD>
        <pctVal>0.2129207464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.885000000000</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>Peru Government Bond</name>
        <lei>N/A</lei>
        <title>PERU GOVERNMENT BOND BONDS 08/37 6.9</title>
        <cusip>EG6650006</cusip>
        <identifiers>
          <isin value="PEP01000C2Z1"/>
          <ticker value="PERUGB"/>
        </identifiers>
        <balance>395000</balance>
        <units>PA</units>
        <currencyConditional curCd="PEN" exchangeRt="3.79675"/>
        <valUSD>92953.72</valUSD>
        <pctVal>0.0581784593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.900000000000</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 Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 11/52 4</title>
        <cusip>912810TL2</cusip>
        <identifiers>
          <isin value="US912810TL26"/>
          <ticker value="T"/>
        </identifiers>
        <balance>18000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18025.31</valUSD>
        <pctVal>0.0112817945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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 Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 09/27 4.125</title>
        <cusip>91282CFM8</cusip>
        <identifiers>
          <isin value="US91282CFM82"/>
          <ticker value="T"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25093.75</valUSD>
        <pctVal>0.0157058342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Peru Government Bond</name>
        <lei>N/A</lei>
        <title>PERU GOVERNMENT BOND BONDS 08/31 6.95</title>
        <cusip>EH3330816</cusip>
        <identifiers>
          <isin value="PEP01000C4G7"/>
          <ticker value="PERUGB"/>
        </identifiers>
        <balance>310000</balance>
        <units>PA</units>
        <currencyConditional curCd="PEN" exchangeRt="3.79675"/>
        <valUSD>76860.36</valUSD>
        <pctVal>0.0481058458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.950000000000</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>MEXICAN BONOS SR UNSECURED 05/29 8.5</name>
        <lei>N/A</lei>
        <title>MEXICAN BONOS SR UNSECURED 05/29 8.5</title>
        <cusip>EH6834517</cusip>
        <identifiers>
          <isin value="MX0MGO0000H9"/>
          <ticker value="MBONO"/>
        </identifiers>
        <balance>1382200</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>68967.07</valUSD>
        <pctVal>0.0431655438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</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 INFLATI 10/27 1.625</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY INFLATI 10/27 1.625</title>
        <cusip>91282CFR7</cusip>
        <identifiers>
          <isin value="US91282CFR79"/>
          <ticker value="TII"/>
        </identifiers>
        <balance>6930582.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6922455.65</valUSD>
        <pctVal>4.3326701097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</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 Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 10/27 4.125</title>
        <cusip>91282CFU0</cusip>
        <identifiers>
          <isin value="US91282CFU09"/>
          <ticker value="T"/>
        </identifiers>
        <balance>28800</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28905.75</valUSD>
        <pctVal>0.0180917127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>MEXICAN BONOS SR UNSECURED 11/38 8.5</name>
        <lei>N/A</lei>
        <title>MEXICAN BONOS SR UNSECURED 11/38 8.5</title>
        <cusip>EH6944449</cusip>
        <identifiers>
          <isin value="MX0MGO0000J5"/>
          <ticker value="MBONO"/>
        </identifiers>
        <balance>3469300</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>168445.27</valUSD>
        <pctVal>0.1054275857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</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 Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 11/32 4.125</title>
        <cusip>91282CFV8</cusip>
        <identifiers>
          <isin value="US91282CFV81"/>
          <ticker value="T"/>
        </identifiers>
        <balance>92600</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94495.41</valUSD>
        <pctVal>0.0591433819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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 Steel Corporation</name>
        <lei>JNLUVFYJT1OZSIQ24U47</lei>
        <title>UNITED STATES STEEL CORP SR UNSECURED 03/29 6.875</title>
        <cusip>912909AU2</cusip>
        <identifiers>
          <isin value="US912909AU28"/>
          <ticker value="X"/>
        </identifiers>
        <balance>71000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68915.9</valUSD>
        <pctVal>0.0431335172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="69578.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Wholesale Mortgage LLC</name>
        <lei>N/A</lei>
        <title>UNITED WHOLESALE MORTGAGE LLC SR UNSECURED 144A 04/29 5.5</title>
        <cusip>913229AA8</cusip>
        <identifiers>
          <isin value="US913229AA80"/>
          <ticker value="UNSHFI"/>
        </identifiers>
        <balance>544000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>432741.23</valUSD>
        <pctVal>0.2708468046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP INC SR UNSECURED 10/47 3.75</title>
        <cusip>91324PDF6</cusip>
        <identifiers>
          <isin value="US91324PDF62"/>
          <ticker value="UNH"/>
        </identifiers>
        <balance>27000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21469.01</valUSD>
        <pctVal>0.0134371591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP INC SR UNSECURED 02/33 5.35</title>
        <cusip>91324PER9</cusip>
        <identifiers>
          <isin value="US91324PER91"/>
          <ticker value="UNH"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30950.63</valUSD>
        <pctVal>0.0193715751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</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>REGENTS OF THE UNIVERSITY OF C UNVHGR 05/53 FIXED 4.563</name>
        <lei>N/A</lei>
        <title>REGENTS OF THE UNIVERSITY OF C UNVHGR 05/53 FIXED 4.563</title>
        <cusip>913366KW9</cusip>
        <identifiers>
          <isin value="US913366KW93"/>
          <ticker value="UNVHGR"/>
        </identifiers>
        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122475.08</valUSD>
        <pctVal>0.0766554739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.563000000000</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>Var Energi ASA</name>
        <lei>N/A</lei>
        <title>VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5</title>
        <cusip>92212WAD2</cusip>
        <identifiers>
          <isin value="US92212WAD20"/>
          <ticker value="VARNO"/>
        </identifiers>
        <balance>460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>468556.82</valUSD>
        <pctVal>0.2932632914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>Var Energi ASA</name>
        <lei>N/A</lei>
        <title>VAR ENERGI ASA SR UNSECURED 144A 11/32 8</title>
        <cusip>92212WAE0</cusip>
        <identifiers>
          <isin value="US92212WAE03"/>
          <ticker value="VARNO"/>
        </identifiers>
        <balance>425000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438905.08</valUSD>
        <pctVal>0.2747046738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</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>Venture Global Calcasieu Pass LLC</name>
        <lei>N/A</lei>
        <title>VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125</title>
        <cusip>92328MAB9</cusip>
        <identifiers>
          <isin value="US92328MAB90"/>
          <ticker value="VENTGL"/>
        </identifiers>
        <balance>118000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100535.41</valUSD>
        <pctVal>0.0629237351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC SR UNSECURED 12/29 4.016</title>
        <cusip>92343VEU4</cusip>
        <identifiers>
          <isin value="US92343VEU44"/>
          <ticker value="VZ"/>
        </identifiers>
        <balance>69000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64449.56</valUSD>
        <pctVal>0.0403380962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.016000000000</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>Paramount Global</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>VIACOM INC SR UNSECURED 03/43 4.375</title>
        <cusip>92553PAP7</cusip>
        <identifiers>
          <isin value="US92553PAP71"/>
          <ticker value="VIA"/>
        </identifiers>
        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92961.76</valUSD>
        <pctVal>0.0581834914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Paramount Global</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>VIACOMCBS INC SR UNSECURED 04/44 5.25</title>
        <cusip>92553PAW2</cusip>
        <identifiers>
          <isin value="US92553PAW23"/>
          <ticker value="VIAC"/>
        </identifiers>
        <balance>22000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16902.79</valUSD>
        <pctVal>0.0105792246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>Paramount Global</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>PARAMOUNT GLOBAL JR SUBORDINA 02/57 VAR</title>
        <cusip>92553PBC5</cusip>
        <identifiers>
          <isin value="US92553PBC59"/>
          <ticker value="PARA"/>
        </identifiers>
        <balance>95000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76569.36</valUSD>
        <pctVal>0.0479237129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-02-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.250000000000</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>SRS Distribution Inc.</name>
        <lei>N/A</lei>
        <title>SRS DISTRIBUTION INC COMPANY GUAR 144A 07/29 6.125</title>
        <cusip>78471RAC0</cusip>
        <identifiers>
          <isin value="US78471RAC07"/>
          <ticker value="SRSDIS"/>
        </identifiers>
        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68724.2</valUSD>
        <pctVal>0.0430135348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</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>Sales Tax Securitization Corporation</name>
        <lei>N/A</lei>
        <title>SALES TAX SECURITIZATION CORP STSGEN 01/42 FIXED 3.238</title>
        <cusip>79467BDX0</cusip>
        <identifiers>
          <isin value="US79467BDX01"/>
          <ticker value="STSGEN"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18997.06</valUSD>
        <pctVal>0.0118899995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.238000000000</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>City Public Service Board of San Antonio</name>
        <lei>5493002G2FEH20Q4GQ04</lei>
        <title>CITY OF SAN ANTONIO TX ELECTRI SANUTL 02/42 FIXED 4.365</title>
        <cusip>79625GFQ1</cusip>
        <identifiers>
          <isin value="US79625GFQ10"/>
          <ticker value="SANUTL"/>
        </identifiers>
        <balance>95000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82386.94</valUSD>
        <pctVal>0.0515648565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.365000000000</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>City Public Service Board of San Antonio</name>
        <lei>5493002G2FEH20Q4GQ04</lei>
        <title>CITY OF SAN ANTONIO TX ELECTRI SANUTL 02/47 FIXED 4.445</title>
        <cusip>79625GFR9</cusip>
        <identifiers>
          <isin value="US79625GFR92"/>
          <ticker value="SANUTL"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84563.41</valUSD>
        <pctVal>0.0529270793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.445000000000</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>San Diego County Regional Transportation Commission</name>
        <lei>W4FR340A6EQ2SSI17B56</lei>
        <title>SAN DIEGO COUNTY REGIONAL TRAN SDGTRN 04/48 FIXED 3.248</title>
        <cusip>797400LP1</cusip>
        <identifiers>
          <isin value="US797400LP13"/>
          <ticker value="SDGTRN"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56508.43</valUSD>
        <pctVal>0.0353678518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.248000000000</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>San Diego Gas and Electric Company</name>
        <lei>KNIRVXKVNJJ4P8OTMS63</lei>
        <title>SAN DIEGO GAS and ELECTRIC CO 1ST MORTGAGE 04/50 3.32</title>
        <cusip>797440BY9</cusip>
        <identifiers>
          <isin value="US797440BY99"/>
          <ticker value="SRE"/>
        </identifiers>
        <balance>22000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15724.15</valUSD>
        <pctVal>0.0098415300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.320000000000</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>SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/50 FIXED 5</name>
        <lei>54930055TIDYHNDP4F84</lei>
        <title>SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/50 FIXED 5</title>
        <cusip>79766DSA8</cusip>
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          <isin value="US79766DSA80"/>
          <ticker value="SFOAPT"/>
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        <balance>325000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328825.28</valUSD>
        <pctVal>0.2058072358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/39 FIXED 4</name>
        <lei>54930055TIDYHNDP4F84</lei>
        <title>SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/39 FIXED 4</title>
        <cusip>79766DTD1</cusip>
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          <isin value="US79766DTD11"/>
          <ticker value="SFOAPT"/>
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        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150351.22</valUSD>
        <pctVal>0.0941027678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO TRANSIT AUTHORITY SALE CHITRN 12/40 FIXED 3.912</name>
        <lei>N/A</lei>
        <title>CHICAGO TRANSIT AUTHORITY CHITRN 12/40 FIXED 3.912</title>
        <cusip>16772PCX2</cusip>
        <identifiers>
          <isin value="US16772PCX24"/>
          <ticker value="CHITRN"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50177.22</valUSD>
        <pctVal>0.0314052343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.912000000000</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>Clydesdale Acquisition Holdings Inc.</name>
        <lei>N/A</lei>
        <title>CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 04/29 6.625</title>
        <cusip>18972EAA3</cusip>
        <identifiers>
          <isin value="US18972EAA38"/>
          <ticker value="NOVHOL"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9507.5</valUSD>
        <pctVal>0.0059506139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</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>SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/51 FIXED 2.958</name>
        <lei>54930055TIDYHNDP4F84</lei>
        <title>SAN FRANCISCO CITY and COUNTY AI SFOAPT 05/51 FIXED 2.958</title>
        <cusip>79766DTK5</cusip>
        <identifiers>
          <isin value="US79766DTK53"/>
          <ticker value="SFOAPT"/>
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        <balance>155000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97130.44</valUSD>
        <pctVal>0.0607926111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.958000000000</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>Santander Holdings USA Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC SR UNSECURED 06/25 3.45</title>
        <cusip>80282KBB1</cusip>
        <identifiers>
          <isin value="US80282KBB17"/>
          <ticker value="SANUSA"/>
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        <balance>37000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35256.94</valUSD>
        <pctVal>0.0220668355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</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>Clydesdale Acquisition Holdings Inc.</name>
        <lei>N/A</lei>
        <title>CLYDESDALE ACQUISITION HOLDING COMPANY GUAR 144A 04/30 8.75</title>
        <cusip>18972EAB1</cusip>
        <identifiers>
          <isin value="US18972EAB11"/>
          <ticker value="NOVHOL"/>
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        <balance>155000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132675.59</valUSD>
        <pctVal>0.0830398333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.750000000000</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>Colombia Government International Bond</name>
        <lei>N/A</lei>
        <title>COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 01/41 6.125</title>
        <cusip>195325BM6</cusip>
        <identifiers>
          <isin value="US195325BM66"/>
          <ticker value="COLOM"/>
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        <balance>645000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>512791.91</valUSD>
        <pctVal>0.3209494280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</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>Colombia Government International Bond</name>
        <lei>N/A</lei>
        <title>COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/61 3.875</title>
        <cusip>195325DX0</cusip>
        <identifiers>
          <isin value="US195325DX04"/>
          <ticker value="COLOM"/>
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        <balance>645000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>358187.15</valUSD>
        <pctVal>0.2241844277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>CommonSpirit Health</name>
        <lei>4SXHN5XW08IBO0UG2V58</lei>
        <title>COMMONSPIRIT HEALTH SR SECURED 10/49 3.817</title>
        <cusip>20268JAD5</cusip>
        <identifiers>
          <isin value="US20268JAD54"/>
          <ticker value="CATMED"/>
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        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85595.24</valUSD>
        <pctVal>0.0535728875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.817000000000</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>Community Health Network Inc.</name>
        <lei>N/A</lei>
        <title>COMMUNITY HEALTH NETWORK INC UNSECURED 05/50 3.099</title>
        <cusip>20369EAE2</cusip>
        <identifiers>
          <isin value="US20369EAE23"/>
          <ticker value="COMHOS"/>
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        <balance>220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138172.34</valUSD>
        <pctVal>0.0864801738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.099000000000</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>Compass Group Diversified Holdings LLC</name>
        <lei>N/A</lei>
        <title>COMPASS GROUP DIVERSIFIED HOLD COMPANY GUAR 144A 04/29 5.25</title>
        <cusip>20451RAB8</cusip>
        <identifiers>
          <isin value="US20451RAB87"/>
          <ticker value="CODI"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64184.33</valUSD>
        <pctVal>0.0401720924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M2 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M2 144A</title>
        <cusip>20753XAB0</cusip>
        <identifiers>
          <isin value="US20753XAB01"/>
          <ticker value="CAS"/>
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        <balance>59000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59738.63</valUSD>
        <pctVal>0.0373895897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.427680000000</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>CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1B1 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1B1 144A</title>
        <cusip>20753XAF1</cusip>
        <identifiers>
          <isin value="US20753XAF15"/>
          <ticker value="CAS"/>
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        <balance>69000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71740.85</valUSD>
        <pctVal>0.0449016147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.177680000000</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>CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1B1 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1B1 144A</title>
        <cusip>20753YAF9</cusip>
        <identifiers>
          <isin value="US20753YAF97"/>
          <ticker value="CAS"/>
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        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165000.69</valUSD>
        <pctVal>0.1032716703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.177680000000</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>CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A</title>
        <cusip>20754BAF8</cusip>
        <identifiers>
          <isin value="US20754BAF85"/>
          <ticker value="CAS"/>
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        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165545.59</valUSD>
        <pctVal>0.1036127158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.427680000000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2B1 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2B1 144A</title>
        <cusip>20754DAF4</cusip>
        <identifiers>
          <isin value="US20754DAF42"/>
          <ticker value="CAS"/>
        </identifiers>
        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67676.23</valUSD>
        <pctVal>0.0423576248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.427680000000</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>Consolidated Edison Company of New York Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>CONSOLIDATED EDISON CO OF NEW SR UNSECURED 12/51 3.2</title>
        <cusip>209111GC1</cusip>
        <identifiers>
          <isin value="US209111GC11"/>
          <ticker value="ED"/>
        </identifiers>
        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44965.69</valUSD>
        <pctVal>0.0281434091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>Constellation Brands Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>CONSTELLATION BRANDS INC COMPANY GUAR 08/29 3.15</title>
        <cusip>21036PBE7</cusip>
        <identifiers>
          <isin value="US21036PBE79"/>
          <ticker value="STZ"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35054.24</valUSD>
        <pctVal>0.0219399683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</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>Corebridge Financial Inc.</name>
        <lei>N/A</lei>
        <title>COREBRIDGE FINANCIAL INC JR SUBORDINA 144A 12/52 VAR</title>
        <cusip>21871XAN9</cusip>
        <identifiers>
          <isin value="US21871XAN93"/>
          <ticker value="CRBG"/>
        </identifiers>
        <balance>74000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68378.57</valUSD>
        <pctVal>0.0427972097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.875000000000</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>COREVEST AMERICAN FINANCE 2020 CAFL 2020 4 B 144A</name>
        <lei>N/A</lei>
        <title>COREVEST AMERICAN FINANCE 2020 CAFL 2020 4 B 144A</title>
        <cusip>21873AAG2</cusip>
        <identifiers>
          <isin value="US21873AAG22"/>
          <ticker value="CAFL"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86513.06</valUSD>
        <pctVal>0.0541473385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.707000000000</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>Cracker Barrel Old Country Store Inc.</name>
        <lei>8P4PHQIUWPIECBFBW745</lei>
        <title>CRACKER BARREL OLD COUNTRY STO SR UNSECURED 06/26 0.625</title>
        <cusip>22410JAB2</cusip>
        <identifiers>
          <isin value="US22410JAB26"/>
          <ticker value="CBRL"/>
        </identifiers>
        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59762.5</valUSD>
        <pctVal>0.0374045296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Cracker Barrel Old Country Store, Inc.</name>
              <title>Cracker Barrel Old Country Store, Inc.</title>
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              <identifiers>
                <isin value="US22410J1060"/>
                <ticker value="CBRL"/>
                <other otherDesc="BLOOMBERG" value="EQ0010171700001000"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.675900000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE GROUP AG SR UNSECURED 144A 01/28 4.282</title>
        <cusip>225401AC2</cusip>
        <identifiers>
          <isin value="US225401AC20"/>
          <ticker value="CS"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207212.78</valUSD>
        <pctVal>0.1296916389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.282000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE GROUP AG SR UNSECURED 144A 08/33 VAR</title>
        <cusip>225401AZ1</cusip>
        <identifiers>
          <isin value="US225401AZ15"/>
          <ticker value="CS"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438696.66</valUSD>
        <pctVal>0.2745742266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.537000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE GROUP AG SR UNSECURED 144A 11/33 VAR</title>
        <cusip>225401BB3</cusip>
        <identifiers>
          <isin value="US225401BB38"/>
          <ticker value="CS"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255966.8</valUSD>
        <pctVal>0.1602061117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.016000000000</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>MH SUB I LLC</name>
        <lei>N/A</lei>
        <title>MH SUB I LLC 2020 INCREMENTAL TERM LOAN</title>
        <cusip>45567YAL9</cusip>
        <identifiers>
          <isin value="US45567YAL92"/>
          <ticker value="INET"/>
        </identifiers>
        <balance>98987.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96053.37</valUSD>
        <pctVal>0.0601184877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.134</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>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTEL CORP SR UNSECURED 08/51 3.05</title>
        <cusip>458140BW9</cusip>
        <identifiers>
          <isin value="US458140BW93"/>
          <ticker value="INTC"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9712.43</valUSD>
        <pctVal>0.0060788768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</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>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTEL CORP SR UNSECURED 08/52 4.9</title>
        <cusip>458140CB4</cusip>
        <identifiers>
          <isin value="US458140CB48"/>
          <ticker value="INTC"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13269.83</valUSD>
        <pctVal>0.0083054047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</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>Iowa Finance Authority</name>
        <lei>N/A</lei>
        <title>IOWA FINANCE AUTHORITY IASSFH 07/50 FIXED 3.25</title>
        <cusip>462467C33</cusip>
        <identifiers>
          <isin value="US462467C336"/>
          <ticker value="IASSFH"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49098.17</valUSD>
        <pctVal>0.0307298716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>JH COLLATERAL</name>
        <lei>N/A</lei>
        <title>JH COLLATERAL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="926EMC902"/>
        </identifiers>
        <balance>29010.97</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>289987.85</valUSD>
        <pctVal>0.1814994206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="289987.850000000000" isCashCollateral="Y"/>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BENIN GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/35 4.95</name>
        <lei>N/A</lei>
        <title>BENIN GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/35 4.95</title>
        <cusip>BQ5680211</cusip>
        <identifiers>
          <isin value="XS2366832496"/>
          <ticker value="BENIN"/>
        </identifiers>
        <balance>280000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>217076.4</valUSD>
        <pctVal>0.1358651434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BJ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</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>Valeo</name>
        <lei>5493006IH2N2WMIBB742</lei>
        <title>VALEO SR UNSECURED REGS 08/28 1</title>
        <cusip>BQ6920418</cusip>
        <identifiers>
          <isin value="FR0014004UE6"/>
          <ticker value="FRFP"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>411806.43</valUSD>
        <pctVal>0.2577440002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</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>Australia Government Bond</name>
        <lei>N/A</lei>
        <title>AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 11/32 0.25</title>
        <cusip>BR1263051</cusip>
        <identifiers>
          <isin value="AU0000171134"/>
          <ticker value="ACGB"/>
        </identifiers>
        <balance>1750000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.468752"/>
        <valUSD>1120022.3</valUSD>
        <pctVal>0.7010066061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</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>NEW ZEALAND GOVERNMENT BOND BONDS 05/51 2.75</name>
        <lei>N/A</lei>
        <title>NEW ZEALAND GOVERNMENT BOND BONDS 05/51 2.75</title>
        <cusip>BR2219516</cusip>
        <identifiers>
          <isin value="NZGOVDT551C8"/>
          <ticker value="NZGB"/>
        </identifiers>
        <balance>2975000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.575051"/>
        <valUSD>1353703.94</valUSD>
        <pctVal>0.8472647417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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 de Credito Social Cooperativo SA</name>
        <lei>N/A</lei>
        <title>BANCO DE CREDITO SOCIAL COOPER SR UNSECURED REGS 03/28 VAR</title>
        <cusip>BR2262276</cusip>
        <identifiers>
          <isin value="XS2383811424"/>
          <ticker value="CAJAMA"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>163911.08</valUSD>
        <pctVal>0.1025896983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.750000000000</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>Allianz SE</name>
        <lei>N/A</lei>
        <title>ALLIANZ SE JR SUBORDINA REGS VAR</title>
        <cusip>BR2440781</cusip>
        <identifiers>
          <isin value="DE000A3E5TR0"/>
          <ticker value="ALVGR"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>150431.98</valUSD>
        <pctVal>0.0941533144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.600000000000</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>MEXICAN BONOS BONDS 03/27 5.5</name>
        <lei>N/A</lei>
        <title>MEXICAN BONOS BONDS 03/27 5.5</title>
        <cusip>BR4592233</cusip>
        <identifiers>
          <isin value="MX0MGO0001C8"/>
          <ticker value="MBONO"/>
        </identifiers>
        <balance>10591500</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>474050.68</valUSD>
        <pctVal>0.2967018231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Korea Treasury Bond</name>
        <lei>N/A</lei>
        <title>KOREA TREASURY BOND BONDS 12/31 2.375</title>
        <cusip>BR7206518</cusip>
        <identifiers>
          <isin value="KR103502GBC0"/>
          <ticker value="KTB"/>
        </identifiers>
        <balance>4545430000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.5"/>
        <valUSD>3207404.37</valUSD>
        <pctVal>2.0074704333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Teva Pharmaceutical Finance Netherlands II B.V.</name>
        <lei>N/A</lei>
        <title>TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 05/30 4.375</title>
        <cusip>BS1759429</cusip>
        <identifiers>
          <isin value="XS2406607171"/>
          <ticker value="TEVA"/>
        </identifiers>
        <balance>460000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>407416.69</valUSD>
        <pctVal>0.2549965221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10</name>
        <lei>N/A</lei>
        <title>BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10</title>
        <cusip>BT2749815</cusip>
        <identifiers>
          <isin value="BRSTNCNTF212"/>
          <ticker value="BNTNF"/>
        </identifiers>
        <balance>456000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975"/>
        <valUSD>73839.22</valUSD>
        <pctVal>0.0462149557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.000000000000</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>HUNGARY GOVERNMENT BOND BONDS 11/32 4.75</name>
        <lei>N/A</lei>
        <title>HUNGARY GOVERNMENT BOND BONDS 11/32 4.75</title>
        <cusip>BT4396433</cusip>
        <identifiers>
          <isin value="HU0000405550"/>
          <ticker value="HGB"/>
        </identifiers>
        <balance>39150000</balance>
        <units>PA</units>
        <currencyConditional curCd="HUF" exchangeRt="372.9975"/>
        <valUSD>75930.4</valUSD>
        <pctVal>0.0475237966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>HUNGARY GOVERNMENT BOND BONDS 03/28 4.5</name>
        <lei>N/A</lei>
        <title>HUNGARY GOVERNMENT BOND BONDS 03/28 4.5</title>
        <cusip>BT4398900</cusip>
        <identifiers>
          <isin value="HU0000405543"/>
          <ticker value="HGB"/>
        </identifiers>
        <balance>65800000</balance>
        <units>PA</units>
        <currencyConditional curCd="HUF" exchangeRt="372.9975"/>
        <valUSD>136512.08</valUSD>
        <pctVal>0.0854410398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Malaysia Government Bond</name>
        <lei>N/A</lei>
        <title>MALAYSIA GOVERNMENT BOND BONDS 07/32 3.582</title>
        <cusip>BT4584806</cusip>
        <identifiers>
          <isin value="MYBMO2200016"/>
          <ticker value="MGS"/>
        </identifiers>
        <balance>595000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.405"/>
        <valUSD>129575.38</valUSD>
        <pctVal>0.0810994543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.582000000000</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>REPUBLIC OF POLAND GOVERNMENT BONDS 05/27 3.75</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF POLAND GOVERNMENT BONDS 05/27 3.75</title>
        <cusip>BT4925082</cusip>
        <identifiers>
          <isin value="PL0000114393"/>
          <ticker value="POLGB"/>
        </identifiers>
        <balance>1900000</balance>
        <units>PA</units>
        <currencyConditional curCd="PLN" exchangeRt="4.38135"/>
        <valUSD>381660.9</valUSD>
        <pctVal>0.2388763261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>COLOMBIAN TES BONDS 05/42 9.25</name>
        <lei>N/A</lei>
        <title>COLOMBIAN TES BONDS 05/42 9.25</title>
        <cusip>BT5050872</cusip>
        <identifiers>
          <isin value="COL17CT03813"/>
          <ticker value="COLTES"/>
        </identifiers>
        <balance>2210400000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4848"/>
        <valUSD>329260.84</valUSD>
        <pctVal>0.2060798468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.250000000000</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>CZECH REPUBLIC GOVERNMENT BOND BONDS 05/35 3.5</name>
        <lei>N/A</lei>
        <title>CZECH REPUBLIC GOVERNMENT BOND BONDS 05/35 3.5</title>
        <cusip>BU6855664</cusip>
        <identifiers>
          <isin value="CZ0001006431"/>
          <ticker value="CZGB"/>
        </identifiers>
        <balance>920000</balance>
        <units>PA</units>
        <currencyConditional curCd="CZK" exchangeRt="22.5989"/>
        <valUSD>34501.68</valUSD>
        <pctVal>0.0215941286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>ROMANIA GOVERNMENT BOND BONDS 02/32 6.7</name>
        <lei>N/A</lei>
        <title>ROMANIA GOVERNMENT BOND BONDS 02/32 6.7</title>
        <cusip>BV1224013</cusip>
        <identifiers>
          <isin value="ROO7A2H5YIN8"/>
          <ticker value="ROMGB"/>
        </identifiers>
        <balance>690000</balance>
        <units>PA</units>
        <currencyConditional curCd="RON" exchangeRt="4.6163"/>
        <valUSD>135729.5</valUSD>
        <pctVal>0.0849512337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.700000000000</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>Corebridge Financial Inc.</name>
        <lei>N/A</lei>
        <title>COREBRIDGE FINANCIAL INC SR UNSECURED REGS 04/29 3.85</title>
        <cusip>BV6693709</cusip>
        <identifiers>
          <isin value="USU20256AC40"/>
          <ticker value="CRBG"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27324.23</valUSD>
        <pctVal>0.0171018610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</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>Malaysia Government Bond</name>
        <lei>N/A</lei>
        <title>MALAYSIA GOVERNMENT BOND BONDS 10/42 4.696</title>
        <cusip>BV8949489</cusip>
        <identifiers>
          <isin value="MYBMY2200023"/>
          <ticker value="MGS"/>
        </identifiers>
        <balance>405000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.405"/>
        <valUSD>95567.13</valUSD>
        <pctVal>0.0598141568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.696000000000</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 Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 01/48 VAR</title>
        <cusip>06051GGG8</cusip>
        <identifiers>
          <isin value="US06051GGG82"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>27000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22770.03</valUSD>
        <pctVal>0.0142514497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.443000000000</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 Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 10/25 VAR</title>
        <cusip>06051GGT0</cusip>
        <identifiers>
          <isin value="US06051GGT04"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>27000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25866.61</valUSD>
        <pctVal>0.0161895567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.093000000000</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 Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 06/41 VAR</title>
        <cusip>06051GJE0</cusip>
        <identifiers>
          <isin value="US06051GJE08"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40362.05</valUSD>
        <pctVal>0.0252620539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.676000000000</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 Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 04/32 VAR</title>
        <cusip>06051GJT7</cusip>
        <identifiers>
          <isin value="US06051GJT76"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>536257.34</valUSD>
        <pctVal>0.3356361190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.687000000000</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 Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 06/29 VAR</title>
        <cusip>06051GJZ3</cusip>
        <identifiers>
          <isin value="US06051GJZ37"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>44000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37025.74</valUSD>
        <pctVal>0.0231739032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.087000000000</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 Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA/THE SUBORDINATED 05/37 VAR</title>
        <cusip>06417XAG6</cusip>
        <identifiers>
          <isin value="US06417XAG60"/>
          <ticker value="BNS"/>
        </identifiers>
        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>315741.06</valUSD>
        <pctVal>0.1976180018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.588000000000</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 2021-BNK35 BANK 2021 BN35 XA</name>
        <lei>N/A</lei>
        <title>BANK 2021-BNK35 BANK 2021 BN35 XA</title>
        <cusip>06540CBL0</cusip>
        <identifiers>
          <isin value="US06540CBL00"/>
          <ticker value="BANK"/>
        </identifiers>
        <balance>1321928.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78698.13</valUSD>
        <pctVal>0.0492560809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.046965000000</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 2021-BNK37 BANK 2021 BN37 XA</name>
        <lei>N/A</lei>
        <title>BANK 2021-BNK37 BANK 2021 BN37 XA</title>
        <cusip>06540LBL0</cusip>
        <identifiers>
          <isin value="US06540LBL09"/>
          <ticker value="BANK"/>
        </identifiers>
        <balance>996140.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33471.21</valUSD>
        <pctVal>0.0209491716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.607210000000</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>N/A</lei>
        <title>BARCLAYS PLC SR UNSECURED 11/33 VAR</title>
        <cusip>06738ECE3</cusip>
        <identifiers>
          <isin value="US06738ECE32"/>
          <ticker value="BACR"/>
        </identifiers>
        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>387686.46</valUSD>
        <pctVal>0.2426476415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.437000000000</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>Great Outdoors Group LLC</name>
        <lei>N/A</lei>
        <title>GREAT OUTDOORS GROUP LLC 2021 TERM LOAN B1</title>
        <cusip>07014QAN1</cusip>
        <identifiers>
          <isin value="US07014QAN16"/>
          <ticker value="BASSPR"/>
        </identifiers>
        <balance>274426.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>263106.17</valUSD>
        <pctVal>0.1646745456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.134</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>Bausch Health Companies Inc.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC COMPANY GUAR 144A 01/30 5.25</title>
        <cusip>071734AJ6</cusip>
        <identifiers>
          <isin value="US071734AJ60"/>
          <ticker value="BHCCN"/>
        </identifiers>
        <balance>185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88737.1</valUSD>
        <pctVal>0.0555393346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>Bausch Health Companies Inc.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC SR SECURED 144A 06/28 4.875</title>
        <cusip>071734AN7</cusip>
        <identifiers>
          <isin value="US071734AN72"/>
          <ticker value="BHCCN"/>
        </identifiers>
        <balance>19000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12084.79</valUSD>
        <pctVal>0.0075637044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>Baxter International Inc.</name>
        <lei>J5OIVXX3P24RJRW5CK77</lei>
        <title>BAXTER INTERNATIONAL INC SR UNSECURED 12/28 2.272</title>
        <cusip>071813CP2</cusip>
        <identifiers>
          <isin value="US071813CP23"/>
          <ticker value="BAX"/>
        </identifiers>
        <balance>45000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38375.33</valUSD>
        <pctVal>0.0240185931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.272000000000</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>Becton Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON AND CO PREFERRED STOCK 06/23 6</title>
        <cusip>075887406</cusip>
        <identifiers>
          <isin value="US0758874061"/>
          <ticker value="BDX"/>
        </identifiers>
        <balance>1386</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69410.88</valUSD>
        <pctVal>0.0434433184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BELO CORP.</name>
        <lei>N/A</lei>
        <title>BELO CORP COMPANY GUAR 09/27 7.25</title>
        <cusip>080555AF2</cusip>
        <identifiers>
          <isin value="US080555AF20"/>
          <ticker value="TGNA"/>
        </identifiers>
        <balance>13000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12337</valUSD>
        <pctVal>0.0077215592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.250000000000</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>BENCHMARK 2019-B10 MORTGAGE TR BMARK 2019 B10 XA</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2019-B10 MORTGAGE TR BMARK 2019 B10 XA</title>
        <cusip>08162VAF5</cusip>
        <identifiers>
          <isin value="US08162VAF58"/>
          <ticker value="BMARK"/>
        </identifiers>
        <balance>562787.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29129.65</valUSD>
        <pctVal>0.0182318487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.221112000000</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>BENEFIT STREET PARTNERS CLO XI BSP 2019 19A E 144A</name>
        <lei>N/A</lei>
        <title>BENEFIT STREET PARTNERS CLO XI BSP 2019 19A E 144A</title>
        <cusip>08183PAA4</cusip>
        <identifiers>
          <isin value="US08183PAA49"/>
          <ticker value="BSP"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224295.75</valUSD>
        <pctVal>0.1403836356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.099140000000</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>BENTLEY SYSTEMS INC SR UNSECURED 01/26 0.125</name>
        <lei>N/A</lei>
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              <title>Bentley Systems, Inc.</title>
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        <name>Berkshire Hathaway Energy Company</name>
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        <name>Berlin Packaging L.L.C.</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Frontier Communications Holdings LLC</name>
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        <cusip>35906ABE7</cusip>
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          <ticker value="FTR"/>
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        <balance>66000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-10-15</maturityDt>
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        <name>Frontier Communications Holdings LLC</name>
        <lei>N/A</lei>
        <title>FRONTIER COMMUNICATIONS CORP SECURED 144A 05/29 6.75</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-05-01</maturityDt>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST 2 GSMS 2017 GS6 C</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2 GSMS 2017 GS6 C</title>
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          <ticker value="GSMS"/>
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        <curCd>USD</curCd>
        <valUSD>21189.79</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>General Motors Financial Company Inc.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 01/27 4.35</title>
        <cusip>37045XBT2</cusip>
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          <ticker value="GM"/>
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        <curCd>USD</curCd>
        <valUSD>32306.41</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>General Motors Financial Company Inc.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR</title>
        <cusip>37045XDB9</cusip>
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          <ticker value="GM"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Motors Financial Company Inc.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 04/28 2.4</title>
        <cusip>37045XDH6</cusip>
        <identifiers>
          <isin value="US37045XDH61"/>
          <ticker value="GM"/>
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        <balance>47000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Glatfelter Corporation</name>
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        <cusip>377320AA4</cusip>
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          <ticker value="GLT"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>The Goldman Sachs Group Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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          <ticker value="GS"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>The Goldman Sachs Group Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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          <ticker value="GS"/>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 62 CI</title>
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          <ticker value="GNR"/>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 130 IO</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 168 AI</title>
        <cusip>38381BEZ3</cusip>
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      <invstOrSec>
        <name>Grand Parkway Transportation Corporation</name>
        <lei>N/A</lei>
        <title>GRAND PARKWAY TRANSPORTATION C GPTTRN 10/52 FIXED 3.236</title>
        <cusip>38611TDL8</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Great Lakes Dredge and Dock Corporation</name>
        <lei>549300H65E3MZ1CX0P05</lei>
        <title>GREAT LAKES DREDGE and DOCK CORP COMPANY GUAR 144A 06/29 5.25</title>
        <cusip>390607AF6</cusip>
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          <ticker value="GLDD"/>
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        <curCd>USD</curCd>
        <valUSD>310960</valUSD>
        <pctVal>0.1946256019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>Greater Orlando Aviation Authority</name>
        <lei>N/A</lei>
        <title>GREATER ORLANDO AVIATION AUTHO GREAPT 10/28 FIXED 5</title>
        <cusip>3922743M6</cusip>
        <identifiers>
          <isin value="US3922743M63"/>
          <ticker value="GREAPT"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52870.28</valUSD>
        <pctVal>0.0330907836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Greater Orlando Aviation Authority</name>
        <lei>N/A</lei>
        <title>GREATER ORLANDO AVIATION AUTHO GREAPT 10/28 FIXED 5</title>
        <cusip>3922743W4</cusip>
        <identifiers>
          <isin value="US3922743W46"/>
          <ticker value="GREAPT"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103605.12</valUSD>
        <pctVal>0.0648450246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>IRB Holding Corp.</name>
        <lei>N/A</lei>
        <title>IRB HOLDING CORP 2022 TERM LOAN B</title>
        <cusip>44988LAH0</cusip>
        <identifiers>
          <isin value="US44988LAH06"/>
          <ticker value="ARGIHC"/>
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        <balance>197492.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191419.52</valUSD>
        <pctVal>0.1198068539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.317</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>JAB Holdings B.V.</name>
        <lei>N/A</lei>
        <title>JAB HOLDINGS BV SR UNSECURED 144A 04/52 4.5</title>
        <cusip>46653KAC2</cusip>
        <identifiers>
          <isin value="US46653KAC27"/>
          <ticker value="JABHOL"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169580.3</valUSD>
        <pctVal>0.1061379854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>KKR CLO 20 Ltd.</name>
        <lei>N/A</lei>
        <title>KKR CLO 20 LTD KKR 20 B 144A</title>
        <cusip>48251TAB7</cusip>
        <identifiers>
          <isin value="US48251TAB70"/>
          <ticker value="KKR"/>
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        <balance>282000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272184.71</valUSD>
        <pctVal>0.1703566793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.629140000000</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>Evergy Metro Inc.</name>
        <lei>N/A</lei>
        <title>EVERGY METRO INC MORTGAGE 08/25 3.65</title>
        <cusip>485134BP4</cusip>
        <identifiers>
          <isin value="US485134BP44"/>
          <ticker value="EVRG"/>
        </identifiers>
        <balance>47000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45651.61</valUSD>
        <pctVal>0.0285727170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</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>Performance Food Group Inc.</name>
        <lei>N/A</lei>
        <title>PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 08/29 4.25</title>
        <cusip>71376LAE0</cusip>
        <identifiers>
          <isin value="US71376LAE02"/>
          <ticker value="PFGC"/>
        </identifiers>
        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99661.3</valUSD>
        <pctVal>0.0623766417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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 COMPANY GUAR 01/45 6.375</title>
        <cusip>71654QBR2</cusip>
        <identifiers>
          <isin value="US71654QBR20"/>
          <ticker value="PEMEX"/>
        </identifiers>
        <balance>155000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96042.19</valUSD>
        <pctVal>0.0601114903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</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>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 05/38 6.375</title>
        <cusip>718172AC3</cusip>
        <identifiers>
          <isin value="US718172AC39"/>
          <ticker value="PM"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26611.8</valUSD>
        <pctVal>0.0166559609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</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>BOUGHT KZT/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT KZT/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KGKBBZXD8"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="KZT" exchangeRt="N/A"/>
        <valUSD>888.75</valUSD>
        <pctVal>0.0005562564</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            <amtCurSold>27977.210000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13600000.000000000000</amtCurPur>
            <curPur>KZT</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>888.750000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT KZT/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT KZT/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KHKBBN4KX"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="KZT" exchangeRt="N/A"/>
        <valUSD>882.42</valUSD>
        <pctVal>0.0005522946</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curSold>USD</curSold>
            <amtCurPur>13600000.000000000000</amtCurPur>
            <curPur>KZT</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>882.420000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 08/39 1.45</title>
        <cusip>718172CM9</cusip>
        <identifiers>
          <isin value="XS2035474555"/>
          <ticker value="PM"/>
        </identifiers>
        <balance>390000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>239523.2</valUSD>
        <pctVal>0.1499142879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.450000000000</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>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/32 5.75</title>
        <cusip>718172CX5</cusip>
        <identifiers>
          <isin value="US718172CX57"/>
          <ticker value="PM"/>
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        <balance>5000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5097.13</valUSD>
        <pctVal>0.0031902238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>BOUGHT KZT/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT KZT/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KJKBBWB79"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="KZT" exchangeRt="N/A"/>
        <valUSD>649.73</valUSD>
        <pctVal>0.0004066571</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>43073.710000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20600000.000000000000</amtCurPur>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT KRW/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT KRW/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBN7ML"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="N/A"/>
        <valUSD>17204.07</valUSD>
        <pctVal>0.0107677916</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>959572.100000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1229517000.000000000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>17204.070000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K106 X3</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K106 X3</title>
        <cusip>3137FRUW9</cusip>
        <identifiers>
          <isin value="US3137FRUW91"/>
          <ticker value="FHMS"/>
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        <balance>490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50347.65</valUSD>
        <pctVal>0.0315119041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.920492000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K738 X1</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K738 X1</title>
        <cusip>3137FTFU6</cusip>
        <identifiers>
          <isin value="US3137FTFU66"/>
          <ticker value="FHMS"/>
        </identifiers>
        <balance>647875.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30992.11</valUSD>
        <pctVal>0.0193975369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.514115000000</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>BOUGHT UYU/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT UYU/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KJKBB517T"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="UYU" exchangeRt="N/A"/>
        <valUSD>809.33</valUSD>
        <pctVal>0.0005065486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>UY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>29165.240000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1190000.000000000000</amtCurPur>
            <curPur>UYU</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>809.330000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT UYU/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT UYU/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KKKBB08XG"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="UYU" exchangeRt="N/A"/>
        <valUSD>570.07</valUSD>
        <pctVal>0.0003567990</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>UY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>29404.500000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1190000.000000000000</amtCurPur>
            <curPur>UYU</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>570.070000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT EGP/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT EGP/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KTKBBVLK4"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EGP" exchangeRt="N/A"/>
        <valUSD>-5384.44</valUSD>
        <pctVal>-0.0033700472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>EG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>91114.460000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2420000.000000000000</amtCurPur>
            <curPur>EGP</curPur>
            <settlementDt>2023-06-01</settlementDt>
            <unrealizedAppr>-5384.440000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K742 X3</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K742 X3</title>
        <cusip>3137H0GY8</cusip>
        <identifiers>
          <isin value="US3137H0GY84"/>
          <ticker value="FHMS"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10758.14</valUSD>
        <pctVal>0.0067333724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.595395000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K129 X3</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K129 X3</title>
        <cusip>3137H13S3</cusip>
        <identifiers>
          <isin value="US3137H13S30"/>
          <ticker value="FHMS"/>
        </identifiers>
        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31708.5</valUSD>
        <pctVal>0.0198459155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.163689000000</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>SOLD GBP/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD GBP/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LDKBB5M4S"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>914.65</valUSD>
        <pctVal>0.0005724669</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>58000.000000000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>71155.720000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>914.650000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT EGP/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT EGP/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LIKBBT3QT"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EGP" exchangeRt="N/A"/>
        <valUSD>12202.94</valUSD>
        <pctVal>0.0076376529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>EG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>171029.670000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4900000.000000000000</amtCurPur>
            <curPur>EGP</curPur>
            <settlementDt>2023-02-15</settlementDt>
            <unrealizedAppr>12202.940000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Interest Strip</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE INTEREST STRIP FNS 410 C8</title>
        <cusip>31395QCT5</cusip>
        <identifiers>
          <isin value="US31395QCT58"/>
          <ticker value="FNS"/>
        </identifiers>
        <balance>143527.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15672.73</valUSD>
        <pctVal>0.0098093469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FirstCash Inc.</name>
        <lei>549300V2X3UU7K0DG350</lei>
        <title>FIRSTCASH INC COMPANY GUAR 144A 01/30 5.625</title>
        <cusip>31944TAA8</cusip>
        <identifiers>
          <isin value="US31944TAA88"/>
          <ticker value="FCFS"/>
        </identifiers>
        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155761.38</valUSD>
        <pctVal>0.0974889128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</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>BOUGHT PLN/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT PLN/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LIKBBZ92W"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="N/A"/>
        <valUSD>189.03</valUSD>
        <pctVal>0.0001183113</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>29307.160000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>130000.000000000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>189.030000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT UYU/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT UYU/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LJKBB08G3"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="UYU" exchangeRt="N/A"/>
        <valUSD>-957.75</valUSD>
        <pctVal>-0.0005994426</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>UY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>83324.840000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3270000.000000000000</amtCurPur>
            <curPur>UYU</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-957.750000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FirstCash Inc.</name>
        <lei>549300V2X3UU7K0DG350</lei>
        <title>FIRSTCASH INC COMPANY GUAR 144A 09/28 4.625</title>
        <cusip>33767DAB1</cusip>
        <identifiers>
          <isin value="US33767DAB10"/>
          <ticker value="FCFS"/>
        </identifiers>
        <balance>616000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>540823.82</valUSD>
        <pctVal>0.3384942162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2021 3 C 144A</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2021 3 C 144A</title>
        <cusip>33846QAE1</cusip>
        <identifiers>
          <isin value="US33846QAE17"/>
          <ticker value="FCAT"/>
        </identifiers>
        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>317720.9</valUSD>
        <pctVal>0.1988571565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.460000000000</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>BOUGHT PLN/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT PLN/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB6KV5"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="N/A"/>
        <valUSD>882.38</valUSD>
        <pctVal>0.0005522695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>188149.700000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>830000.000000000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>882.380000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT ZAR/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT ZAR/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB6KWL"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="N/A"/>
        <valUSD>4611.06</valUSD>
        <pctVal>0.0028859993</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>196788.320000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3430000.000000000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>4611.060000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2021 3 D 144A</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2021 3 D 144A</title>
        <cusip>33846QAG6</cusip>
        <identifiers>
          <isin value="US33846QAG64"/>
          <ticker value="FCAT"/>
        </identifiers>
        <balance>112000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97123.44</valUSD>
        <pctVal>0.0607882299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Flex Ltd.</name>
        <lei>549300EAQH74YHD07T53</lei>
        <title>FLEX LTD SR UNSECURED 05/30 4.875</title>
        <cusip>33938XAB1</cusip>
        <identifiers>
          <isin value="US33938XAB10"/>
          <ticker value="FLEX"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93888.04</valUSD>
        <pctVal>0.0587632374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>BOUGHT TRY/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT TRY/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB6KXB"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="N/A"/>
        <valUSD>-78.64</valUSD>
        <pctVal>-0.0000492197</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>30925.520000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>590000.000000000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-78.640000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD HKD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD HKD/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBN3RH"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>531.2</valUSD>
        <pctVal>0.0003324708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2026000.000000000000</amtCurSold>
            <curSold>HKD</curSold>
            <amtCurPur>260249.940000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>531.200000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD GBP/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD GBP/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBP4PW"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>800.11</valUSD>
        <pctVal>0.0005007779</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>122000.000000000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>148396.390000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>800.110000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT TRY/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT TRY/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBQL85"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="N/A"/>
        <valUSD>-187.01</valUSD>
        <pctVal>-0.0001170470</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>182183.590000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3481000.000000000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-187.010000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD EUR/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD EUR/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LQKBBKC5S"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-159.69</valUSD>
        <pctVal>-0.0000999478</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>23000.000000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>24504.790000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-159.690000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT RON/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT RON/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LDKBBPFFR"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="RON" exchangeRt="N/A"/>
        <valUSD>7234.39</valUSD>
        <pctVal>0.0045279055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>429555.540000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2025000.000000000000</amtCurPur>
            <curPur>RON</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>7234.390000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT RON/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT RON/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LIKBB0S4B"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="RON" exchangeRt="N/A"/>
        <valUSD>75.92</valUSD>
        <pctVal>0.0000475173</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>32278.890000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>150000.000000000000</amtCurPur>
            <curPur>RON</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>75.920000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT RON/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT RON/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB6KWN"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="RON" exchangeRt="N/A"/>
        <valUSD>168.47</valUSD>
        <pctVal>0.0001054431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>109070.500000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>505000.000000000000</amtCurPur>
            <curPur>RON</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>168.470000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT SEK/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT SEK/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBPRMZ"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="N/A"/>
        <valUSD>-13629.83</valUSD>
        <pctVal>-0.0085307238</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2897589.200000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30048000.000000000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-13629.830000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT PLN/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT PLN/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LSKBBWDBQ"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="N/A"/>
        <valUSD>1161.7</valUSD>
        <pctVal>0.0007270921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>124328.270000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>551000.000000000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>1161.700000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OneMain Finance Corporation</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>SPRINGLEAF FINANCE CORP COMPANY GUAR 01/28 6.625</title>
        <cusip>85172FAQ2</cusip>
        <identifiers>
          <isin value="US85172FAQ28"/>
          <ticker value="AMGFIN"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46041.5</valUSD>
        <pctVal>0.0288167438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</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>Block Inc.</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>SQUARE INC SR UNSECURED 03/25 0.125</title>
        <cusip>852234AF0</cusip>
        <identifiers>
          <isin value="US852234AF05"/>
          <ticker value="SQ"/>
        </identifiers>
        <balance>17000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16171.25</valUSD>
        <pctVal>0.0101213637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Block, Inc.</name>
              <title>Block, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US8522341036"/>
                <ticker value="SQ"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000012049020"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="8.264100000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLOCK INC SR UNSECURED 11/27 0.25</name>
        <lei>N/A</lei>
        <title>BLOCK INC SR UNSECURED 11/27 0.25</title>
        <cusip>852234AK9</cusip>
        <identifiers>
          <isin value="US852234AK99"/>
          <ticker value="SQ"/>
        </identifiers>
        <balance>155000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116831.25</valUSD>
        <pctVal>0.0731230780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Block, Inc.</name>
              <title>Block, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US8522341036"/>
                <ticker value="SQ"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000012049020"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.343000000000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR</title>
        <cusip>853254CC2</cusip>
        <identifiers>
          <isin value="US853254CC25"/>
          <ticker value="STANLN"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150746.97</valUSD>
        <pctVal>0.0943504623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.678000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Standard Industries Inc.</name>
        <lei>54930064UHXCIUWVI755</lei>
        <title>STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 07/30 4.375</title>
        <cusip>853496AG2</cusip>
        <identifiers>
          <isin value="US853496AG21"/>
          <ticker value="BMCAUS"/>
        </identifiers>
        <balance>392000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>319450.43</valUSD>
        <pctVal>0.1999396456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Standard Industries Inc.</name>
        <lei>54930064UHXCIUWVI755</lei>
        <title>STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 01/31 3.375</title>
        <cusip>853496AH0</cusip>
        <identifiers>
          <isin value="US853496AH04"/>
          <ticker value="BMCAUS"/>
        </identifiers>
        <balance>58000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43645.19</valUSD>
        <pctVal>0.0273169262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</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 Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STATE STREET CORP PREFERRED STOCK VAR</title>
        <cusip>857477608</cusip>
        <identifiers>
          <isin value="US8574776089"/>
          <ticker value="STT"/>
        </identifiers>
        <balance>650</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15665</valUSD>
        <pctVal>0.0098045088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STL Holding Company LLC</name>
        <lei>N/A</lei>
        <title>STL HOLDING CO LLC SR UNSECURED 144A 02/26 7.5</title>
        <cusip>861036AA9</cusip>
        <identifiers>
          <isin value="US861036AA92"/>
          <ticker value="DSLDHM"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88000</valUSD>
        <pctVal>0.0550779938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>STRATUS CLO 2021-1 LTD STRAS 2021 1A D 144A</name>
        <lei>N/A</lei>
        <title>STRATUS CLO 2021-1 LTD STRAS 2021 1A D 144A</title>
        <cusip>863162AG8</cusip>
        <identifiers>
          <isin value="US863162AG80"/>
          <ticker value="STRAS"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227258</valUSD>
        <pctVal>0.1422376673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.742570000000</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>SUMMIT ISSUER LLC FIBER 2020 1A A2 144A</name>
        <lei>N/A</lei>
        <title>SUMMIT ISSUER LLC FIBER 2020 1A A2 144A</title>
        <cusip>86613XAA3</cusip>
        <identifiers>
          <isin value="US86613XAA37"/>
          <ticker value="FIBER"/>
        </identifiers>
        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48151.49</valUSD>
        <pctVal>0.0301373576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.290000000000</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>Surgery Center Holdings Inc.</name>
        <lei>54930054EVI5HWPPW113</lei>
        <title>SURGERY CENTER HOLDINGS INC. 2021 TERM LOAN</title>
        <cusip>86880NAX1</cusip>
        <identifiers>
          <isin value="US86880NAX12"/>
          <ticker value="SURCEN"/>
        </identifiers>
        <balance>87206.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85998.13</valUSD>
        <pctVal>0.0538250508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.05</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>Sutter Health</name>
        <lei>N/A</lei>
        <title>SUTTER HEALTH UNSECURED 08/48 4.091</title>
        <cusip>86944BAE3</cusip>
        <identifiers>
          <isin value="US86944BAE39"/>
          <ticker value="SUTHEA"/>
        </identifiers>
        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84896.88</valUSD>
        <pctVal>0.0531357936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.091000000000</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>SYMPHONY CLO XXII LTD SYMP 2020 22A C 144A</name>
        <lei>N/A</lei>
        <title>SYMPHONY CLO XXII LTD SYMP 2020 22A C 144A</title>
        <cusip>87167GBC3</cusip>
        <identifiers>
          <isin value="US87167GBC33"/>
          <ticker value="SYMP"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>236769.25</valUSD>
        <pctVal>0.1481906283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.343710000000</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>Sysco Corporation</name>
        <lei>5RGWIFLMGH3YS7KWI652</lei>
        <title>SYSCO CORP COMPANY GUAR 04/40 6.6</title>
        <cusip>871829BM8</cusip>
        <identifiers>
          <isin value="US871829BM89"/>
          <ticker value="SYY"/>
        </identifiers>
        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150023.08</valUSD>
        <pctVal>0.0938973895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.600000000000</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>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC SR SECURED 04/27 3.75</title>
        <cusip>87264ABD6</cusip>
        <identifiers>
          <isin value="US87264ABD63"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>32000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30140.53</valUSD>
        <pctVal>0.0188645446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T MOBILE USA INC 04/29 3.375</title>
        <cusip>87264ABV6</cusip>
        <identifiers>
          <isin value="US87264ABV61"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>121000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106573.11</valUSD>
        <pctVal>0.0667026488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</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>TRTX 2019-FL3 ISSUER LTD TRTX 2019 FL3 D 144A</name>
        <lei>N/A</lei>
        <title>TRTX 2019-FL3 ISSUER LTD TRTX 2019 FL3 D 144A</title>
        <cusip>87276VAJ4</cusip>
        <identifiers>
          <isin value="US87276VAJ44"/>
          <ticker value="TRTX"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96146.66</valUSD>
        <pctVal>0.0601768767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.890200000000</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>Tampa City of</name>
        <lei>N/A</lei>
        <title>CITY OF TAMPA FL TAMGEN 09/36 ZEROCPNOID 0</title>
        <cusip>875146AU6</cusip>
        <identifiers>
          <isin value="US875146AU61"/>
          <ticker value="TAMGEN"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54907.75</valUSD>
        <pctVal>0.0343660081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</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>Targa Resources Partners LP / Targa Resources Partners Finance Corp</name>
        <lei>N/A</lei>
        <title>TARGA RESOURCES PARTNERS LP / COMPANY GUAR 02/31 4.875</title>
        <cusip>87612BBS0</cusip>
        <identifiers>
          <isin value="US87612BBS07"/>
          <ticker value="NGLS"/>
        </identifiers>
        <balance>112000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101130.4</valUSD>
        <pctVal>0.0632961312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>Telefonica Emisiones S.A.U.</name>
        <lei>N/A</lei>
        <title>TELEFONICA EMISIONES SA COMPANY GUAR 03/49 5.52</title>
        <cusip>87938WAX1</cusip>
        <identifiers>
          <isin value="US87938WAX11"/>
          <ticker value="TELEFO"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125385.76</valUSD>
        <pctVal>0.0784772286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.520000000000</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>Nabors Industries Inc.</name>
        <lei>549300VFQWRKICUFNU92</lei>
        <title>NABORS INDUSTRIES INC COMPANY GUAR 144A 05/27 7.375</title>
        <cusip>62957HAJ4</cusip>
        <identifiers>
          <isin value="US62957HAJ41"/>
          <ticker value="NBR"/>
        </identifiers>
        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53278.21</valUSD>
        <pctVal>0.0333461014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.375000000000</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>National Rural Utilities Cooperative Finance Corporation</name>
        <lei>4NYF266XZC35SCTGX023</lei>
        <title>NATIONAL RURAL UTILITIES COOPE SUBORDINATED 04/43 VAR</title>
        <cusip>637432MT9</cusip>
        <identifiers>
          <isin value="US637432MT91"/>
          <ticker value="NRUC"/>
        </identifiers>
        <balance>34000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31532.37</valUSD>
        <pctVal>0.0197356782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.750000000000</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>Nationstar Mortgage Holdings Inc.</name>
        <lei>N/A</lei>
        <title>NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 12/30 5.125</title>
        <cusip>63861CAD1</cusip>
        <identifiers>
          <isin value="US63861CAD11"/>
          <ticker value="NSM"/>
        </identifiers>
        <balance>290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223977.84</valUSD>
        <pctVal>0.1401846601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</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>Nationstar Mortgage Holdings Inc.</name>
        <lei>N/A</lei>
        <title>NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 11/31 5.75</title>
        <cusip>63861CAE9</cusip>
        <identifiers>
          <isin value="US63861CAE93"/>
          <ticker value="NSM"/>
        </identifiers>
        <balance>526000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>408965</valUSD>
        <pctVal>0.2559655881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>New Jersey Educational Facilities Authority</name>
        <lei>549300UTOO4X537XXG70</lei>
        <title>NEW JERSEY EDUCATIONAL FACILIT NJSEDU 03/32 FIXED 5</title>
        <cusip>646067EK0</cusip>
        <identifiers>
          <isin value="US646067EK02"/>
          <ticker value="NJSEDU"/>
        </identifiers>
        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125178.45</valUSD>
        <pctVal>0.0783474761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>New Jersey Transportation Trust Fund Authority</name>
        <lei>549300YUVD5TEXR6L889</lei>
        <title>NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/45 FIXED 4</title>
        <cusip>6461367J4</cusip>
        <identifiers>
          <isin value="US6461367J44"/>
          <ticker value="NJSTRN"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43662.79</valUSD>
        <pctVal>0.0273279418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>New York Life Global Funding</name>
        <lei>N/A</lei>
        <title>NEW YORK LIFE GLOBAL FUNDING SECURED 144A 08/25 3.6</title>
        <cusip>64952WEU3</cusip>
        <identifiers>
          <isin value="US64952WEU36"/>
          <ticker value="NYLIFE"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38553.62</valUSD>
        <pctVal>0.0241301823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</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>NEW YORK CITY TRANSITIONAL FIN NYCGEN 05/45 FIXED 4</name>
        <lei>N/A</lei>
        <title>NEW YORK CITY TRANSITIONAL FIN NYCGEN 05/45 FIXED 4</title>
        <cusip>64971XQM3</cusip>
        <identifiers>
          <isin value="US64971XQM38"/>
          <ticker value="NYCGEN"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70056.41</valUSD>
        <pctVal>0.0438473468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>NextEra Energy Inc.</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY INC PREFERRED STOCK 09/25 6.926</title>
        <cusip>65339F713</cusip>
        <identifiers>
          <isin value="US65339F7134"/>
          <ticker value="NEE"/>
        </identifiers>
        <balance>162</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8130.78</valUSD>
        <pctVal>0.0050889438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>N/A</lei>
        <title>NISOURCE INC PREFERRED STOCK VAR</title>
        <cusip>65473P881</cusip>
        <identifiers>
          <isin value="US65473P8813"/>
          <ticker value="NI"/>
        </identifiers>
        <balance>1875</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45543.75</valUSD>
        <pctVal>0.0285052089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOKIA OYJ SR UNSECURED 05/39 6.625</name>
        <lei>N/A</lei>
        <title>NOKIA OYJ SR UNSECURED 05/39 6.625</title>
        <cusip>654902AC9</cusip>
        <identifiers>
          <isin value="US654902AC90"/>
          <ticker value="NOKIA"/>
        </identifiers>
        <balance>27000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25627.36</valUSD>
        <pctVal>0.0160398134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</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>Nordstrom Inc.</name>
        <lei>549300S3IZB5P35KNV16</lei>
        <title>NORDSTROM INC SR UNSECURED 04/24 2.3</title>
        <cusip>655664AX8</cusip>
        <identifiers>
          <isin value="US655664AX82"/>
          <ticker value="JWN"/>
        </identifiers>
        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32732</valUSD>
        <pctVal>0.0204865102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</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>Northern States Power Company</name>
        <lei>N/A</lei>
        <title>NORTHERN STATES POWER CO/MN 1ST MORTGAGE 06/51 2.6</title>
        <cusip>665772CS6</cusip>
        <identifiers>
          <isin value="US665772CS69"/>
          <ticker value="XEL"/>
        </identifiers>
        <balance>7000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4436.95</valUSD>
        <pctVal>0.0027770262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</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>Northwestern Mutual Global Funding</name>
        <lei>N/A</lei>
        <title>NORTHWESTERN MUTUAL GLOBAL FUN SECURED 144A 09/27 4.35</title>
        <cusip>66815L2K4</cusip>
        <identifiers>
          <isin value="US66815L2K46"/>
          <ticker value="NWMLIC"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24339.88</valUSD>
        <pctVal>0.0152339973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</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>Gen Digital Inc.</name>
        <lei>YF6ZV0M6AU4FY94MK914</lei>
        <title>NORTONLIFELOCK INC COMPANY GUAR 144A 09/27 6.75</title>
        <cusip>668771AK4</cusip>
        <identifiers>
          <isin value="US668771AK49"/>
          <ticker value="NLOK"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19600</valUSD>
        <pctVal>0.0122673714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</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>Gen Digital Inc.</name>
        <lei>YF6ZV0M6AU4FY94MK914</lei>
        <title>NORTONLIFELOCK INC COMPANY GUAR 144A 09/30 7.125</title>
        <cusip>668771AL2</cusip>
        <identifiers>
          <isin value="US668771AL22"/>
          <ticker value="NLOK"/>
        </identifiers>
        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58950</valUSD>
        <pctVal>0.0368959970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.125000000000</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>Novelis Corporation</name>
        <lei>549300G5F3W3B52WYL23</lei>
        <title>NOVELIS CORP COMPANY GUAR 144A 01/30 4.75</title>
        <cusip>670001AE6</cusip>
        <identifiers>
          <isin value="US670001AE60"/>
          <ticker value="HNDLIN"/>
        </identifiers>
        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97522.15</valUSD>
        <pctVal>0.0610377770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>Nutanix Inc.</name>
        <lei>549300X7J6E8TKVIXW09</lei>
        <title>NUTANIX INC SR UNSECURED 10/27 0.25</title>
        <cusip>67059NAH1</cusip>
        <identifiers>
          <isin value="US67059NAH17"/>
          <ticker value="NTNX"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25095</valUSD>
        <pctVal>0.0157066165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Nutanix, Inc.</name>
              <title>Nutanix, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US67059N1081"/>
                <ticker value="NTNX"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000017260582"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="17.319200000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NuVasive Inc.</name>
        <lei>549300C5ZB4NZ6TWM881</lei>
        <title>NUVASIVE INC SR UNSECURED 03/25 0.375</title>
        <cusip>670704AJ4</cusip>
        <identifiers>
          <isin value="US670704AJ40"/>
          <ticker value="NUVA"/>
        </identifiers>
        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227760</valUSD>
        <pctVal>0.1425518622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>NuVasive, Inc.</name>
              <title>NuVasive, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US6707041058"/>
                <ticker value="NUVA"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000001005042"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.719800000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>O'Reilly Automotive Inc.</name>
        <lei>549300K2RLMQL149Q332</lei>
        <title>O'REILLY AUTOMOTIVE INC SR UNSECURED 06/32 4.7</title>
        <cusip>67103HAL1</cusip>
        <identifiers>
          <isin value="US67103HAL15"/>
          <ticker value="ORLY"/>
        </identifiers>
        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33829.98</valUSD>
        <pctVal>0.0211737208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</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>SolarEdge Technologies Inc.</name>
        <lei>5493000K6Y58XXPDF853</lei>
        <title>SOLAREDGE TECHNOLOGIES INC SR UNSECURED 09/25 0.00000</title>
        <cusip>83417MAD6</cusip>
        <identifiers>
          <isin value="US83417MAD65"/>
          <ticker value="SEDG"/>
        </identifiers>
        <balance>24000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29796</valUSD>
        <pctVal>0.0186489080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>SolarEdge Technologies, Inc.</name>
              <title>SolarEdge Technologies, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US83417M1045"/>
                <ticker value="SEDG"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000041217435"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.599700000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dominion Energy South Carolina Inc.</name>
        <lei>3QRVFYR22IUIEOORTK28</lei>
        <title>DOMINION ENERGY SOUTH CAROLINA 1ST MORTGAGE 02/32 6.625</title>
        <cusip>837004BV1</cusip>
        <identifiers>
          <isin value="US837004BV11"/>
          <ticker value="D"/>
        </identifiers>
        <balance>12000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13166.19</valUSD>
        <pctVal>0.0082405379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</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>Dominion Energy South Carolina Inc.</name>
        <lei>3QRVFYR22IUIEOORTK28</lei>
        <title>DOMINION ENERGY SOUTH CAROLINA 1ST MORTGAGE 05/33 5.3</title>
        <cusip>837004BX7</cusip>
        <identifiers>
          <isin value="US837004BX76"/>
          <ticker value="D"/>
        </identifiers>
        <balance>12000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12080.99</valUSD>
        <pctVal>0.0075613261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</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>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 03/49 4.875</title>
        <cusip>842400GR8</cusip>
        <identifiers>
          <isin value="US842400GR87"/>
          <ticker value="EIX"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17586.45</valUSD>
        <pctVal>0.0110071180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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 Southern Company</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SOUTHERN CO/THE SR UNSECURED 04/30 3.7</title>
        <cusip>842587DE4</cusip>
        <identifiers>
          <isin value="US842587DE49"/>
          <ticker value="SO"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13537.85</valUSD>
        <pctVal>0.0084731548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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 Southern Company</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SOUTHERN CO/THE JR SUBORDINA 01/51 VAR</title>
        <cusip>842587DF1</cusip>
        <identifiers>
          <isin value="US842587DF14"/>
          <ticker value="SO"/>
        </identifiers>
        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31850</valUSD>
        <pctVal>0.0199344785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.000000000000</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>Southwest Airlines Co.</name>
        <lei>UDTZ87G0STFETI6HGH41</lei>
        <title>SOUTHWEST AIRLINES CO SR UNSECURED 05/25 1.25</title>
        <cusip>844741BG2</cusip>
        <identifiers>
          <isin value="US844741BG22"/>
          <ticker value="LUV"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30025</valUSD>
        <pctVal>0.0187922360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Southwest Airlines Company</name>
              <title>Southwest Airlines Company</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US8447411088"/>
                <ticker value="LUV"/>
                <other otherDesc="BLOOMBERG" value="EQ0010137400001000"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="25.990900000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Splunk Inc.</name>
        <lei>549300XGDSGBP6UEI867</lei>
        <title>SPLUNK INC SR UNSECURED 09/25 1.125</title>
        <cusip>848637AD6</cusip>
        <identifiers>
          <isin value="US848637AD65"/>
          <ticker value="SPLK"/>
        </identifiers>
        <balance>4000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3766</valUSD>
        <pctVal>0.0023570878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Splunk, Inc.</name>
              <title>Splunk, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US8486371045"/>
                <ticker value="SPLK"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000015570788"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.743300000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Splunk Inc.</name>
        <lei>549300XGDSGBP6UEI867</lei>
        <title>SPLUNK INC SR UNSECURED 06/27 1.125</title>
        <cusip>848637AF1</cusip>
        <identifiers>
          <isin value="US848637AF14"/>
          <ticker value="SPLK"/>
        </identifiers>
        <balance>149000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125726.2</valUSD>
        <pctVal>0.0786903053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Splunk, Inc.</name>
              <title>Splunk, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US8486371045"/>
                <ticker value="SPLK"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000015570788"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.916400000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spotify USA Inc.</name>
        <lei>N/A</lei>
        <title>SPOTIFY USA INC COMPANY GUAR 144A 03/26 0.0000</title>
        <cusip>84921RAB6</cusip>
        <identifiers>
          <isin value="US84921RAB69"/>
          <ticker value="SPOT"/>
        </identifiers>
        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72450</valUSD>
        <pctVal>0.0453454620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Spotify USA, Inc.</name>
              <title>Spotify USA, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="LU1778762911"/>
                <ticker value="SPOT"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000028071230"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1.941000000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROMANIA GOVERNMENT BOND BONDS 09/31 3.65</name>
        <lei>N/A</lei>
        <title>ROMANIA GOVERNMENT BOND BONDS 09/31 3.65</title>
        <cusip>QZ7562684</cusip>
        <identifiers>
          <isin value="RO1631DBN055"/>
          <ticker value="ROMGB"/>
        </identifiers>
        <balance>365000</balance>
        <units>PA</units>
        <currencyConditional curCd="RON" exchangeRt="4.6163"/>
        <valUSD>58583.6</valUSD>
        <pctVal>0.0366666723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</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>SLOVENIA GOVERNMENT BOND BONDS REGS 08/45 3.125</name>
        <lei>N/A</lei>
        <title>SLOVENIA GOVERNMENT BOND BONDS REGS 08/45 3.125</title>
        <cusip>UV4163928</cusip>
        <identifiers>
          <isin value="SI0002103552"/>
          <ticker value="SLOREP"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>120820.14</valUSD>
        <pctVal>0.0756196696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</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>REPUBLIC OF POLAND GOVERNMENT BONDS 01/26 VAR</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF POLAND GOVERNMENT BONDS 01/26 VAR</title>
        <cusip>UV4450366</cusip>
        <identifiers>
          <isin value="PL0000108817"/>
          <ticker value="POLGB"/>
        </identifiers>
        <balance>80000</balance>
        <units>PA</units>
        <currencyConditional curCd="PLN" exchangeRt="4.38135"/>
        <valUSD>17866.27</valUSD>
        <pctVal>0.0111822535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.300000000000</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>Australia Government Bond</name>
        <lei>N/A</lei>
        <title>AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 08/40 1.25</title>
        <cusip>UV4718481</cusip>
        <identifiers>
          <isin value="AU000XCLWAO6"/>
          <ticker value="ACGB"/>
        </identifiers>
        <balance>1370000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.468752"/>
        <valUSD>1006387.8</valUSD>
        <pctVal>0.6298843301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</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>CZECH REPUBLIC GOVERNMENT BOND BONDS 10/23 0.45</name>
        <lei>N/A</lei>
        <title>CZECH REPUBLIC GOVERNMENT BOND BONDS 10/23 0.45</title>
        <cusip>UV9166041</cusip>
        <identifiers>
          <isin value="CZ0001004600"/>
          <ticker value="CZGB"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <currencyConditional curCd="CZK" exchangeRt="22.5989"/>
        <valUSD>12622.12</valUSD>
        <pctVal>0.0079000119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.450000000000</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>Verisure Holding AB</name>
        <lei>N/A</lei>
        <title>VERISURE HOLDING AB 2020 EUR TERM LOAN B</title>
        <cusip>W9818XAM7</cusip>
        <identifiers>
          <ticker value="VERISR"/>
        </identifiers>
        <balance>155000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>156241.58</valUSD>
        <pctVal>0.0977894634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.753</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>COLOMBIAN TES BONDS 10/50 7.25</name>
        <lei>N/A</lei>
        <title>COLOMBIAN TES BONDS 10/50 7.25</title>
        <cusip>ZO4440988</cusip>
        <identifiers>
          <isin value="COL17CT03722"/>
          <ticker value="COLTES"/>
        </identifiers>
        <balance>519700000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4848"/>
        <valUSD>60768.22</valUSD>
        <pctVal>0.0380339960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.250000000000</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>Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen</name>
        <lei>N/A</lei>
        <title>MUENCHENER RUECKVERSICHERUNGS- SUBORDINATED REGS 05/41 VAR</title>
        <cusip>ZO4944823</cusip>
        <identifiers>
          <isin value="XS2221845683"/>
          <ticker value="MUNRE"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>159646.84</valUSD>
        <pctVal>0.0999207690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.250000000000</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>BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/50 1.375</name>
        <lei>N/A</lei>
        <title>BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/50 1.375</title>
        <cusip>ZO4964284</cusip>
        <identifiers>
          <isin value="XS2234571771"/>
          <ticker value="BGARIA"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>182352.05</valUSD>
        <pctVal>0.1141316487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</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>Thailand Government Bond</name>
        <lei>N/A</lei>
        <title>THAILAND GOVERNMENT BOND BONDS 06/42 2</title>
        <cusip>ZO8401234</cusip>
        <identifiers>
          <isin value="TH062303M604"/>
          <ticker value="THAIGB"/>
        </identifiers>
        <balance>3150000</balance>
        <units>PA</units>
        <currencyConditional curCd="THB" exchangeRt="34.635"/>
        <valUSD>73189.5</valUSD>
        <pctVal>0.0458083049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>BLUEMOUNTAIN CLO 2018-2 LTD BLUEM 2018 2A D 144A</name>
        <lei>N/A</lei>
        <title>BLUEMOUNTAIN CLO 2018-2 LTD BLUEM 2018 2A D 144A</title>
        <cusip>09629VAJ2</cusip>
        <identifiers>
          <isin value="US09629VAJ26"/>
          <ticker value="BLUEM"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217203.75</valUSD>
        <pctVal>0.1359448501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.756140000000</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>BOJANGLES ISSUER LLC BOJA 2020 1A A2 144A</name>
        <lei>N/A</lei>
        <title>BOJANGLES ISSUER LLC 10/50 3.832</title>
        <cusip>09748RAA6</cusip>
        <identifiers>
          <isin value="US09748RAA68"/>
          <ticker value="BOJA"/>
        </identifiers>
        <balance>124062.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111225.88</valUSD>
        <pctVal>0.0696147538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.832000000000</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>Bon Secours Mercy Health Inc.</name>
        <lei>N/A</lei>
        <title>BON SECOURS MERCY HEALTH INC SECURED 06/50 3.205</title>
        <cusip>09778PAC9</cusip>
        <identifiers>
          <isin value="US09778PAC95"/>
          <ticker value="BSHSI"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13327.25</valUSD>
        <pctVal>0.0083413431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.205000000000</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>BP Capital Markets America Inc.</name>
        <lei>N/A</lei>
        <title>BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 01/32 2.721</title>
        <cusip>10373QBT6</cusip>
        <identifiers>
          <isin value="US10373QBT67"/>
          <ticker value="BPLN"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33338.39</valUSD>
        <pctVal>0.0208660414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.721000000000</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>BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A</name>
        <lei>N/A</lei>
        <title>BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A</title>
        <cusip>105699AD4</cusip>
        <identifiers>
          <isin value="US105699AD40"/>
          <ticker value="BRAVO"/>
        </identifiers>
        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161423.62</valUSD>
        <pctVal>0.1010328312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.181000000000</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>BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A</name>
        <lei>N/A</lei>
        <title>BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A</title>
        <cusip>10569TAD0</cusip>
        <identifiers>
          <isin value="US10569TAD00"/>
          <ticker value="BRAVO"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63514.93</valUSD>
        <pctVal>0.0397531241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.316000000000</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>Broadcom Corp / Broadcom Cayman Finance Ltd</name>
        <lei>N/A</lei>
        <title>BROADCOM CORP / BROADCOM CAYMA COMPANY GUAR 01/27 3.875</title>
        <cusip>11134LAH2</cusip>
        <identifiers>
          <isin value="US11134LAH24"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>74000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69995.87</valUSD>
        <pctVal>0.0438094556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>Broadcom Inc.</name>
        <lei>N/A</lei>
        <title>BROADCOM INC COMPANY GUAR 11/32 4.3</title>
        <cusip>11135FAS0</cusip>
        <identifiers>
          <isin value="US11135FAS02"/>
          <ticker value="AVGO"/>
        </identifiers>
        <balance>189000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166573.38</valUSD>
        <pctVal>0.1042559954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>COUNTY OF BROWARD FL PORT FACI BROTRN 09/33 FIXED 5</name>
        <lei>N/A</lei>
        <title>COUNTY OF BROWARD FL PORT FACI BROTRN 09/33 FIXED 5</title>
        <cusip>11506KEG2</cusip>
        <identifiers>
          <isin value="US11506KEG22"/>
          <ticker value="BROTRN"/>
        </identifiers>
        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76651.92</valUSD>
        <pctVal>0.0479753861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>COUNTY OF BROWARD FL PORT FACI BROTRN 09/28 FIXED 5</name>
        <lei>N/A</lei>
        <title>COUNTY OF BROWARD FL PORT FACI BROTRN 09/28 FIXED 5</title>
        <cusip>11506KEW7</cusip>
        <identifiers>
          <isin value="US11506KEW71"/>
          <ticker value="BROTRN"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163180.26</valUSD>
        <pctVal>0.1021322881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>COUNTY OF BROWARD FL PORT FACI BROTRN 09/29 FIXED 5</name>
        <lei>N/A</lei>
        <title>COUNTY OF BROWARD FL PORT FACI BROTRN 09/29 FIXED 5</title>
        <cusip>11506KFV8</cusip>
        <identifiers>
          <isin value="US11506KFV89"/>
          <ticker value="BROTRN"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113658.29</valUSD>
        <pctVal>0.0711371659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Brown Group Holding LLC</name>
        <lei>N/A</lei>
        <title>BROWN GROUP HOLDING LLC TERM LOAN B</title>
        <cusip>11565HAB2</cusip>
        <identifiers>
          <isin value="US11565HAB24"/>
          <ticker value="SIGLN"/>
        </identifiers>
        <balance>172658.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169229.88</valUSD>
        <pctVal>0.1059186624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.884</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>Builders FirstSource Inc.</name>
        <lei>549300W0SKP6L3H7DP63</lei>
        <title>BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5</title>
        <cusip>12008RAN7</cusip>
        <identifiers>
          <isin value="US12008RAN70"/>
          <ticker value="BLDR"/>
        </identifiers>
        <balance>520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>460761.08</valUSD>
        <pctVal>0.2883840446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Builders FirstSource Inc.</name>
        <lei>549300W0SKP6L3H7DP63</lei>
        <title>BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25</title>
        <cusip>12008RAP2</cusip>
        <identifiers>
          <isin value="US12008RAP29"/>
          <ticker value="BLDR"/>
        </identifiers>
        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129716.45</valUSD>
        <pctVal>0.0811877481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG F 144A</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG F 144A</title>
        <cusip>12433YAQ0</cusip>
        <identifiers>
          <isin value="US12433YAQ08"/>
          <ticker value="BX"/>
        </identifiers>
        <balance>189000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175430.95</valUSD>
        <pctVal>0.1097998271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.200090000000</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>CCO Holdings LLC/CCO Holdings Capital Corp.</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/29 5.375</title>
        <cusip>1248EPCB7</cusip>
        <identifiers>
          <isin value="US1248EPCB75"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>106000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95852.62</valUSD>
        <pctVal>0.0599928411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</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>CCO Holdings LLC/CCO Holdings Capital Corp.</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/31 4.25</title>
        <cusip>1248EPCK7</cusip>
        <identifiers>
          <isin value="US1248EPCK74"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148391.28</valUSD>
        <pctVal>0.0928760682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 03/31 1</title>
        <cusip>172967MP3</cusip>
        <identifiers>
          <isin value="US172967MP39"/>
          <ticker value="C"/>
        </identifiers>
        <balance>22000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20202.53</valUSD>
        <pctVal>0.0126444866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.412000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SR UNSECURED 04/26 VAR</title>
        <cusip>172967MQ1</cusip>
        <identifiers>
          <isin value="US172967MQ12"/>
          <ticker value="C"/>
        </identifiers>
        <balance>69000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65314.2</valUSD>
        <pctVal>0.0408792626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.106000000000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMPANY GUAR 04/40 3.75</title>
        <cusip>20030NDH1</cusip>
        <identifiers>
          <isin value="US20030NDH17"/>
          <ticker value="CMCSA"/>
        </identifiers>
        <balance>42000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34638.44</valUSD>
        <pctVal>0.0216797248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>Hungary Government International Bond</name>
        <lei>N/A</lei>
        <title>HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 04/32 1.625</title>
        <cusip>BJ0850450</cusip>
        <identifiers>
          <isin value="XS2161992511"/>
          <ticker value="REPHUN"/>
        </identifiers>
        <balance>990000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>759938.77</valUSD>
        <pctVal>0.4756352601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</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>Deutsche Bank Aktiengesellschaft</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG SUBORDINATED REGS 05/31 VAR</title>
        <cusip>BJ4191018</cusip>
        <identifiers>
          <isin value="DE000DL19VB0"/>
          <ticker value="DB"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>104314.87</valUSD>
        <pctVal>0.0652892474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.625000000000</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>INFLATION LINKED KOREA TREASUR BONDS 06/30 1.125</name>
        <lei>N/A</lei>
        <title>INFLATION LINKED KOREA TREASUR BONDS 06/30 1.125</title>
        <cusip>BJ5703498</cusip>
        <identifiers>
          <isin value="KR103503GA66"/>
          <ticker value="KTBI"/>
        </identifiers>
        <balance>3038485519</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.5"/>
        <valUSD>2371127.34</valUSD>
        <pctVal>1.4840561026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</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>Hungary Government International Bond</name>
        <lei>N/A</lei>
        <title>HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 06/35 1.75</title>
        <cusip>BJ8146422</cusip>
        <identifiers>
          <isin value="XS2181689659"/>
          <ticker value="REPHUN"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>91273.48</valUSD>
        <pctVal>0.0571268201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</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>Upjohn Finance B.V.</name>
        <lei>N/A</lei>
        <title>UPJOHN FINANCE BV COMPANY GUAR REGS 06/32 1.908</title>
        <cusip>BK1183734</cusip>
        <identifiers>
          <isin value="XS2193983108"/>
          <ticker value="VTRS"/>
        </identifiers>
        <balance>145000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>119010.98</valUSD>
        <pctVal>0.0744873412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.908000000000</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>Hannover Rueck SE</name>
        <lei>N/A</lei>
        <title>HANNOVER RUECK SE SUBORDINATED REGS 10/40 VAR</title>
        <cusip>BK2910671</cusip>
        <identifiers>
          <isin value="XS2198574209"/>
          <ticker value="HANRUE"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>82946.99</valUSD>
        <pctVal>0.0519153841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.750000000000</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>Assicurazioni Generali Societa' Per Azioni</name>
        <lei>549300X5UKJVE386ZB61</lei>
        <title>ASSICURAZIONI GENERALI SPA SUBORDINATED REGS 07/31 2.429</title>
        <cusip>BK4009894</cusip>
        <identifiers>
          <isin value="XS2201857534"/>
          <ticker value="ASSGEN"/>
        </identifiers>
        <balance>600000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>526798.11</valUSD>
        <pctVal>0.3297157166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.429000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Agricole Assurances</name>
        <lei>N/A</lei>
        <title>CREDIT AGRICOLE ASSURANCES SA SUBORDINATED REGS 07/30 2</title>
        <cusip>BK4148171</cusip>
        <identifiers>
          <isin value="FR0013523602"/>
          <ticker value="ACAFP"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>85044.45</valUSD>
        <pctVal>0.0532281556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>ROMANIA GOVERNMENT BOND BONDS 11/24 3.7</name>
        <lei>N/A</lei>
        <title>ROMANIA GOVERNMENT BOND BONDS 11/24 3.7</title>
        <cusip>BK4517573</cusip>
        <identifiers>
          <isin value="RO0TLVC1MCW4"/>
          <ticker value="ROMGB"/>
        </identifiers>
        <balance>90000</balance>
        <units>PA</units>
        <currencyConditional curCd="RON" exchangeRt="4.6163"/>
        <valUSD>18438.38</valUSD>
        <pctVal>0.0115403293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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>Australia Government Bond</name>
        <lei>N/A</lei>
        <title>AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 06/51 1.75</title>
        <cusip>BK4676346</cusip>
        <identifiers>
          <isin value="AU0000097495"/>
          <ticker value="ACGB"/>
        </identifiers>
        <balance>980000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.468752"/>
        <valUSD>386668.27</valUSD>
        <pctVal>0.2420103704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</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>UKRAINE GOVERNMENT INTERNATION SR UNSECURED REGS 03/35 7.253</name>
        <lei>N/A</lei>
        <title>UKRAINE GOVERNMENT INTERNATION SR UNSECURED REGS 03/35 7.253</title>
        <cusip>BK6339091</cusip>
        <identifiers>
          <isin value="XS2010030836"/>
          <ticker value="UKRAIN"/>
        </identifiers>
        <balance>520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93592.72</valUSD>
        <pctVal>0.0585784006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.253000000000</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>Prosus N.V.</name>
        <lei>N/A</lei>
        <title>PROSUS NV SR UNSECURED REGS 08/32 2.031</title>
        <cusip>BK6874758</cusip>
        <identifiers>
          <isin value="XS2211183756"/>
          <ticker value="PRXNA"/>
        </identifiers>
        <balance>165000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>125235.01</valUSD>
        <pctVal>0.0783828762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.031000000000</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>Thailand Government Bond</name>
        <lei>N/A</lei>
        <title>THAILAND GOVERNMENT BOND SR UNSECURED 12/35 1.585</title>
        <cusip>BK8156469</cusip>
        <identifiers>
          <isin value="TH062303FC01"/>
          <ticker value="THAIGB"/>
        </identifiers>
        <balance>10440000</balance>
        <units>PA</units>
        <currencyConditional curCd="THB" exchangeRt="34.635"/>
        <valUSD>255659.46</valUSD>
        <pctVal>0.1600137519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.585000000000</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>Hungary Government International Bond</name>
        <lei>N/A</lei>
        <title>HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 11/30 0.5</title>
        <cusip>BM4478525</cusip>
        <identifiers>
          <isin value="XS2259191273"/>
          <ticker value="REPHUN"/>
        </identifiers>
        <balance>110000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>80758.07</valUSD>
        <pctVal>0.0505453691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</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>Romania</name>
        <lei>N/A</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIO UNSECURED 144A 12/40 2.625</title>
        <cusip>BM7280910</cusip>
        <identifiers>
          <isin value="XS2258398911"/>
          <ticker value="ROMANI"/>
        </identifiers>
        <balance>540000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>322009.06</valUSD>
        <pctVal>0.2015410571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</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>Romania</name>
        <lei>N/A</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 12/40 2.625</title>
        <cusip>BM7280928</cusip>
        <identifiers>
          <isin value="XS2258400162"/>
          <ticker value="ROMANI"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>119262.62</valUSD>
        <pctVal>0.0746448392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</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>Times China Holdings Limited</name>
        <lei>N/A</lei>
        <title>TIMES CHINA HOLDINGS LTD SR SECURED REGS 01/27 5.75</title>
        <cusip>BN3850672</cusip>
        <identifiers>
          <isin value="XS2282068142"/>
          <ticker value="TPHL"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32273.68</valUSD>
        <pctVal>0.0201996540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>COLOMBIAN TES BONDS 07/36 6.25</name>
        <lei>N/A</lei>
        <title>COLOMBIAN TES BONDS 07/36 6.25</title>
        <cusip>BN5058530</cusip>
        <identifiers>
          <isin value="COL17CT03748"/>
          <ticker value="COLTES"/>
        </identifiers>
        <balance>231800000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4848"/>
        <valUSD>27501.98</valUSD>
        <pctVal>0.0172131123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</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>COLOMBIAN TES BONDS 08/26 7.5</name>
        <lei>N/A</lei>
        <title>COLOMBIAN TES BONDS 08/26 7.5</title>
        <cusip>EI8220614</cusip>
        <identifiers>
          <isin value="COL17CT02625"/>
          <ticker value="COLTES"/>
        </identifiers>
        <balance>1233200000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4848"/>
        <valUSD>217181.91</valUSD>
        <pctVal>0.1359311807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>COLOMBIAN TES BONDS 09/30 7.75</name>
        <lei>N/A</lei>
        <title>COLOMBIAN TES BONDS 09/30 7.75</title>
        <cusip>EK6999263</cusip>
        <identifiers>
          <isin value="COL17CT03342"/>
          <ticker value="COLTES"/>
        </identifiers>
        <balance>2115000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4848"/>
        <valUSD>327648.87</valUSD>
        <pctVal>0.2050709369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/35 8.875</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/35 8.875</title>
        <cusip>EK7732887</cusip>
        <identifiers>
          <isin value="ZAG000125972"/>
          <ticker value="SAGB"/>
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        <balance>11500000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.99125"/>
        <valUSD>570054.72</valUSD>
        <pctVal>0.3567894359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ROMANIA GOVERNMENT BOND BONDS 10/34 4.75</name>
        <lei>N/A</lei>
        <title>ROMANIA GOVERNMENT BOND BONDS 10/34 4.75</title>
        <cusip>ZR8870548</cusip>
        <identifiers>
          <isin value="RO4KELYFLVK4"/>
          <ticker value="ROMGB"/>
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        <balance>540000</balance>
        <units>PA</units>
        <currencyConditional curCd="RON" exchangeRt="4.6163"/>
        <valUSD>84536.79</valUSD>
        <pctVal>0.0529104182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>SOLD EUR/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD EUR/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LDKBBN2JR"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4117.66</valUSD>
        <pctVal>-0.0025771870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>236000.000000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>249720.100000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-4117.660000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD CZK/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD CZK/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LJKBBNXXV"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-102.81</valUSD>
        <pctVal>-0.0000643474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>286000.000000000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>12505.080000000000</amtCurPur>
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            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-102.810000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT NZD/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT NZD/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB4F8M"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="N/A"/>
        <valUSD>16056.3</valUSD>
        <pctVal>0.0100494181</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>3440350.780000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5442000.000000000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>16056.300000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD CZK/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD CZK/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBN3R0"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20938.43</valUSD>
        <pctVal>-0.0131050763</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>51325000.000000000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>2246556.090000000000</amtCurPur>
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            <unrealizedAppr>-20938.430000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD HUF/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD HUF/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBN7KL"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3213.97</valUSD>
        <pctVal>-0.0020115798</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>56500000.000000000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>147077.580000000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD EUR/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD EUR/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBP4K9"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-51292.25</valUSD>
        <pctVal>-0.0321031162</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>10000153.510000000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>SOLD EUR/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD EUR/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBRZ9C"/>
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        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD EGP/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD EGP/BOUGHT USD</title>
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          <other otherDesc="TRADE ID" value="22LNKBBZF0P"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD COP/BOUGHT USD</name>
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        <title>SOLD COP/BOUGHT USD</title>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD COP/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD COP/BOUGHT USD</title>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD HUF/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD HUF/BOUGHT USD</title>
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          <other otherDesc="TRADE ID" value="22LSKBBWC99"/>
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        <units>NC</units>
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        <derivativeInfo>
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              <counterpartyName>CITIBANK N.A.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS FNR 2021 67 IG</name>
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        <title>FANNIE MAE REMICS FNR 2021 67 IG</title>
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          <isin value="US3136BJDG71"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC REMICS FHR 4446 BI</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC REMICS FHR 4446 BI</title>
        <cusip>3137BHAD9</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K066 X1</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K066 X1</title>
        <cusip>3137F2LL8</cusip>
        <identifiers>
          <isin value="US3137F2LL84"/>
          <ticker value="FHMS"/>
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        <curCd>USD</curCd>
        <valUSD>33081.43</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X3</name>
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        <title>FHLMC REMIC SERIES K 740 11/47 0</title>
        <cusip>3137F72E4</cusip>
        <identifiers>
          <isin value="US3137F72E44"/>
          <ticker value="FHMS"/>
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        <curCd>USD</curCd>
        <valUSD>12799.98</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.481894000000</annualizedRt>
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      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X</title>
        <cusip>3137F72J3</cusip>
        <identifiers>
          <isin value="US3137F72J31"/>
          <ticker value="FHMS"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29137.52</valUSD>
        <pctVal>0.0182367744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.793225000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K122 X1</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K122 X1</title>
        <cusip>3137F82T9</cusip>
        <identifiers>
          <isin value="US3137F82T94"/>
          <ticker value="FHMS"/>
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        <balance>99667.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5180.03</valUSD>
        <pctVal>0.0032421098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.881570000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1</title>
        <cusip>3137FQKQ5</cusip>
        <identifiers>
          <isin value="US3137FQKQ50"/>
          <ticker value="FHMS"/>
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        <balance>1022331.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36100.35</valUSD>
        <pctVal>0.0225947143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.639112000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1</title>
        <cusip>3137FQXL2</cusip>
        <identifiers>
          <isin value="US3137FQXL27"/>
          <ticker value="FHMS"/>
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        <balance>490703.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9126.4</valUSD>
        <pctVal>0.0057120887</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.637804000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>State of Illinois</name>
        <lei>54930048FV8RWPR02D67</lei>
        <title>STATE OF ILLINOIS ILS 06/33 FIXED 5.1</title>
        <cusip>452151LF8</cusip>
        <identifiers>
          <isin value="US452151LF83"/>
          <ticker value="ILS"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38389.56</valUSD>
        <pctVal>0.0240274994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Illumina Inc.</name>
        <lei>SQ95QG8SR5Q56LSNF682</lei>
        <title>ILLUMINA INC SR UNSECURED 12/27 5.75</title>
        <cusip>452327AP4</cusip>
        <identifiers>
          <isin value="US452327AP42"/>
          <ticker value="ILMN"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60747.32</valUSD>
        <pctVal>0.0380209150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOUGHT NOK/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT NOK/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LMKBBZ9WR"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="N/A"/>
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        <pctVal>0.0028693069</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC SR UNSECURED 03/50 4</title>
        <cusip>92343VFD1</cusip>
        <identifiers>
          <isin value="US92343VFD10"/>
          <ticker value="VZ"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7823.6</valUSD>
        <pctVal>0.0048966840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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 SR UNSECURED 03/28 2.1</title>
        <cusip>92343VGH1</cusip>
        <identifiers>
          <isin value="US92343VGH15"/>
          <ticker value="VZ"/>
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        <balance>37000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32111.49</valUSD>
        <pctVal>0.0200981415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC SR UNSECURED 03/41 3.4</title>
        <cusip>92343VGK4</cusip>
        <identifiers>
          <isin value="US92343VGK44"/>
          <ticker value="VZ"/>
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        <balance>22000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16541.85</valUSD>
        <pctVal>0.0103533172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</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>VERUS SECURITIZATION TRUST 202 VERUS 2020 INV1 A3 144A</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 202 VERUS 2020 INV1 A3 144A</title>
        <cusip>92537TAE5</cusip>
        <identifiers>
          <isin value="US92537TAE55"/>
          <ticker value="VERUS"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90306.17</valUSD>
        <pctVal>0.0565213940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.889000000000</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>Paramount Global</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>PARAMOUNT GLOBAL SR UNSECURED 05/50 4.95</title>
        <cusip>92556HAC1</cusip>
        <identifiers>
          <isin value="US92556HAC16"/>
          <ticker value="PARA"/>
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        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83653.08</valUSD>
        <pctVal>0.0523573162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</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>VICI Properties L.P.</name>
        <lei>N/A</lei>
        <title>VICI PROPERTIES LP SR UNSECURED 05/52 5.625</title>
        <cusip>925650AE3</cusip>
        <identifiers>
          <isin value="US925650AE39"/>
          <ticker value="VICI"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26537.1</valUSD>
        <pctVal>0.0166092072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</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>VISTAJET MALTA FINANCE PLC / X SR UNSECURED 144A 02/30 6.375</name>
        <lei>N/A</lei>
        <title>VISTAJET MALTA FINANCE PLC / X SR UNSECURED 144A 02/30 6.375</title>
        <cusip>92840JAB5</cusip>
        <identifiers>
          <isin value="US92840JAB52"/>
          <ticker value="VSTJET"/>
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        <balance>122000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97822.65</valUSD>
        <pctVal>0.0612258558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</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>VISTAJET MALTA FINANCE PLC / X SR UNSECURED 144A 05/27 7.875</name>
        <lei>N/A</lei>
        <title>VISTAJET MALTA FINANCE PLC / X SR UNSECURED 144A 05/27 7.875</title>
        <cusip>92840JAD1</cusip>
        <identifiers>
          <isin value="US92840JAD19"/>
          <ticker value="VSTJET"/>
        </identifiers>
        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49617.97</valUSD>
        <pctVal>0.0310552073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.875000000000</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>VOLT XCVI LLC VOLT 2021 NPL5 A1 144A</name>
        <lei>N/A</lei>
        <title>VOLT XCVI LLC VOLT 2021 NPL5 A1 144A</title>
        <cusip>92873FAA5</cusip>
        <identifiers>
          <isin value="US92873FAA57"/>
          <ticker value="VOLT"/>
        </identifiers>
        <balance>71297.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64634.76</valUSD>
        <pctVal>0.0404540104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.115700000000</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>VERICREST OPPORTUNITY LOAN TRA VOLT 2021 NP11 A1 144A</name>
        <lei>N/A</lei>
        <title>VERICREST OPPORTUNITY LOAN TRA VOLT 2021 NP11 A1 144A</title>
        <cusip>92873HAA1</cusip>
        <identifiers>
          <isin value="US92873HAA14"/>
          <ticker value="VOLT"/>
        </identifiers>
        <balance>190570</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164429.78</valUSD>
        <pctVal>0.1029143456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.867800000000</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>RUSSIAN FEDERAL BOND - OFZ BONDS 05/29 6.9</name>
        <lei>N/A</lei>
        <title>RUSSIAN FEDERAL BOND - OFZ BONDS 05/29 6.9</title>
        <cusip>AR4278297</cusip>
        <identifiers>
          <isin value="RU000A0ZYUA9"/>
          <ticker value="RFLB"/>
        </identifiers>
        <balance>164290000</balance>
        <units>PA</units>
        <currencyConditional curCd="RUB" exchangeRt="73.75"/>
        <valUSD>668298.31</valUSD>
        <pctVal>0.4182787523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-23</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Malaysia Government Bond</name>
        <lei>N/A</lei>
        <title>MALAYSIA GOVERNMENT BOND SR UNSECURED 03/25 3.882</title>
        <cusip>AR6908263</cusip>
        <identifiers>
          <isin value="MYBMK1800012"/>
          <ticker value="MGS"/>
        </identifiers>
        <balance>1875000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.405"/>
        <valUSD>427518.52</valUSD>
        <pctVal>0.2675779819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.882000000000</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>SRI LANKA GOVERNMENT INTERNATI SR UNSECURED REGS 04/28 6.75</name>
        <lei>N/A</lei>
        <title>SRI LANKA GOVERNMENT INTERNATI SR UNSECURED REGS 04/28 6.75</title>
        <cusip>AS1797818</cusip>
        <identifiers>
          <isin value="USY8137FAL23"/>
          <ticker value="SRILAN"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62050.39</valUSD>
        <pctVal>0.0388364886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPANESE GOVERNMENT CPI LINKED BONDS 03/28 0.1</name>
        <lei>N/A</lei>
        <title>JAPANESE GOVERNMENT CPI LINKED BONDS 03/28 0.1</title>
        <cusip>AS5951049</cusip>
        <identifiers>
          <isin value="JP1120231J51"/>
          <ticker value="JGBI"/>
        </identifiers>
        <balance>821957072</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="131.24"/>
        <valUSD>6497870.03</valUSD>
        <pctVal>4.0669277896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.100000000000</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>INFLATION LINKED KOREA TREASUR BONDS 06/28 1.75</name>
        <lei>N/A</lei>
        <title>INFLATION LINKED KOREA TREASUR BONDS 06/28 1.75</title>
        <cusip>AS6393639</cusip>
        <identifiers>
          <isin value="KR103503G865"/>
          <ticker value="KTBI"/>
        </identifiers>
        <balance>1578882338</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.5"/>
        <valUSD>1279372.25</valUSD>
        <pctVal>0.8007415557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</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>BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7</name>
        <lei>N/A</lei>
        <title>BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7</title>
        <cusip>AT3408966</cusip>
        <identifiers>
          <isin value="CL0002454248"/>
          <ticker value="BTPCL"/>
        </identifiers>
        <balance>115000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CLP" exchangeRt="848.25"/>
        <valUSD>132956.68</valUSD>
        <pctVal>0.0832157637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</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>Smart Insight International Limited</name>
        <lei>N/A</lei>
        <title>SMART INSIGHT INTERNATIONAL LT SR SECURED REGS 12/23 4.5</title>
        <cusip>AV8268402</cusip>
        <identifiers>
          <isin value="XS1914667057"/>
          <ticker value="COGARD"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <currencyConditional curCd="HKD" exchangeRt="7.80545"/>
        <valUSD>190507.91</valUSD>
        <pctVal>0.1192362897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Smart Insight International, Ltd.</name>
              <title>Smart Insight International, Ltd.</title>
              <curCd>HKD</curCd>
              <identifiers>
                <isin value="KYG245241032"/>
                <ticker value="2007"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000003143126"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="195886.385900000000" curCd="HKD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Peru Government Bond</name>
        <lei>N/A</lei>
        <title>PERU GOVERNMENT BOND BONDS 02/29 5.94</title>
        <cusip>AV9610925</cusip>
        <identifiers>
          <isin value="PEP01000C5F6"/>
          <ticker value="PERUGB"/>
        </identifiers>
        <balance>180000</balance>
        <units>PA</units>
        <currencyConditional curCd="PEN" exchangeRt="3.79675"/>
        <valUSD>43420.15</valUSD>
        <pctVal>0.0271760768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.940000000000</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>COLOMBIAN TES BONDS 10/34 7.25</name>
        <lei>N/A</lei>
        <title>COLOMBIAN TES BONDS 10/34 7.25</title>
        <cusip>AW6274582</cusip>
        <identifiers>
          <isin value="COL17CT03615"/>
          <ticker value="COLTES"/>
        </identifiers>
        <balance>1811600000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4848"/>
        <valUSD>245778.84</valUSD>
        <pctVal>0.1538296072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.250000000000</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>Malaysia Government Bond</name>
        <lei>N/A</lei>
        <title>MALAYSIA GOVERNMENT BOND BONDS 07/26 3.906</title>
        <cusip>AW6351018</cusip>
        <identifiers>
          <isin value="MYBML1900018"/>
          <ticker value="MGS"/>
        </identifiers>
        <balance>485000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.405"/>
        <valUSD>110470.44</valUSD>
        <pctVal>0.0691419342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.906000000000</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>REPUBLIC OF POLAND GOVERNMENT BONDS 10/29 2.75</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF POLAND GOVERNMENT BONDS 10/29 2.75</title>
        <cusip>AX1032579</cusip>
        <identifiers>
          <isin value="PL0000111498"/>
          <ticker value="POLGB"/>
        </identifiers>
        <balance>900000</balance>
        <units>PA</units>
        <currencyConditional curCd="PLN" exchangeRt="4.38135"/>
        <valUSD>159259.13</valUSD>
        <pctVal>0.0996781066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Jyske Realkredit Kgs.</name>
        <lei>N/A</lei>
        <title>JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5</title>
        <cusip>AX2612635</cusip>
        <identifiers>
          <isin value="DK0009396681"/>
          <ticker value="JYKRE"/>
        </identifiers>
        <balance>1.01</balance>
        <units>PA</units>
        <currencyConditional curCd="DKK" exchangeRt="6.9468"/>
        <valUSD>0.11</valUSD>
        <pctVal>0.0000000688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</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>Swiss Re Finance (Luxembourg) S.A.</name>
        <lei>N/A</lei>
        <title>SWISS RE FINANCE LUXEMBOURG SA COMPANY GUAR REGS 04/50 VAR</title>
        <cusip>AX6834052</cusip>
        <identifiers>
          <isin value="XS1963116964"/>
          <ticker value="SRENVX"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>87259.62</valUSD>
        <pctVal>0.0546146001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.534000000000</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>Romania</name>
        <lei>N/A</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 04/49 4.625</title>
        <cusip>AX8956937</cusip>
        <identifiers>
          <isin value="XS1968706876"/>
          <ticker value="ROMANI"/>
        </identifiers>
        <balance>205000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>159785.1</valUSD>
        <pctVal>0.1000073040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</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>Jyske Realkredit Kgs.</name>
        <lei>N/A</lei>
        <title>JYSKE REALKREDIT A/S COVERED REGS 10/50 1</title>
        <cusip>AX8961184</cusip>
        <identifiers>
          <isin value="DK0009397069"/>
          <ticker value="JYKRE"/>
        </identifiers>
        <balance>1.48</balance>
        <units>PA</units>
        <currencyConditional curCd="DKK" exchangeRt="6.9468"/>
        <valUSD>0.16</valUSD>
        <pctVal>0.0000001001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</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>Jyske Realkredit Kgs.</name>
        <lei>N/A</lei>
        <title>JYSKE REALKREDIT A/S COVERED 10/50 1</title>
        <cusip>AZ0551053</cusip>
        <identifiers>
          <isin value="DK0009397739"/>
          <ticker value="JYKRE"/>
        </identifiers>
        <balance>1.16</balance>
        <units>PA</units>
        <currencyConditional curCd="DKK" exchangeRt="6.9468"/>
        <valUSD>0.12</valUSD>
        <pctVal>0.0000000751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</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>Malaysia Government Bond</name>
        <lei>N/A</lei>
        <title>MALAYSIA GOVERNMENT BOND BONDS 06/24 3.478</title>
        <cusip>AZ0977431</cusip>
        <identifiers>
          <isin value="MYBMI1900030"/>
          <ticker value="MGS"/>
        </identifiers>
        <balance>1345000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.405"/>
        <valUSD>304175.33</valUSD>
        <pctVal>0.1903791699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.478000000000</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>Indonesia Treasury Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA TREASURY BOND SR UNSECURED 06/35 7.5</title>
        <cusip>AZ4598522</cusip>
        <identifiers>
          <isin value="IDG000013509"/>
          <ticker value="INDOGB"/>
        </identifiers>
        <balance>190000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>12571.29</valUSD>
        <pctVal>0.0078681981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>Unifin Financiera S. A. B. de C. V.</name>
        <lei>5493007GRMPGDJG93Z17</lei>
        <title>UNIFIN FINANCIERA SAB DE CV COMPANY GUAR REGS 01/28 8.375</title>
        <cusip>AZ6283073</cusip>
        <identifiers>
          <isin value="USP9485MAA73"/>
          <ticker value="UNIFIN"/>
        </identifiers>
        <balance>205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5125</valUSD>
        <pctVal>0.0032076673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-27</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Indonesia Treasury Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA TREASURY BOND SR UNSECURED 06/25 6.5</title>
        <cusip>AZ8693832</cusip>
        <identifiers>
          <isin value="IDG000013707"/>
          <ticker value="INDOGB"/>
        </identifiers>
        <balance>1112000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>72017.41</valUSD>
        <pctVal>0.0450747098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>MEXICAN BONOS BONDS 11/36 10</name>
        <lei>N/A</lei>
        <title>MEXICAN BONOS BONDS 11/36 10</title>
        <cusip>B1GCCFII9</cusip>
        <identifiers>
          <isin value="MX0MGO0000B2"/>
          <ticker value="MBONO"/>
        </identifiers>
        <balance>1712300</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>94033.49</valUSD>
        <pctVal>0.0588542725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.000000000000</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>CZECH REPUBLIC GOVERNMENT BOND BONDS 03/31 1.2</name>
        <lei>N/A</lei>
        <title>CZECH REPUBLIC GOVERNMENT BOND BONDS 03/31 1.2</title>
        <cusip>BG1229221</cusip>
        <identifiers>
          <isin value="CZ0001005888"/>
          <ticker value="CZGB"/>
        </identifiers>
        <balance>1310000</balance>
        <units>PA</units>
        <currencyConditional curCd="CZK" exchangeRt="22.5989"/>
        <valUSD>42907.49</valUSD>
        <pctVal>0.0268552099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.200000000000</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>CZECH REPUBLIC GOVERNMENT BOND BONDS 04/40 1.5</name>
        <lei>N/A</lei>
        <title>CZECH REPUBLIC GOVERNMENT BOND BONDS 04/40 1.5</title>
        <cusip>BH2499433</cusip>
        <identifiers>
          <isin value="CZ0001005920"/>
          <ticker value="CZGB"/>
        </identifiers>
        <balance>940000</balance>
        <units>PA</units>
        <currencyConditional curCd="CZK" exchangeRt="22.5989"/>
        <valUSD>24802.23</valUSD>
        <pctVal>0.0155233758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</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>Nexi Spa</name>
        <lei>N/A</lei>
        <title>NEXI SPA SR UNSECURED REGS 04/27 1.75</title>
        <cusip>BH9546384</cusip>
        <identifiers>
          <isin value="XS2161819722"/>
          <ticker value="NEXIIM"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>90095.34</valUSD>
        <pctVal>0.0563894384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Nexi SpA</name>
              <title>Nexi SpA</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="IT0005366767"/>
                <ticker value="NEXI"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000065247690"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5136.106800000000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Indonesia Treasury Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA TREASURY BOND SR UNSECURED 05/27 7</title>
        <cusip>EI8133205</cusip>
        <identifiers>
          <isin value="IDG000009804"/>
          <ticker value="INDOGB"/>
        </identifiers>
        <balance>2809000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>184656.88</valUSD>
        <pctVal>0.1155742102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</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>CITY and COUNTY OF DENVER CO AIR DENAPT 11/37 FIXED 2.867</name>
        <lei>N/A</lei>
        <title>CITY and COUNTY OF DENVER CO AIR DENAPT 11/37 FIXED 2.867</title>
        <cusip>249182PY6</cusip>
        <identifiers>
          <isin value="US249182PY63"/>
          <ticker value="DENAPT"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55577.39</valUSD>
        <pctVal>0.0347851266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.867000000000</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>Deutsche Bank Aktiengesellschaft</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG/NEW YORK NY SR UNSECURED 11/27 VAR</title>
        <cusip>251526CP2</cusip>
        <identifiers>
          <isin value="US251526CP29"/>
          <ticker value="DB"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127182.36</valUSD>
        <pctVal>0.0796016959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.311000000000</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>Deutsche Bank Aktiengesellschaft</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK NY 01/33 1</title>
        <cusip>25160PAG2</cusip>
        <identifiers>
          <isin value="US25160PAG28"/>
          <ticker value="DB"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142035.12</valUSD>
        <pctVal>0.0888978348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.742000000000</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>DIGITALOCEAN HOLDINGS INC SR UNSECURED 12/26 0.00000</name>
        <lei>N/A</lei>
        <title>DIGITALOCEAN HOLDINGS INC SR UNSECURED 12/26 0.00000</title>
        <cusip>25402DAB8</cusip>
        <identifiers>
          <isin value="US25402DAB82"/>
          <ticker value="DOCN"/>
        </identifiers>
        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63537.5</valUSD>
        <pctVal>0.0397672504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DigitalOcean Holdings, Inc.</name>
              <title>DigitalOcean Holdings, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US25402D1028"/>
                <ticker value="DOCN"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000089354349"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.601800000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Discovery Communications LLC</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>DISCOVERY COMMUNICATIONS LLC COMPANY GUAR 09/37 5</title>
        <cusip>25470DAS8</cusip>
        <identifiers>
          <isin value="US25470DAS80"/>
          <ticker value="DISCA"/>
        </identifiers>
        <balance>22000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17735.08</valUSD>
        <pctVal>0.0111001435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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 District of Columbia Government of</name>
        <lei>549300HWFOZXPKGOX654</lei>
        <title>DISTRICT OF COLUMBIA DISREV 04/42 FIXED 3.432</title>
        <cusip>25483VXM1</cusip>
        <identifiers>
          <isin value="US25483VXM17"/>
          <ticker value="DISREV"/>
        </identifiers>
        <balance>405000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300439.25</valUSD>
        <pctVal>0.1880408086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.432000000000</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>Dominion Energy Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC JR SUBORDINA 12/99 VAR</title>
        <cusip>25746UDD8</cusip>
        <identifiers>
          <isin value="US25746UDD81"/>
          <ticker value="D"/>
        </identifiers>
        <balance>162000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141750</valUSD>
        <pctVal>0.0887193821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.650000000000</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>Draftkings Holdings Inc.</name>
        <lei>N/A</lei>
        <title>DRAFTKINGS INC SR UNSECURED 03/28 0.00000</title>
        <cusip>26142RAB0</cusip>
        <identifiers>
          <isin value="US26142RAB06"/>
          <ticker value="DKNG"/>
        </identifiers>
        <balance>144000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89064</valUSD>
        <pctVal>0.0557439369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DraftKings, Inc.</name>
              <title>DraftKings, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US26142R1041"/>
                <ticker value="DKNG"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000084170671"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.543000000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dropbox Inc.</name>
        <lei>N/A</lei>
        <title>DROPBOX INC SR UNSECURED 03/28 0.00000</title>
        <cusip>26210CAD6</cusip>
        <identifiers>
          <isin value="US26210CAD65"/>
          <ticker value="DBX"/>
        </identifiers>
        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98010</valUSD>
        <pctVal>0.0613431156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Dropbox, Inc.</name>
              <title>Dropbox, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US26210C1045"/>
                <ticker value="DBX"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000012049036"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="28.288900000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Corporation</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP JR SUBORDINA 12/99 VAR</title>
        <cusip>26441CBG9</cusip>
        <identifiers>
          <isin value="US26441CBG96"/>
          <ticker value="DUK"/>
        </identifiers>
        <balance>157000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143262.5</valUSD>
        <pctVal>0.0896660351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.875000000000</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>Duke Energy Corporation</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP SR UNSECURED 06/41 3.3</title>
        <cusip>26441CBM6</cusip>
        <identifiers>
          <isin value="US26441CBM64"/>
          <ticker value="DUK"/>
        </identifiers>
        <balance>27000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19642.74</valUSD>
        <pctVal>0.0122941217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</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 Bean Technologies Corporation</name>
        <lei>5493007CT6ATBZ2L6826</lei>
        <title>JOHN BEAN TECHNOLOGIES CORP 05/26 0.25</title>
        <cusip>477839AB0</cusip>
        <identifiers>
          <isin value="US477839AB04"/>
          <ticker value="JBT"/>
        </identifiers>
        <balance>119000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102161.5</valUSD>
        <pctVal>0.0639414826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>John Bean Technologies Corp.</name>
              <title>John Bean Technologies Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US4778391049"/>
                <ticker value="JBT"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000006545441"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.895800000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Evergy Metro Inc.</name>
        <lei>N/A</lei>
        <title>EVERGY METRO INC MORTGAGE 03/48 4.2</title>
        <cusip>485134BR0</cusip>
        <identifiers>
          <isin value="US485134BR00"/>
          <ticker value="EVRG"/>
        </identifiers>
        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8106.74</valUSD>
        <pctVal>0.0050738975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</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>KB Home</name>
        <lei>549300LGUCWQURMWLG09</lei>
        <title>KB HOME COMPANY GUAR 06/27 6.875</title>
        <cusip>48666KAX7</cusip>
        <identifiers>
          <isin value="US48666KAX72"/>
          <ticker value="KBH"/>
        </identifiers>
        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10059.5</valUSD>
        <pctVal>0.0062961032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</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>KB Home</name>
        <lei>549300LGUCWQURMWLG09</lei>
        <title>KB HOME COMPANY GUAR 11/29 4.8</title>
        <cusip>48666KAY5</cusip>
        <identifiers>
          <isin value="US48666KAY55"/>
          <ticker value="KBH"/>
        </identifiers>
        <balance>5000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4347.95</valUSD>
        <pctVal>0.0027213223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</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>KB Home</name>
        <lei>549300LGUCWQURMWLG09</lei>
        <title>KB HOME COMPANY GUAR 06/31 4</title>
        <cusip>48666KAZ2</cusip>
        <identifiers>
          <isin value="US48666KAZ21"/>
          <ticker value="KBH"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12057.75</valUSD>
        <pctVal>0.0075467805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Klabin Austria GmbH</name>
        <lei>N/A</lei>
        <title>KLABIN AUSTRIA GMBH COMPANY GUAR 144A 04/49 7</title>
        <cusip>49836AAB0</cusip>
        <identifiers>
          <isin value="US49836AAB08"/>
          <ticker value="KLAB"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196201.14</valUSD>
        <pctVal>0.1227996043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</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>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 10/49 4.875</title>
        <cusip>50077LAZ9</cusip>
        <identifiers>
          <isin value="US50077LAZ94"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21701.07</valUSD>
        <pctVal>0.0135824023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>Kyndryl Holdings Inc.</name>
        <lei>N/A</lei>
        <title>KYNDRYL HOLDINGS INC SR UNSECURED 10/31 3.15</title>
        <cusip>50155QAL4</cusip>
        <identifiers>
          <isin value="US50155QAL41"/>
          <ticker value="KD"/>
        </identifiers>
        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69979.78</valUSD>
        <pctVal>0.0437993851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</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>Kyndryl Holdings Inc.</name>
        <lei>N/A</lei>
        <title>KYNDRYL HOLDINGS INC SR UNSECURED 10/41 4.1</title>
        <cusip>50155QAM2</cusip>
        <identifiers>
          <isin value="US50155QAM24"/>
          <ticker value="KD"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35928.83</valUSD>
        <pctVal>0.0224873622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</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>LAD AUTO RECEIVABLES TRUST 202 LADAR 2021 1A B 144A</name>
        <lei>N/A</lei>
        <title>LAD AUTO RECEIVABLES TRUST 202 LADAR 2021 1A B 144A</title>
        <cusip>501683AB2</cusip>
        <identifiers>
          <isin value="US501683AB24"/>
          <ticker value="LADAR"/>
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        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79750.85</valUSD>
        <pctVal>0.0499149639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.940000000000</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>LBM Acquisition LLC</name>
        <lei>N/A</lei>
        <title>LBM ACQUISITION LLCV TERM LOAN B</title>
        <cusip>50179JAB4</cusip>
        <identifiers>
          <isin value="US50179JAB44"/>
          <ticker value="USLBMH"/>
        </identifiers>
        <balance>202600.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175186.7</valUSD>
        <pctVal>0.1096469544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.121</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>LHOME MORTGAGE TRUST 2021-RTL2 LHOME 2021 RTL2 A1 144A</name>
        <lei>N/A</lei>
        <title>LHOME MORTGAGE TRUST 2021-RTL2 LHOME 2021 RTL2 A1 144A</title>
        <cusip>501895AA4</cusip>
        <identifiers>
          <isin value="US501895AA45"/>
          <ticker value="LHOME"/>
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        <balance>155000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145732.67</valUSD>
        <pctVal>0.0912120807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.090000000000</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>LCM XXV LTD LCM 25A B2 144A</name>
        <lei>N/A</lei>
        <title>LCM XXV LTD LCM 25A B2 144A</title>
        <cusip>50189PAL6</cusip>
        <identifiers>
          <isin value="US50189PAL67"/>
          <ticker value="LCM"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>239422.5</valUSD>
        <pctVal>0.1498512611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.892570000000</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>LFS Topco LLC</name>
        <lei>N/A</lei>
        <title>LFS TOPCO LLC COMPANY GUAR 144A 10/26 5.875</title>
        <cusip>50203TAA4</cusip>
        <identifiers>
          <isin value="US50203TAA43"/>
          <ticker value="LENDMK"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40287.59</valUSD>
        <pctVal>0.0252154504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 10/25 5.25</name>
        <lei>N/A</lei>
        <title>LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 10/25 5.25</title>
        <cusip>505742AG1</cusip>
        <identifiers>
          <isin value="US505742AG11"/>
          <ticker value="LADR"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122140.29</valUSD>
        <pctVal>0.0764459334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 02/27 4.25</name>
        <lei>N/A</lei>
        <title>LADDER CAPITAL FINANCE HOLDING SR UNSECURED 144A 02/27 4.25</title>
        <cusip>505742AM8</cusip>
        <identifiers>
          <isin value="US505742AM88"/>
          <ticker value="LADR"/>
        </identifiers>
        <balance>77000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64682.25</valUSD>
        <pctVal>0.0404837337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 06/29 4.75</name>
        <lei>N/A</lei>
        <title>LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 06/29 4.75</title>
        <cusip>505742AP1</cusip>
        <identifiers>
          <isin value="US505742AP10"/>
          <ticker value="LADR"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24220.8</valUSD>
        <pctVal>0.0151594667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>LD Holdings Group LLC</name>
        <lei>N/A</lei>
        <title>LD HOLDINGS GROUP LLC COMPANY GUAR 144A 11/25 6.5</title>
        <cusip>521088AA2</cusip>
        <identifiers>
          <isin value="US521088AA24"/>
          <ticker value="LNDPT"/>
        </identifiers>
        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40432</valUSD>
        <pctVal>0.0253058346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>LD Holdings Group LLC</name>
        <lei>N/A</lei>
        <title>LD HOLDINGS GROUP LLC COMPANY GUAR 144A 04/28 6.125</title>
        <cusip>521088AC8</cusip>
        <identifiers>
          <isin value="US521088AC89"/>
          <ticker value="LNDPT"/>
        </identifiers>
        <balance>146000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88359.19</valUSD>
        <pctVal>0.0553028059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</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>Lear Corporation</name>
        <lei>549300UPNBTXA1SYTQ33</lei>
        <title>LEAR CORP SR UNSECURED 09/27 3.8</title>
        <cusip>521865AY1</cusip>
        <identifiers>
          <isin value="US521865AY17"/>
          <ticker value="LEA"/>
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        <balance>7000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6497.33</valUSD>
        <pctVal>0.0040665898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>Lennar Corporation</name>
        <lei>N/A</lei>
        <title>LENNAR CORP COMPANY GUAR 11/27 4.75</title>
        <cusip>526057CD4</cusip>
        <identifiers>
          <isin value="US526057CD41"/>
          <ticker value="LEN"/>
        </identifiers>
        <balance>154000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148457.82</valUSD>
        <pctVal>0.0929177147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>
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      <invstOrSec>
        <name>CMS Energy Corporation</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS ENERGY CORP 06/50 1</title>
        <cusip>125896BU3</cusip>
        <identifiers>
          <isin value="US125896BU39"/>
          <ticker value="CMS"/>
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        <balance>45000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38923.17</valUSD>
        <pctVal>0.0243614786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.750000000000</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>CSC Holdings LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC HOLDINGS LLC COMPANY GUAR 144A 12/30 4.125</title>
        <cusip>126307BB2</cusip>
        <identifiers>
          <isin value="US126307BB25"/>
          <ticker value="CSCHLD"/>
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        <balance>245000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172928.35</valUSD>
        <pctVal>0.1082334840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Caesars Resort Collection LLC</name>
        <lei>N/A</lei>
        <title>CAESARS RESORT COLLECTION LLC 2020 TERM LOAN</title>
        <cusip>12769LAD1</cusip>
        <identifiers>
          <isin value="US12769LAD10"/>
          <ticker value="CGPHLC"/>
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        <balance>94869.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94545.95</valUSD>
        <pctVal>0.0591750142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.884</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>CANADIAN GOVERNMENT REAL RETUR BONDS 12/31 4</name>
        <lei>N/A</lei>
        <title>CANADIAN GOVERNMENT REAL RETUR BONDS 12/31 4</title>
        <cusip>135087WV2</cusip>
        <identifiers>
          <isin value="CA135087WV25"/>
          <ticker value="CANRRB"/>
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        <balance>1110549</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.354"/>
        <valUSD>995745.79</valUSD>
        <pctVal>0.6232236419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Canadian Pacific Railway Company</name>
        <lei>54930036474DURYNB481</lei>
        <title>CANADIAN PACIFIC RAILWAY CO COMPANY GUAR 12/41 3</title>
        <cusip>13645RBG8</cusip>
        <identifiers>
          <isin value="US13645RBG83"/>
          <ticker value="CP"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15077.96</valUSD>
        <pctVal>0.0094370885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Canadian Pacific Railway Company</name>
        <lei>54930036474DURYNB481</lei>
        <title>CANADIAN PACIFIC RAILWAY CO COMPANY GUAR 12/51 3.1</title>
        <cusip>13645RBH6</cusip>
        <identifiers>
          <isin value="US13645RBH66"/>
          <ticker value="CP"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13445.84</valUSD>
        <pctVal>0.0084155670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</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>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP JR SUBORDINA 12/99 VAR</title>
        <cusip>14040HCF0</cusip>
        <identifiers>
          <isin value="US14040HCF01"/>
          <ticker value="COF"/>
        </identifiers>
        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94245.68</valUSD>
        <pctVal>0.0589870793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.950000000000</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>CARDLYTICS INC SR UNSECURED 09/25 1</name>
        <lei>N/A</lei>
        <title>CARDLYTICS INC SR UNSECURED 09/25 1</title>
        <cusip>14161WAB1</cusip>
        <identifiers>
          <isin value="US14161WAB19"/>
          <ticker value="CDLX"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21125</valUSD>
        <pctVal>0.0132218480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Cardlytics, Inc.</name>
              <title>Cardlytics, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US14161W1053"/>
                <ticker value="CDLX"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000020079766"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="11.745700000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carnival Corporation</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>CARNIVAL CORP SR UNSECURED 144A 03/26 7.625</title>
        <cusip>143658BL5</cusip>
        <identifiers>
          <isin value="US143658BL56"/>
          <ticker value="CCL"/>
        </identifiers>
        <balance>81000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64200.17</valUSD>
        <pctVal>0.0401820065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.625000000000</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>Carnival Corporation</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>CARNIVAL CORP COMPANY GUAR 144A 12/27 5.75</title>
        <cusip>143658BU5</cusip>
        <identifiers>
          <isin value="US143658BU55"/>
          <ticker value="CCL"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17860</valUSD>
        <pctVal>0.0111783292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Carnival Corp.</name>
              <title>Carnival Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="PA1436583006"/>
                <ticker value="CCL"/>
                <other otherDesc="BLOOMBERG" value="EQ0010027300002000"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="74.671400000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD RON/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD RON/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBNPQ8"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-354.68</valUSD>
        <pctVal>-0.0002219894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>850000.000000000000</amtCurSold>
            <curSold>RON</curSold>
            <amtCurPur>183512.900000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-354.680000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLOMBIAN TES BONDS 07/24 10</name>
        <lei>N/A</lei>
        <title>COLOMBIAN TES BONDS 07/24 10</title>
        <cusip>EH7652033</cusip>
        <identifiers>
          <isin value="COL17CT02385"/>
          <ticker value="COLTES"/>
        </identifiers>
        <balance>625800000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4848"/>
        <valUSD>125700.35</valUSD>
        <pctVal>0.0786741262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.000000000000</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>ICELAND RIKISBREF BONDS 01/31 6.5</name>
        <lei>N/A</lei>
        <title>ICELAND RIKISBREF BONDS 01/31 6.5</title>
        <cusip>EI5431396</cusip>
        <identifiers>
          <isin value="IS0000020386"/>
          <ticker value="ICEGB"/>
        </identifiers>
        <balance>46170000</balance>
        <units>PA</units>
        <currencyConditional curCd="ISK" exchangeRt="141.535"/>
        <valUSD>328166.32</valUSD>
        <pctVal>0.2053948017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IS</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>MEXICAN BONOS BONDS 05/31 7.75</name>
        <lei>N/A</lei>
        <title>MEXICAN BONOS BONDS 05/31 7.75</title>
        <cusip>EI8047355</cusip>
        <identifiers>
          <isin value="MX0MGO0000P2"/>
          <ticker value="MBONO"/>
        </identifiers>
        <balance>3649000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>173279.05</valUSD>
        <pctVal>0.1084529824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</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>ROMANIA GOVERNMENT BOND BONDS 07/27 5.8</name>
        <lei>N/A</lei>
        <title>ROMANIA GOVERNMENT BOND BONDS 07/27 5.8</title>
        <cusip>EJ0387625</cusip>
        <identifiers>
          <isin value="RO1227DBN011"/>
          <ticker value="ROMGB"/>
        </identifiers>
        <balance>1130000</balance>
        <units>PA</units>
        <currencyConditional curCd="RON" exchangeRt="4.6163"/>
        <valUSD>226778.42</valUSD>
        <pctVal>0.1419375048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.800000000000</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>HELLENIC REPUBLIC GOVERNMENT B BONDS 10/42 VAR</name>
        <lei>N/A</lei>
        <title>HELLENIC REPUBLIC GOVERNMENT B BONDS 10/42 VAR</title>
        <cusip>EJ0435655</cusip>
        <identifiers>
          <isin value="GRR000000010"/>
          <ticker value="GGB"/>
        </identifiers>
        <balance>409185000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>963626.13</valUSD>
        <pctVal>0.6031203870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.000000000000</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>MEXICAN BONOS SR UNSECURED 11/42 7.75</name>
        <lei>N/A</lei>
        <title>MEXICAN BONOS SR UNSECURED 11/42 7.75</title>
        <cusip>EJ1291206</cusip>
        <identifiers>
          <isin value="MX0MGO0000R8"/>
          <ticker value="MBONO"/>
        </identifiers>
        <balance>2589300</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>115941.48</valUSD>
        <pctVal>0.0725661832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</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>COLOMBIAN TES BONDS 04/28 6</name>
        <lei>N/A</lei>
        <title>COLOMBIAN TES BONDS 04/28 6</title>
        <cusip>EJ5096460</cusip>
        <identifiers>
          <isin value="COL17CT02914"/>
          <ticker value="COLTES"/>
        </identifiers>
        <balance>132500000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4848"/>
        <valUSD>20391.85</valUSD>
        <pctVal>0.0127629794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6</name>
        <lei>N/A</lei>
        <title>BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6</title>
        <cusip>EJ5299593</cusip>
        <identifiers>
          <isin value="CL0001974774"/>
          <ticker value="BTPCL"/>
        </identifiers>
        <balance>70000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CLP" exchangeRt="848.25"/>
        <valUSD>93910.99</valUSD>
        <pctVal>0.0587776015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>CZECH REPUBLIC GOVERNMENT BOND BONDS REGS 08/28 2.5</name>
        <lei>N/A</lei>
        <title>CZECH REPUBLIC GOVERNMENT BOND BONDS REGS 08/28 2.5</title>
        <cusip>EJ5615988</cusip>
        <identifiers>
          <isin value="CZ0001003859"/>
          <ticker value="CZGB"/>
        </identifiers>
        <balance>6220000</balance>
        <units>PA</units>
        <currencyConditional curCd="CZK" exchangeRt="22.5989"/>
        <valUSD>238320.41</valUSD>
        <pctVal>0.1491614781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>REPUBLIC OF POLAND GOVERNMENT BONDS 04/28 2.75</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF POLAND GOVERNMENT BONDS 04/28 2.75</title>
        <cusip>EJ6781532</cusip>
        <identifiers>
          <isin value="PL0000107611"/>
          <ticker value="POLGB"/>
        </identifiers>
        <balance>600000</balance>
        <units>PA</units>
        <currencyConditional curCd="PLN" exchangeRt="4.38135"/>
        <valUSD>112184.6</valUSD>
        <pctVal>0.0702148035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>SOLD COP/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD COP/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LHKBB6FLF"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2227.6</valUSD>
        <pctVal>-0.0013942243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2238062000.000000000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>453260.020000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-2227.600000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT BRL/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT BRL/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KQKBB56HN"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="N/A"/>
        <valUSD>2896.69</valUSD>
        <pctVal>0.0018129986</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>116486.390000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>637000.000000000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-03-02</settlementDt>
            <unrealizedAppr>2896.690000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT BRL/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT BRL/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KRKBBLS42"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="N/A"/>
        <valUSD>24186.51</valUSD>
        <pctVal>0.0151380051</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>981542.930000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5310000.000000000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-01-04</settlementDt>
            <unrealizedAppr>24186.510000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT BRL/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT BRL/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KUKBBVQWJ"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="N/A"/>
        <valUSD>458.92</valUSD>
        <pctVal>0.0002872317</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>160717.620000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>860000.000000000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-03-02</settlementDt>
            <unrealizedAppr>458.920000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT EUR/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LEKBBX3JW"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
        <valUSD>625.29</valUSD>
        <pctVal>0.0003913604</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>41322.470000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>39000.000000000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>625.290000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT EUR/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LIKBBZ92P"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
        <valUSD>85.82</valUSD>
        <pctVal>0.0000537136</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>32181.690000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30000.000000000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>85.820000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT EGP/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT EGP/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LOKBBMH55"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EGP" exchangeRt="N/A"/>
        <valUSD>1160.83</valUSD>
        <pctVal>0.0007265476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>EG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>30514.710000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>830000.000000000000</amtCurPur>
            <curPur>EGP</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>1160.830000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD CNH/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD CNH/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LDKBBPLX1"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2514.58</valUSD>
        <pctVal>-0.0015738412</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2502000.000000000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>360978.230000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-2514.580000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD CAD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD CAD/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LEKBBQVPD"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-415.05</valUSD>
        <pctVal>-0.0002597741</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>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>60000.000000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>43922.930000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-415.050000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT BRL/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT BRL/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LFKBB0KPR"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="N/A"/>
        <valUSD>-888.74</valUSD>
        <pctVal>-0.0005562502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>85037.880000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>449000.000000000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-03-02</settlementDt>
            <unrealizedAppr>-888.740000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT GBP/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LIKBBZ92V"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="N/A"/>
        <valUSD>-997.39</valUSD>
        <pctVal>-0.0006242527</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>36117.920000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>29000.000000000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-997.390000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD CAD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD CAD/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB40HR"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24763.77</valUSD>
        <pctVal>-0.0154993042</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>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>6940000.000000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>5101478.250000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-24763.770000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT BRL/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT BRL/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB6RQZ"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="N/A"/>
        <valUSD>-2325.01</valUSD>
        <pctVal>-0.0014551919</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>212562.240000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1110000.000000000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-01-04</settlementDt>
            <unrealizedAppr>-2325.010000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD CHF/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD CHF/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBP4M3"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1395.77</valUSD>
        <pctVal>-0.0008735933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1843000.000000000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1997550.480000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-1395.770000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT EUR/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBP4MZ"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
        <valUSD>28287.23</valUSD>
        <pctVal>0.0177045895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>5885825.850000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5515000.000000000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>28287.230000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD CLP/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD CLP/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBWBQK"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17363.43</valUSD>
        <pctVal>-0.0108675328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>316002000.000000000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>354302.050000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-17363.430000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT EUR/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LPKBB0L84"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
        <valUSD>1720.87</valUSD>
        <pctVal>0.0010770689</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>181655.980000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>171001.690000000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>1720.870000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT BRL/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT BRL/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LQKBBT6W9"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="N/A"/>
        <valUSD>-21522.85</valUSD>
        <pctVal>-0.0134708568</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1021772.800000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5310000.000000000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-21522.850000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD BRL/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD BRL/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LQKBBT6XK"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>163261.57</valUSD>
        <pctVal>0.1021831789</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>40279000.000000000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>7750656.650000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>163261.570000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD BRL/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD BRL/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LRKBB9NHN"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-704.97</valUSD>
        <pctVal>-0.0004412311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1714000.000000000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>320523.610000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-02</settlementDt>
            <unrealizedAppr>-704.970000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD BRL/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD BRL/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LSKBBWDBK"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>170.72</valUSD>
        <pctVal>0.0001068513</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1799000.000000000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>339050.130000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>170.720000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARNIVAL HOLDINGS BERMUDA LTD COMPANY GUAR 144A 05/28 10.375</name>
        <lei>N/A</lei>
        <title>CARNIVAL HOLDINGS BERMUDA LTD COMPANY GUAR 144A 05/28 10.375</title>
        <cusip>14366RAA7</cusip>
        <identifiers>
          <isin value="US14366RAA77"/>
          <ticker value="CCL"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20532.2</valUSD>
        <pctVal>0.0128508226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.375000000000</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>Celanese US Holdings LLC</name>
        <lei>N/A</lei>
        <title>CELANESE US HOLDINGS LLC COMPANY GUAR 07/29 6.33</title>
        <cusip>15089QAN4</cusip>
        <identifiers>
          <isin value="US15089QAN43"/>
          <ticker value="CE"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38865.66</valUSD>
        <pctVal>0.0243254839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.330000000000</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>CenterPoint Energy Inc.</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CENTERPOINT ENERGY INC JR SUBORDINA 12/99 VAR</title>
        <cusip>15189TAS6</cusip>
        <identifiers>
          <isin value="US15189TAS69"/>
          <ticker value="CNP"/>
        </identifiers>
        <balance>33000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31020</valUSD>
        <pctVal>0.0194149928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.125000000000</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>CenterPoint Energy Houston Electric LLC</name>
        <lei>549300S8SEQBOJLKHW63</lei>
        <title>CENTERPOINT ENERGY HOUSTON ELE 1ST MORTGAGE 04/31 2.35</title>
        <cusip>15189XAV0</cusip>
        <identifiers>
          <isin value="US15189XAV01"/>
          <ticker value="CNP"/>
        </identifiers>
        <balance>47000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38972.51</valUSD>
        <pctVal>0.0243923598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</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>Ceridian HCM Holding Inc.</name>
        <lei>N/A</lei>
        <title>CERIDIAN HCM HOLDING INC SR UNSECURED 03/26 0.25</title>
        <cusip>15677JAD0</cusip>
        <identifiers>
          <isin value="US15677JAD00"/>
          <ticker value="CDAY"/>
        </identifiers>
        <balance>154000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134981</valUSD>
        <pctVal>0.0844827578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Ceridian HCM Holding, Inc.</name>
              <title>Ceridian HCM Holding, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US15677J1088"/>
                <ticker value="CDAY"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000032084527"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="7.564100000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating LLC/Charter Communications Operating Capital C</name>
        <lei>N/A</lei>
        <title>CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/51 3.7</title>
        <cusip>161175BV5</cusip>
        <identifiers>
          <isin value="US161175BV50"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24322.71</valUSD>
        <pctVal>0.0152232508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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>Charter Communications Operating LLC</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2</title>
        <cusip>16117LBX6</cusip>
        <identifiers>
          <isin value="US16117LBX64"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>145854.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142234.22</valUSD>
        <pctVal>0.0890224488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.14</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>Cheniere Energy Partners L.P.</name>
        <lei>5493005UEC8AZ34LDV29</lei>
        <title>CHENIERE ENERGY PARTNERS LP COMPANY GUAR 01/32 3.25</title>
        <cusip>16411QAN1</cusip>
        <identifiers>
          <isin value="US16411QAN16"/>
          <ticker value="CQP"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39735.34</valUSD>
        <pctVal>0.0248698047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>CHICAGO TRANSIT AUTHORITY SALE CHITRN 12/40 FIXED 6.899</name>
        <lei>N/A</lei>
        <title>CHICAGO TRANSIT AUTHORITY CHITRN 12/40 FIXED 6.899</title>
        <cusip>167725AC4</cusip>
        <identifiers>
          <isin value="US167725AC49"/>
          <ticker value="CHITRN"/>
        </identifiers>
        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60960.86</valUSD>
        <pctVal>0.0381545667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.899000000000</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>CHICAGO TRANSIT AUTHORITY SALE CHITRN 12/33 FIXED 3.502</name>
        <lei>N/A</lei>
        <title>CHICAGO TRANSIT AUTHORITY CHITRN 12/33 FIXED 3.502</title>
        <cusip>16772PCU8</cusip>
        <identifiers>
          <isin value="US16772PCU84"/>
          <ticker value="CHITRN"/>
        </identifiers>
        <balance>435000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>373328.83</valUSD>
        <pctVal>0.2336613977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.502000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SUBORDINATED 05/44 5.3</title>
        <cusip>172967HS3</cusip>
        <identifiers>
          <isin value="US172967HS33"/>
          <ticker value="C"/>
        </identifiers>
        <balance>12000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10806.32</valUSD>
        <pctVal>0.0067635276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC JR SUBORDINA 12/49 VAR</title>
        <cusip>172967JM4</cusip>
        <identifiers>
          <isin value="US172967JM45"/>
          <ticker value="C"/>
        </identifiers>
        <balance>17000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15311.9</valUSD>
        <pctVal>0.0095835083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.950000000000</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>SOLD CNH/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD CNH/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBNPQP"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20509.98</valUSD>
        <pctVal>-0.0128369154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>33903000.000000000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>4888344.380000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-20509.980000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Greenbrier Companies Inc.</name>
        <lei>5493001GAGGFR30BP390</lei>
        <title>GREENBRIER COS INC/THE SR UNSECURED 04/28 2.875</title>
        <cusip>393657AM3</cusip>
        <identifiers>
          <isin value="US393657AM33"/>
          <ticker value="GBX"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66112.5</valUSD>
        <pctVal>0.0413789076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>The Greenbrier Companies, Inc.</name>
              <title>The Greenbrier Companies, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US3936571013"/>
                <ticker value="GBX"/>
                <other otherDesc="BLOOMBERG" value="EQ0014806700001000"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="18.031700000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GREYSTONE CRE NOTES 2021-FL3 L GSTNE 2021 FL3 B 144A</name>
        <lei>N/A</lei>
        <title>GREYSTONE COMMERCIAL REAL ESTA GSTNE 2021 FL3 B 144A</title>
        <cusip>39809PAE5</cusip>
        <identifiers>
          <isin value="US39809PAE51"/>
          <ticker value="GSTNE"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93732.62</valUSD>
        <pctVal>0.0586659621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.967860000000</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>GTCR (AP) Finance Inc.</name>
        <lei>N/A</lei>
        <title>GTCR AP FINANCE INC SR UNSECURED 144A 05/27 8</title>
        <cusip>40060QAA3</cusip>
        <identifiers>
          <isin value="US40060QAA31"/>
          <ticker value="ASSPAR"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47894</valUSD>
        <pctVal>0.0299761981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</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 SR UNSECURED 08/33 VAR</title>
        <cusip>404280DH9</cusip>
        <identifiers>
          <isin value="US404280DH94"/>
          <ticker value="HSBC"/>
        </identifiers>
        <balance>475000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>439860.97</valUSD>
        <pctVal>0.2753029522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.402000000000</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 SUBORDINATED 11/33 VAR</title>
        <cusip>404280DS5</cusip>
        <identifiers>
          <isin value="US404280DS59"/>
          <ticker value="HSBC"/>
        </identifiers>
        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391489.46</valUSD>
        <pctVal>0.2450278871</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>8.113000000000</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>HIN TIMESHARE TRUST 2020-A HINTT 2020 A A 144A</name>
        <lei>N/A</lei>
        <title>HIN TIMESHARE TRUST 2020-A HINTT 2020 A A 144A</title>
        <cusip>40439HAA7</cusip>
        <identifiers>
          <isin value="US40439HAA77"/>
          <ticker value="HINTT"/>
        </identifiers>
        <balance>22743.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20713.59</valUSD>
        <pctVal>0.0129643521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.390000000000</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 OF HAWAII AIRPORTS SYSTE HISAPT 07/34 FIXED 5</name>
        <lei>N/A</lei>
        <title>STATE OF HAWAII AIRPORTS SYSTE HISAPT 07/34 FIXED 5</title>
        <cusip>419794C67</cusip>
        <identifiers>
          <isin value="US419794C675"/>
          <ticker value="HISAPT"/>
        </identifiers>
        <balance>295000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>315721.63</valUSD>
        <pctVal>0.1976058408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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 OF HAWAII AIRPORTS SYSTE HISAPT 07/35 FIXED 4</name>
        <lei>N/A</lei>
        <title>STATE OF HAWAII AIRPORTS SYSTE HISAPT 07/35 FIXED 4</title>
        <cusip>419794C75</cusip>
        <identifiers>
          <isin value="US419794C758"/>
          <ticker value="HISAPT"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96812.54</valUSD>
        <pctVal>0.0605936418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>HAWAIIAN BRAND INTELLECTUAL PR SR SECURED 144A 01/26 5.75</name>
        <lei>N/A</lei>
        <title>HAWAIIAN BRAND INTELLECTUAL PR SR SECURED 144A 01/26 5.75</title>
        <cusip>41984LAA5</cusip>
        <identifiers>
          <isin value="US41984LAA52"/>
          <ticker value="HA"/>
        </identifiers>
        <balance>119171</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107849.76</valUSD>
        <pctVal>0.0675016866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>Health Catalyst Inc.</name>
        <lei>N/A</lei>
        <title>HEALTH CATALYST INC SR UNSECURED 04/25 2.5</title>
        <cusip>42225TAB3</cusip>
        <identifiers>
          <isin value="US42225TAB35"/>
          <ticker value="HCAT"/>
        </identifiers>
        <balance>5000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4332.5</valUSD>
        <pctVal>0.0027116524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Health Catalyst, Inc.</name>
              <title>Health Catalyst, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US42225T1079"/>
                <ticker value="HCAT"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000066463846"/>
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            <currencyInfo convRatio="32.679700000000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>The Hertz Corporation</name>
        <lei>549300PD0C69OJ0NLB27</lei>
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        <cusip>428040DB2</cusip>
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          <isin value="US428040DB25"/>
          <ticker value="HTZ"/>
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        <curCd>USD</curCd>
        <valUSD>90273.4</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Hess Corporation</name>
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        <cusip>42809HAH0</cusip>
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          <isin value="US42809HAH03"/>
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        <curCd>USD</curCd>
        <valUSD>109786.29</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Hightower Holding LLC</name>
        <lei>N/A</lei>
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        <cusip>43118DAA8</cusip>
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          <isin value="US43118DAA81"/>
          <ticker value="HIGTOW"/>
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        <balance>120000</balance>
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        <curCd>USD</curCd>
        <valUSD>100213.03</valUSD>
        <pctVal>0.0627219619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</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>Fluor Corporation</name>
        <lei>CQ7WZ4NOFWT7FAE6Q943</lei>
        <title>FLUOR CORP NEW PREFERRED STOCK</title>
        <cusip>343412607</cusip>
        <identifiers>
          <isin value="US3434126070"/>
          <ticker value="FLR"/>
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        <balance>5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8217.35</valUSD>
        <pctVal>0.0051431267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA1 M2 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA1 M2 144A</title>
        <cusip>35564KBS7</cusip>
        <identifiers>
          <isin value="US35564KBS78"/>
          <ticker value="STACR"/>
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        <balance>185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174238.98</valUSD>
        <pctVal>0.1090537894</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.177680000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A</title>
        <cusip>35564KE47</cusip>
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          <isin value="US35564KE476"/>
          <ticker value="STACR"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59475.6</valUSD>
        <pctVal>0.0372249628</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.477680000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA3 M2 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA3 M2 144A</title>
        <cusip>35564KJP5</cusip>
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          <isin value="US35564KJP57"/>
          <ticker value="STACR"/>
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        <curCd>USD</curCd>
        <valUSD>312480.02</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.027680000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A</title>
        <cusip>35564KKY4</cusip>
        <identifiers>
          <isin value="US35564KKY46"/>
          <ticker value="STACR"/>
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        <balance>188000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178594.21</valUSD>
        <pctVal>0.1117796682</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.427680000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA4 M2 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA4 M2 144A</title>
        <cusip>35564KNS4</cusip>
        <identifiers>
          <isin value="US35564KNS41"/>
          <ticker value="STACR"/>
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        <curCd>USD</curCd>
        <valUSD>185325.67</valUSD>
        <pctVal>0.1159927967</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.277680000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M2 144A</name>
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        <title>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M2 144A</title>
        <cusip>35564KQC6</cusip>
        <identifiers>
          <isin value="US35564KQC61"/>
          <ticker value="STACR"/>
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        <balance>185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167098.86</valUSD>
        <pctVal>0.1045848862</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>6.427680000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B1 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B1 144A</title>
        <cusip>35564KQY8</cusip>
        <identifiers>
          <isin value="US35564KQY81"/>
          <ticker value="STACR"/>
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        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155226.31</valUSD>
        <pctVal>0.0971540198</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M2 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M2 144A</title>
        <cusip>35564KRN1</cusip>
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          <isin value="US35564KRN18"/>
          <ticker value="STACR"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A</title>
        <cusip>35564KTB5</cusip>
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          <isin value="US35564KTB51"/>
          <ticker value="STACR"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M2 144A</name>
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        <title>FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M2 144A</title>
        <cusip>35564KTJ8</cusip>
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          <isin value="US35564KTJ87"/>
          <ticker value="STACR"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A</name>
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        <title>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A</title>
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        <identifiers>
          <isin value="US35564KUX52"/>
          <ticker value="STACR"/>
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        <curCd>USD</curCd>
        <valUSD>59287.97</valUSD>
        <pctVal>0.0371075278</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>6.827680000000</annualizedRt>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA5 M2 144A</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA5 M2 144A</title>
        <cusip>35564KYW3</cusip>
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          <ticker value="STACR"/>
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        <curCd>USD</curCd>
        <valUSD>78358.6</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA3 B1 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA3 B1 144A</title>
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          <isin value="US35565MBD56"/>
          <ticker value="STACR"/>
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        <balance>192811.94</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197174.85</valUSD>
        <pctVal>0.1234090361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.138710000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2020 DNA6 B1 144A</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST STACR 2020 DNA6 B1 144A</title>
        <cusip>35566CBD6</cusip>
        <identifiers>
          <isin value="US35566CBD65"/>
          <ticker value="STACR"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32820.64</valUSD>
        <pctVal>0.0205419887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.927680000000</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>Freedom Mortgage Corporation</name>
        <lei>549300LYRWPSYPK6S325</lei>
        <title>FREEDOM MORTGAGE CORP SR UNSECURED 144A 05/26 7.625</title>
        <cusip>35640YAF4</cusip>
        <identifiers>
          <isin value="US35640YAF43"/>
          <ticker value="FREMOR"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58388.79</valUSD>
        <pctVal>0.0365447434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.625000000000</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>The Gap Inc.</name>
        <lei>T2ZG1WRWZ4BUCMQL9224</lei>
        <title>GAP INC/THE COMPANY GUAR 144A 10/29 3.625</title>
        <cusip>364760AP3</cusip>
        <identifiers>
          <isin value="US364760AP35"/>
          <ticker value="GPS"/>
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        <balance>183000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129088.2</valUSD>
        <pctVal>0.0807945351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>The Gap Inc.</name>
        <lei>T2ZG1WRWZ4BUCMQL9224</lei>
        <title>GAP INC/THE COMPANY GUAR 144A 10/31 3.875</title>
        <cusip>364760AQ1</cusip>
        <identifiers>
          <isin value="US364760AQ18"/>
          <ticker value="GPS"/>
        </identifiers>
        <balance>347000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242072.41</valUSD>
        <pctVal>0.1515098035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>Global Payments Inc.</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>GLOBAL PAYMENTS INC SR UNSECURED 08/49 4.15</title>
        <cusip>37940XAC6</cusip>
        <identifiers>
          <isin value="US37940XAC65"/>
          <ticker value="GPN"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7115.12</valUSD>
        <pctVal>0.0044532561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</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>goeasy Ltd.</name>
        <lei>5493009DJVZG2P8YV435</lei>
        <title>GOEASY LTD COMPANY GUAR 144A 05/26 4.375</title>
        <cusip>380355AF4</cusip>
        <identifiers>
          <isin value="US380355AF42"/>
          <ticker value="GSYCN"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35400</valUSD>
        <pctVal>0.0221563748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/40 9</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/40 9</title>
        <cusip>EK7733067</cusip>
        <identifiers>
          <isin value="ZAG000125980"/>
          <ticker value="SAGB"/>
        </identifiers>
        <balance>4160000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.99125"/>
        <valUSD>198262.33</valUSD>
        <pctVal>0.1240896749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Allstate Corporation</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>ALLSTATE CORP PREFERRED STOCK 01/53 VAR</title>
        <cusip>020002309</cusip>
        <identifiers>
          <isin value="US0200023093"/>
          <ticker value="ALL"/>
        </identifiers>
        <balance>1275</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31607.25</valUSD>
        <pctVal>0.0197825446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Altria Group Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC COMPANY GUAR 06/31 3.125</title>
        <cusip>02209SAZ6</cusip>
        <identifiers>
          <isin value="XS1843443786"/>
          <ticker value="MO"/>
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        <balance>100000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>88726.79</valUSD>
        <pctVal>0.0555328817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</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>HUNGARY GOVERNMENT BOND BONDS 10/31 3.25</name>
        <lei>N/A</lei>
        <title>HUNGARY GOVERNMENT BOND BONDS 10/31 3.25</title>
        <cusip>EK8567308</cusip>
        <identifiers>
          <isin value="HU0000403001"/>
          <ticker value="HGB"/>
        </identifiers>
        <balance>65610000</balance>
        <units>PA</units>
        <currencyConditional curCd="HUF" exchangeRt="372.9975"/>
        <valUSD>115208.32</valUSD>
        <pctVal>0.0721073084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>CZECH REPUBLIC GOVERNMENT BOND BONDS REGS 05/30 0.95</name>
        <lei>N/A</lei>
        <title>CZECH REPUBLIC GOVERNMENT BOND BONDS REGS 05/30 0.95</title>
        <cusip>EK9125668</cusip>
        <identifiers>
          <isin value="CZ0001004477"/>
          <ticker value="CZGB"/>
        </identifiers>
        <balance>7560000</balance>
        <units>PA</units>
        <currencyConditional curCd="CZK" exchangeRt="22.5989"/>
        <valUSD>249198.1</valUSD>
        <pctVal>0.1559696752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.950000000000</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>America Movil S.A.B. de C.V.</name>
        <lei>5493000FNR3UCEAONM59</lei>
        <title>AMERICA MOVIL SAB DE CV SR UNSECURED 07/32 4.7</title>
        <cusip>02364WBK0</cusip>
        <identifiers>
          <isin value="US02364WBK09"/>
          <ticker value="AMXLMM"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191933.32</valUSD>
        <pctVal>0.1201284343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</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>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS CO JR SUBORDINA 12/99 VAR</title>
        <cusip>025816CH0</cusip>
        <identifiers>
          <isin value="US025816CH00"/>
          <ticker value="AXP"/>
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        <balance>39000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32038.5</valUSD>
        <pctVal>0.0200524580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.550000000000</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>Malaysia Government Bond</name>
        <lei>N/A</lei>
        <title>MALAYSIA GOVERNMENT BOND BONDS 05/35 4.254</title>
        <cusip>EK9244469</cusip>
        <identifiers>
          <isin value="MYBMY1500043"/>
          <ticker value="MGS"/>
        </identifiers>
        <balance>240000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.405"/>
        <valUSD>54677.71</valUSD>
        <pctVal>0.0342220293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.254000000000</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>BONOS DE LA TESORERIA DE LA RE BONDS 03/35 5</name>
        <lei>N/A</lei>
        <title>BONOS DE LA TESORERIA DE LA RE BONDS 03/35 5</title>
        <cusip>EK9859522</cusip>
        <identifiers>
          <isin value="CL0002187822"/>
          <ticker value="BTPCL"/>
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        <balance>30000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CLP" exchangeRt="848.25"/>
        <valUSD>35642.79</valUSD>
        <pctVal>0.0223083337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Virgin Media Bristol LLC</name>
        <lei>N/A</lei>
        <title>VIRGIN MEDIA BRISTOL LLC 2020 USD TERM LOAN Q</title>
        <cusip>G9368PBE3</cusip>
        <identifiers>
          <isin value="XAG9368PBE34"/>
          <ticker value="VMED"/>
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        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143441.25</valUSD>
        <pctVal>0.0897779123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.568</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>BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10</name>
        <lei>N/A</lei>
        <title>BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10</title>
        <cusip>JV5341526</cusip>
        <identifiers>
          <isin value="BRSTNCNTF1P8"/>
          <ticker value="BNTNF"/>
        </identifiers>
        <balance>415000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975"/>
        <valUSD>72247.06</valUSD>
        <pctVal>0.0452184446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.000000000000</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>American International Group Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>AMERICAN INTERNATIONAL GROUP I SR UNSECURED 07/44 4.5</title>
        <cusip>026874DA2</cusip>
        <identifiers>
          <isin value="US026874DA29"/>
          <ticker value="AIG"/>
        </identifiers>
        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30374.27</valUSD>
        <pctVal>0.0190108393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>American International Group Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>AMERICAN INTERNATIONAL GROUP I SR UNSECURED 04/48 4.75</title>
        <cusip>026874DL8</cusip>
        <identifiers>
          <isin value="US026874DL83"/>
          <ticker value="AIG"/>
        </identifiers>
        <balance>95000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84713.81</valUSD>
        <pctVal>0.0530212126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>Sunshine Luxembourg VII SARL</name>
        <lei>N/A</lei>
        <title>SUNSHINE LUXEMBOURG VII SARL 2021 TERM LOAN B3</title>
        <cusip>L8908YAE8</cusip>
        <identifiers>
          <isin value="XAL8908YAE85"/>
          <ticker value="SUNLUX"/>
        </identifiers>
        <balance>98002.52</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93701.19</valUSD>
        <pctVal>0.0586462905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.48</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>Thailand Government Bond</name>
        <lei>N/A</lei>
        <title>THAILAND GOVERNMENT BOND BONDS 06/46 2.875</title>
        <cusip>LW4217821</cusip>
        <identifiers>
          <isin value="TH062303Q605"/>
          <ticker value="THAIGB"/>
        </identifiers>
        <balance>775000</balance>
        <units>PA</units>
        <currencyConditional curCd="THB" exchangeRt="34.635"/>
        <valUSD>19777.35</valUSD>
        <pctVal>0.0123783723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</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>AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/27 5.75</name>
        <lei>N/A</lei>
        <title>AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/27 5.75</title>
        <cusip>030981AL8</cusip>
        <identifiers>
          <isin value="US030981AL88"/>
          <ticker value="APU"/>
        </identifiers>
        <balance>77000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71561.24</valUSD>
        <pctVal>0.0447891993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A</title>
        <cusip>03465LAD7</cusip>
        <identifiers>
          <isin value="US03465LAD73"/>
          <ticker value="AOMT"/>
        </identifiers>
        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147365.24</valUSD>
        <pctVal>0.0922338839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.809000000000</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>EG America LLC</name>
        <lei>N/A</lei>
        <title>EG GROUP LIMITED 2021 TERM LOAN</title>
        <cusip>N2820EAD0</cusip>
        <identifiers>
          <isin value="XAN2820EAD03"/>
          <ticker value="OPTFIN"/>
        </identifiers>
        <balance>98841.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92169.89</valUSD>
        <pctVal>0.0576878708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.98</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>Carnival Corporation</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>CARNIVAL CORPORATION 2021 INCREMENTAL TLB</title>
        <cusip>P2121YAS7</cusip>
        <identifiers>
          <isin value="XAP2121YAS71"/>
          <ticker value="CCL"/>
        </identifiers>
        <balance>163350</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152487.23</valUSD>
        <pctVal>0.0954396672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.634</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>Anglo American Capital plc</name>
        <lei>TINT358G1SSHR3L3PW36</lei>
        <title>ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 04/30 5.625</title>
        <cusip>034863AW0</cusip>
        <identifiers>
          <isin value="US034863AW07"/>
          <ticker value="AALLN"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>397094.4</valUSD>
        <pctVal>0.2485359422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</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>Anglo American Capital plc</name>
        <lei>TINT358G1SSHR3L3PW36</lei>
        <title>ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 09/30 2.625</title>
        <cusip>034863AX8</cusip>
        <identifiers>
          <isin value="US034863AX89"/>
          <ticker value="AALLN"/>
        </identifiers>
        <balance>330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268186.03</valUSD>
        <pctVal>0.1678539603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</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>GHANA GOVERNMENT INTERNATIONAL BANK GUARANT REGS 10/30 10.75</name>
        <lei>N/A</lei>
        <title>GHANA GOVERNMENT INTERNATIONAL BANK GUARANT REGS 10/30 10.75</title>
        <cusip>QJ1388462</cusip>
        <identifiers>
          <isin value="XS1297557412"/>
          <ticker value="GHANA"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175000</valUSD>
        <pctVal>0.1095301014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.750000000000</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>MEXICAN BONOS BONDS 03/26 5.75</name>
        <lei>N/A</lei>
        <title>MEXICAN BONOS BONDS 03/26 5.75</title>
        <cusip>QJ1649335</cusip>
        <identifiers>
          <isin value="MX0MGO0000Y4"/>
          <ticker value="MBONO"/>
        </identifiers>
        <balance>2445200</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>113498.24</valUSD>
        <pctVal>0.0710369928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>SOLD PHP/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD PHP/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LDKBBNVF1"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-255.87</valUSD>
        <pctVal>-0.0001601455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1940000.000000000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>34513.430000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-255.870000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CZK/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CZK/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LDKBBPR0H"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="N/A"/>
        <valUSD>3356.4</valUSD>
        <pctVal>0.0021007248</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>118049.690000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2754000.000000000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>3356.400000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CZK/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CZK/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LDKBBV3CC"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="N/A"/>
        <valUSD>1075.53</valUSD>
        <pctVal>0.0006731595</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>46093.870000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1070000.000000000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>1075.530000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD PEN/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD PEN/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LHKBB4FVL"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1347.81</valUSD>
        <pctVal>-0.0008435758</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>910000.000000000000</amtCurSold>
            <curSold>PEN</curSold>
            <amtCurPur>236738.730000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-1347.810000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD PEN/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD PEN/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LHKBB71W2"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1636.42</valUSD>
        <pctVal>-0.0010242128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>745000.000000000000</amtCurSold>
            <curSold>PEN</curSold>
            <amtCurPur>193280.580000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-1636.420000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD PLN/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD PLN/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LIKBB24H5"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-175.84</valUSD>
        <pctVal>-0.0001100558</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>81000.000000000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>18202.550000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-175.840000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Romania</name>
        <lei>N/A</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 10/35 3.875</title>
        <cusip>QJ2484278</cusip>
        <identifiers>
          <isin value="XS1313004928"/>
          <ticker value="ROMANI"/>
        </identifiers>
        <balance>520000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>409535.74</valUSD>
        <pctVal>0.2563228064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>HUNGARY GOVERNMENT BOND BONDS 11/25 1</name>
        <lei>N/A</lei>
        <title>HUNGARY GOVERNMENT BOND BONDS 11/25 1</title>
        <cusip>ZQ4946856</cusip>
        <identifiers>
          <isin value="HU0000404058"/>
          <ticker value="HGB"/>
        </identifiers>
        <balance>11030000</balance>
        <units>PA</units>
        <currencyConditional curCd="HUF" exchangeRt="372.9975"/>
        <valUSD>22606.64</valUSD>
        <pctVal>0.0141491861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</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>SOLD RON/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD RON/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LIKBB24HD"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-91.59</valUSD>
        <pctVal>-0.0000573249</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>85000.000000000000</amtCurSold>
            <curSold>RON</curSold>
            <amtCurPur>18242.800000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-91.590000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CNH/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CNH/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LJKBCBWN1"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="N/A"/>
        <valUSD>210.78</valUSD>
        <pctVal>0.0001319243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>93204.840000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>643000.000000000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>210.780000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD NZD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD NZD/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB40JH"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2354.76</valUSD>
        <pctVal>-0.0014738120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1270000.000000000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>804267.250000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-2354.760000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD NZD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD NZD/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB4F8Q"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27067.35</valUSD>
        <pctVal>-0.0169410834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>9174000.000000000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>5799665.200000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-27067.350000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Achmea B.V.</name>
        <lei>N/A</lei>
        <title>ACHMEA BV SUBORDINATED REGS 09/39 VAR</title>
        <cusip>ZR7017265</cusip>
        <identifiers>
          <isin value="XS2056491660"/>
          <ticker value="ACHMEA"/>
        </identifiers>
        <balance>135000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>111215.42</valUSD>
        <pctVal>0.0696082070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.500000000000</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>Korea Treasury Bond</name>
        <lei>N/A</lei>
        <title>KOREA TREASURY BOND BONDS 12/29 1.375</title>
        <cusip>ZR8283619</cusip>
        <identifiers>
          <isin value="KR103502G9C8"/>
          <ticker value="KTB"/>
        </identifiers>
        <balance>10736980000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.5"/>
        <valUSD>7237064.16</valUSD>
        <pctVal>4.5295792639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</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>BOUGHT COP/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT COP/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB57FS"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="N/A"/>
        <valUSD>-1689.05</valUSD>
        <pctVal>-0.0010571532</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>110110.490000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>528200000.000000000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-1689.050000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD PLN/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD PLN/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBN7K0"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14733.44</valUSD>
        <pctVal>-0.0092214582</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>10304000.000000000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>2331997.290000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-14733.440000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CNH/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CNH/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBT32G"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="N/A"/>
        <valUSD>537.87</valUSD>
        <pctVal>0.0003366455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>89681.570000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>621000.000000000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>537.870000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT COP/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT COP/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBZXHF"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="N/A"/>
        <valUSD>-7745.8</valUSD>
        <pctVal>-0.0048479901</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>592110.860000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2846869000.000000000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-7745.800000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD PEN/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD PEN/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBZXJD"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1761.19</valUSD>
        <pctVal>-0.0011023047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>450000.000000000000</amtCurSold>
            <curSold>PEN</curSold>
            <amtCurPur>116426.480000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-1761.190000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CLP/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CLP/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LOKBB5V87"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="N/A"/>
        <valUSD>2742.7</valUSD>
        <pctVal>0.0017166183</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>85541.090000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>75567000.000000000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>2742.700000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT TRY/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT TRY/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LDKBBPR3J"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="N/A"/>
        <valUSD>-518.43</valUSD>
        <pctVal>-0.0003244782</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>114714.490000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2255000.000000000000</amtCurPur>
            <curPur>TRY</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>-518.430000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT THB/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT THB/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LDKBCL7LM"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="N/A"/>
        <valUSD>917.06</valUSD>
        <pctVal>0.0005739753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>162392.800000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5618000.000000000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>917.060000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CLP/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CLP/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LEKBB4HR1"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="N/A"/>
        <valUSD>4034.54</valUSD>
        <pctVal>0.0025251633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>142616.770000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>125527000.000000000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>4034.540000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT THB/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT THB/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LEKBB6SMP"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="N/A"/>
        <valUSD>1373.14</valUSD>
        <pctVal>0.0008594295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>683231.800000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>23551000.000000000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>1373.140000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CAD/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB2TDR"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>169.8</valUSD>
        <pctVal>0.0001062755</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>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>44168.180000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>60000.000000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>169.800000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CAD/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB40HH"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>7011.64</valUSD>
        <pctVal>0.0043884894</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>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1444438.730000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1965000.000000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>7011.640000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CLP/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CLP/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB57FP"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="N/A"/>
        <valUSD>2406.43</valUSD>
        <pctVal>0.0015061516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>49579.360000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>44200000.000000000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>2406.430000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT THB/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT THB/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB6KXJ"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="N/A"/>
        <valUSD>-276.06</valUSD>
        <pctVal>-0.0001727822</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>211616.280000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7300000.000000000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-276.060000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD HUF/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD HUF/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LIKBB24JD"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-806.59</valUSD>
        <pctVal>-0.0005048336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>8627000.000000000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>21860.610000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-03-16</settlementDt>
            <unrealizedAppr>-806.590000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT GBP/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBP4P7"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="N/A"/>
        <valUSD>-10794.9</valUSD>
        <pctVal>-0.0067563800</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
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            <amtCurSold>2002134.820000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1646000.000000000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-10794.900000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT JPY/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT JPY/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBQMC1"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
        <valUSD>24637.52</valUSD>
        <pctVal>0.0154202861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>3064185.590000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>404000000.000000000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>24637.520000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>VOYA CLO 2013-3 LTD INGIM 2013 3A BRR 144A</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2013-3 LTD INGIM 2013 3A BRR 144A</title>
        <cusip>92916XAN7</cusip>
        <identifiers>
          <isin value="US92916XAN75"/>
          <ticker value="INGIM"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230271.25</valUSD>
        <pctVal>0.1441236192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.443710000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WFRBS Commercial Mortgage Trust 2011-C4</name>
        <lei>N/A</lei>
        <title>WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2011 C4 C 144A</title>
        <cusip>92936CAU3</cusip>
        <identifiers>
          <isin value="US92936CAU36"/>
          <ticker value="WFRBS"/>
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        <balance>105488.12</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105069.78</valUSD>
        <pctVal>0.0657617352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.844193000000</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>WW International Inc.</name>
        <lei>SGT8R1MU6ESIC7UJC518</lei>
        <title>WW INTERNATIONAL INC. 2021 TERM LOAN B</title>
        <cusip>92941PAC7</cusip>
        <identifiers>
          <isin value="US92941PAC77"/>
          <ticker value="WW"/>
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        <balance>94500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53392.5</valUSD>
        <pctVal>0.0334176339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.89</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>Boels Topholding B.V.</name>
        <lei>N/A</lei>
        <title>BOELS TOPHOLDING BV 2021 EUR TERM LOAN B</title>
        <cusip>937RMFII4</cusip>
        <identifiers>
          <ticker value="BOELST"/>
        </identifiers>
        <balance>155000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>158957.68</valUSD>
        <pctVal>0.0994894332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.983</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>Weatherford International Ltd.</name>
        <lei>549300A2JKMG5PGOGF82</lei>
        <title>WEATHERFORD INTERNATIONAL LTD COMPANY GUAR 144A 04/30 8.625</title>
        <cusip>947075AU1</cusip>
        <identifiers>
          <isin value="US947075AU14"/>
          <ticker value="WFRD"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19206.16</valUSD>
        <pctVal>0.0120208723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.625000000000</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>Delta 2 (Lux) Sarl</name>
        <lei>549300BBG8Z3D6QSYP53</lei>
        <title>FORMULA ONE HOLDINGS LIMITED TERM LOAN B</title>
        <cusip>948CNJII5</cusip>
        <identifiers>
          <ticker value="FMUONE"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139825</valUSD>
        <pctVal>0.0875145510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.791</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO PREFERRED STOCK 12/49 VAR</title>
        <cusip>949746556</cusip>
        <identifiers>
          <isin value="US9497465560"/>
          <ticker value="WFC"/>
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        <balance>1382</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31799.82</valUSD>
        <pctVal>0.0199030715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO JR SUBORDINA 12/99 VAR</title>
        <cusip>949746TD3</cusip>
        <identifiers>
          <isin value="US949746TD35"/>
          <ticker value="WFC"/>
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        <balance>146000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127788.69</valUSD>
        <pctVal>0.0799811896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.900000000000</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>BOUGHT SGD/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT SGD/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LDKBBPFD5"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
        <valUSD>429.58</valUSD>
        <pctVal>0.0002688682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>33205.190000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>45000.000000000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>429.580000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Miami-Dade County of</name>
        <lei>N/A</lei>
        <title>COUNTY OF MIAMI-DADE FL MIAGEN 10/37 FIXED 2.786</title>
        <cusip>59333NV67</cusip>
        <identifiers>
          <isin value="US59333NV673"/>
          <ticker value="MIAGEN"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143347.72</valUSD>
        <pctVal>0.0897193732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.786000000000</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>COUNTY OF MIAMI-DADE FL AVIATI MIATRN 10/36 FIXED 4</name>
        <lei>N/A</lei>
        <title>COUNTY OF MIAMI-DADE FL AVIATI MIATRN 10/36 FIXED 4</title>
        <cusip>59333P5U8</cusip>
        <identifiers>
          <isin value="US59333P5U86"/>
          <ticker value="MIATRN"/>
        </identifiers>
        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113865.4</valUSD>
        <pctVal>0.0712667932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>COUNTY OF MIAMI-DADE FL AVIATI MIATRN 10/41 FIXED 3.27</name>
        <lei>N/A</lei>
        <title>COUNTY OF MIAMI-DADE FL AVIATI MIATRN 10/41 FIXED 3.27</title>
        <cusip>59333P6M5</cusip>
        <identifiers>
          <isin value="US59333P6M51"/>
          <ticker value="MIATRN"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36949.61</valUSD>
        <pctVal>0.0231262545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.270000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Michaels Companies Inc.</name>
        <lei>549300H9LWMBP7HYLR98</lei>
        <title>MICHAELS STORES INC 2021 TERM LOAN</title>
        <cusip>59408UAB3</cusip>
        <identifiers>
          <isin value="US59408UAB35"/>
          <ticker value="MIK"/>
        </identifiers>
        <balance>128050</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110194.71</valUSD>
        <pctVal>0.0689693586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.98</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>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MICROSOFT CORP SR UNSECURED 08/36 3.45</title>
        <cusip>594918BS2</cusip>
        <identifiers>
          <isin value="US594918BS26"/>
          <ticker value="MSFT"/>
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        <balance>27000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23886.44</valUSD>
        <pctVal>0.0149501954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</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>MidAmerican Energy Company</name>
        <lei>NINLOILYRTLIMK26MZ18</lei>
        <title>MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/50 3.15</title>
        <cusip>595620AV7</cusip>
        <identifiers>
          <isin value="US595620AV77"/>
          <ticker value="BRKHEC"/>
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        <balance>9000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6369.65</valUSD>
        <pctVal>0.0039866766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</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>Midcap Financial Issuer Trust</name>
        <lei>N/A</lei>
        <title>MIDCAP FINANCIAL ISSUER TRUST SR UNSECURED 144A 05/28 6.5</title>
        <cusip>59567LAA2</cusip>
        <identifiers>
          <isin value="US59567LAA26"/>
          <ticker value="MIDCAP"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51600</valUSD>
        <pctVal>0.0322957328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Middleby Corporation</name>
        <lei>JDFO86U9VQRBKW5KYA35</lei>
        <title>MIDDLEBY CORP/THE SR UNSECURED 144A 09/25 1</title>
        <cusip>596278AB7</cusip>
        <identifiers>
          <isin value="US596278AB74"/>
          <ticker value="MIDD"/>
        </identifiers>
        <balance>84000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98742</valUSD>
        <pctVal>0.0618012644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>The Middleby, Corp.</name>
              <title>The Middleby, Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US5962781010"/>
                <ticker value="MIDD"/>
                <other otherDesc="BLOOMBERG" value="EQ0010523700001000"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="7.774600000000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GAINWELL ACQUISITION CORP.</name>
        <lei>N/A</lei>
        <title>MILANO ACQUISITION CORP TERM LOAN B</title>
        <cusip>59909TAC8</cusip>
        <identifiers>
          <isin value="US59909TAC80"/>
          <ticker value="MILACQ"/>
        </identifiers>
        <balance>112700</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105515.38</valUSD>
        <pctVal>0.0660406301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.73</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 SR UNSECURED 04/31 VAR</title>
        <cusip>6174468P7</cusip>
        <identifiers>
          <isin value="US6174468P76"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>42000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36666.15</valUSD>
        <pctVal>0.0229488407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.622000000000</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>Crocs Inc.</name>
        <lei>549300B0J6YCXD63OG72</lei>
        <title>CROCS INC COMPANY GUAR 144A 08/31 4.125</title>
        <cusip>227046AB5</cusip>
        <identifiers>
          <isin value="US227046AB51"/>
          <ticker value="CROX"/>
        </identifiers>
        <balance>149000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121427.55</valUSD>
        <pctVal>0.0759998392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Crocs Inc.</name>
        <lei>549300B0J6YCXD63OG72</lei>
        <title>CROCS INC TERM LOAN B</title>
        <cusip>22704NAD4</cusip>
        <identifiers>
          <isin value="US22704NAD49"/>
          <ticker value="CROX"/>
        </identifiers>
        <balance>150750</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147546.56</valUSD>
        <pctVal>0.0923473696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.731</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>CubeSmart L.P.</name>
        <lei>N/A</lei>
        <title>CUBESMART LP COMPANY GUAR 02/32 2.5</title>
        <cusip>22966RAJ5</cusip>
        <identifiers>
          <isin value="US22966RAJ59"/>
          <ticker value="CUBE"/>
        </identifiers>
        <balance>45000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34402.32</valUSD>
        <pctVal>0.0215319406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>BOUGHT NOK/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT NOK/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBPVXF"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="N/A"/>
        <valUSD>13587.92</valUSD>
        <pctVal>0.0085044929</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2185392.800000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>21520000.000000000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>13587.920000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT NOK/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT NOK/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LSKBB016K"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="N/A"/>
        <valUSD>-294</valUSD>
        <pctVal>-0.0001840106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>942626.720000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9222000.000000000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-294.000000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DT Midstream Inc.</name>
        <lei>N/A</lei>
        <title>DT MIDSTREAM INC TERM LOAN B</title>
        <cusip>23345NAB1</cusip>
        <identifiers>
          <isin value="US23345NAB10"/>
          <ticker value="DTMINC"/>
        </identifiers>
        <balance>51912.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51945.34</valUSD>
        <pctVal>0.0325118763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.438</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>Dallas Fort Worth International Airport</name>
        <lei>N/A</lei>
        <title>DALLAS/FORT WORTH INTERNATIONA DALAPT 11/40 FIXED 3.089</title>
        <cusip>2350366Z8</cusip>
        <identifiers>
          <isin value="US2350366Z85"/>
          <ticker value="DALAPT"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101056.7</valUSD>
        <pctVal>0.0632500034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.089000000000</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>Dallas Fort Worth International Airport</name>
        <lei>N/A</lei>
        <title>DALLAS FORT WORTH INTERNATIONA DALAPT 11/51 FIXED 4.087</title>
        <cusip>23503CAP2</cusip>
        <identifiers>
          <isin value="US23503CAP23"/>
          <ticker value="DALAPT"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41634.44</valUSD>
        <pctVal>0.0260584253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.087000000000</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>Dave and Buster's Inc.</name>
        <lei>N/A</lei>
        <title>DAVE and BUSTER'S INC SR SECURED 144A 11/25 7.625</title>
        <cusip>23833NAH7</cusip>
        <identifiers>
          <isin value="US23833NAH70"/>
          <ticker value="PLAY"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40200</valUSD>
        <pctVal>0.0251606290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.625000000000</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>Dcert Buyer Inc.</name>
        <lei>N/A</lei>
        <title>DCERT BUYER INC. 2019 TERM LOAN B</title>
        <cusip>24022KAB5</cusip>
        <identifiers>
          <isin value="US24022KAB52"/>
          <ticker value="DIGICT"/>
        </identifiers>
        <balance>195000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188104.8</valUSD>
        <pctVal>0.1177322161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.696</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>CITY and COUNTY OF DENVER CO AIR DENAPT 11/34 FIXED 2.717</name>
        <lei>N/A</lei>
        <title>CITY and COUNTY OF DENVER CO AIR DENAPT 11/34 FIXED 2.717</title>
        <cusip>249182PW0</cusip>
        <identifiers>
          <isin value="US249182PW08"/>
          <ticker value="DENAPT"/>
        </identifiers>
        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80775.98</valUSD>
        <pctVal>0.0505565787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.717000000000</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>DEXCOM INC SR UNSECURED 11/25 0.25</name>
        <lei>N/A</lei>
        <title>DEXCOM INC SR UNSECURED 11/25 0.25</title>
        <cusip>252131AK3</cusip>
        <identifiers>
          <isin value="US252131AK39"/>
          <ticker value="DXCM"/>
        </identifiers>
        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92437.5</valUSD>
        <pctVal>0.0578553643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Dexcom, Inc.</name>
              <title>Dexcom, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US2521311074"/>
                <ticker value="DXCM"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000001594263"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.662000000000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Diageo Capital plc</name>
        <lei>N/A</lei>
        <title>DIAGEO CAPITAL PLC COMPANY GUAR 04/43 3.875</title>
        <cusip>25243YAV1</cusip>
        <identifiers>
          <isin value="US25243YAV11"/>
          <ticker value="DGELN"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20509.99</valUSD>
        <pctVal>0.0128369216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>OZLM VII Ltd.</name>
        <lei>N/A</lei>
        <title>OZLM VII LTD OZLM 2014 7RA CR 144A</title>
        <cusip>67108WBL2</cusip>
        <identifiers>
          <isin value="US67108WBL28"/>
          <ticker value="OZLM"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>233781.5</valUSD>
        <pctVal>0.1463206366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.079140000000</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>Oak Street Health Inc.</name>
        <lei>N/A</lei>
        <title>OAK STREET HEALTH INC SR UNSECURED 03/26 0.00000</title>
        <cusip>67181AAB3</cusip>
        <identifiers>
          <isin value="US67181AAB35"/>
          <ticker value="OSH"/>
        </identifiers>
        <balance>23000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17409.58</valUSD>
        <pctVal>0.0108964175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Oak Street Health, Inc.</name>
              <title>Oak Street Health, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US67181A1079"/>
                <ticker value="OSH"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000086008321"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="12.632800000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP SR UNSECURED 05/31 7.5</title>
        <cusip>674599DD4</cusip>
        <identifiers>
          <isin value="US674599DD43"/>
          <ticker value="OXY"/>
        </identifiers>
        <balance>14000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14958.58</valUSD>
        <pctVal>0.0093623702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45</title>
        <cusip>674599DF9</cusip>
        <identifiers>
          <isin value="US674599DF90"/>
          <ticker value="OXY"/>
        </identifiers>
        <balance>98000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99960</valUSD>
        <pctVal>0.0625635939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.450000000000</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>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP SR UNSECURED 07/44 4.5</title>
        <cusip>674599DK8</cusip>
        <identifiers>
          <isin value="US674599DK85"/>
          <ticker value="OXY"/>
        </identifiers>
        <balance>62000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49223.78</valUSD>
        <pctVal>0.0308084892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>OCTAGON INVESTMENT PARTNERS 49 OCT49 2020 5A D 144A</name>
        <lei>N/A</lei>
        <title>OCTAGON INVESTMENT PARTNERS 49 OCT49 2020 5A D 144A</title>
        <cusip>67578FAG2</cusip>
        <identifiers>
          <isin value="US67578FAG28"/>
          <ticker value="OCT49"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>232430.25</valUSD>
        <pctVal>0.1454749077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.479140000000</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>Oglethorpe Power Corporation (An Electric Membership Corporation)</name>
        <lei>N/A</lei>
        <title>OGLETHORPE POWER CORP 1ST MORTGAGE 10/48 5.05</title>
        <cusip>677050AN6</cusip>
        <identifiers>
          <isin value="US677050AN64"/>
          <ticker value="OGLETH"/>
        </identifiers>
        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136800.86</valUSD>
        <pctVal>0.0856217832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</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>OKTA INC SR UNSECURED 09/25 0.125</name>
        <lei>N/A</lei>
        <title>OKTA INC SR UNSECURED 09/25 0.125</title>
        <cusip>679295AD7</cusip>
        <identifiers>
          <isin value="US679295AD75"/>
          <ticker value="OKTA"/>
        </identifiers>
        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61495</valUSD>
        <pctVal>0.0384888776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Okta, Inc.</name>
              <title>Okta, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US6792951054"/>
                <ticker value="OKTA"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000019504705"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.299100000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oncor Electric Delivery Company LLC</name>
        <lei>549300SP2X2BS1KERD24</lei>
        <title>ONCOR ELECTRIC DELIVERY CO LLC SR SECURED 05/30 2.75</title>
        <cusip>68233JBU7</cusip>
        <identifiers>
          <isin value="US68233JBU79"/>
          <ticker value="ONCRTX"/>
        </identifiers>
        <balance>52000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45285.42</valUSD>
        <pctVal>0.0283435237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Province of Ontario</name>
        <lei>C7PVKCRGLG18EBQGZV36</lei>
        <title>PROVINCE OF ONTARIO CANADA BONDS 12/36 2</title>
        <cusip>683234XU7</cusip>
        <identifiers>
          <isin value="CA683234XU75"/>
          <ticker value="ONT"/>
        </identifiers>
        <balance>2783104.6</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.354"/>
        <valUSD>1986774.92</valUSD>
        <pctVal>1.2434951910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Open Text Holdings Inc.</name>
        <lei>N/A</lei>
        <title>OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 02/30 4.125</title>
        <cusip>683720AA4</cusip>
        <identifiers>
          <isin value="US683720AA42"/>
          <ticker value="OTEXCN"/>
        </identifiers>
        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92248.98</valUSD>
        <pctVal>0.0577373722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Open Text Holdings Inc.</name>
        <lei>N/A</lei>
        <title>OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 12/31 4.125</title>
        <cusip>683720AC0</cusip>
        <identifiers>
          <isin value="US683720AC08"/>
          <ticker value="OTEXCN"/>
        </identifiers>
        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93275.46</valUSD>
        <pctVal>0.0583798319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP SR UNSECURED 04/38 6.5</title>
        <cusip>68389XAE5</cusip>
        <identifiers>
          <isin value="US68389XAE58"/>
          <ticker value="ORCL"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51829.28</valUSD>
        <pctVal>0.0324392360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP SR UNSECURED 04/50 3.6</title>
        <cusip>68389XBX2</cusip>
        <identifiers>
          <isin value="US68389XBX21"/>
          <ticker value="ORCL"/>
        </identifiers>
        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40396</valUSD>
        <pctVal>0.0252833027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</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>ORANGE COUNTY CONVENTION CENTE ORAFAC 10/31 FIXED 5</name>
        <lei>N/A</lei>
        <title>ORANGE COUNTY CONVENTION CENTE ORAFAC 10/31 FIXED 5</title>
        <cusip>684545YW0</cusip>
        <identifiers>
          <isin value="US684545YW07"/>
          <ticker value="ORAFAC"/>
        </identifiers>
        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57710.61</valUSD>
        <pctVal>0.0361202798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Oryx Midstream Services Permian Basin LLC</name>
        <lei>N/A</lei>
        <title>ORYX MIDSTREAM SERVICES PERMIA TERM LOAN</title>
        <cusip>68764JAB7</cusip>
        <identifiers>
          <isin value="US68764JAB70"/>
          <ticker value="ORYSOU"/>
        </identifiers>
        <balance>98052.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96750.08</valUSD>
        <pctVal>0.0605545490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.924</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>OT Merger Corporation</name>
        <lei>N/A</lei>
        <title>OT MERGER CORP SR UNSECURED 144A 10/29 7.875</title>
        <cusip>688777AA9</cusip>
        <identifiers>
          <isin value="US688777AA92"/>
          <ticker value="BLT"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68900</valUSD>
        <pctVal>0.0431235656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.875000000000</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>PRPM 2021-5 LLC PRPM 2021 5 A1 144A</name>
        <lei>N/A</lei>
        <title>PRPM 2021-5 LLC PRPM 2021 5 A1 144A</title>
        <cusip>69358DAA2</cusip>
        <identifiers>
          <isin value="US69358DAA28"/>
          <ticker value="PRPM"/>
        </identifiers>
        <balance>114850.68</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103994.83</valUSD>
        <pctVal>0.0650889387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.793000000000</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>Pacific Gas and Electric Company</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95</title>
        <cusip>694308JN8</cusip>
        <identifiers>
          <isin value="US694308JN86"/>
          <ticker value="PCG"/>
        </identifiers>
        <balance>53000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41066.55</valUSD>
        <pctVal>0.0257029908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</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>Panama Government International Bond</name>
        <lei>N/A</lei>
        <title>PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 04/56 4.5</title>
        <cusip>698299BM5</cusip>
        <identifiers>
          <isin value="US698299BM53"/>
          <ticker value="PANAMA"/>
        </identifiers>
        <balance>560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>407985.3</valUSD>
        <pctVal>0.2553524073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>WELLS FARGO MORTGAGE BACKED SE WFMBS 2019 3 A1 144A</name>
        <lei>N/A</lei>
        <title>WELLS FARGO MORTGAGE BACKED 10/49 1</title>
        <cusip>949831AA9</cusip>
        <identifiers>
          <isin value="US949831AA92"/>
          <ticker value="WFMBS"/>
        </identifiers>
        <balance>15792.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14349.93</valUSD>
        <pctVal>0.0089814245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.500000000000</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>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO SR UNSECURED 07/28 VAR</title>
        <cusip>95000U3A9</cusip>
        <identifiers>
          <isin value="US95000U3A91"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39067.85</valUSD>
        <pctVal>0.0244520318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.808000000000</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>NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/30 3</name>
        <lei>N/A</lei>
        <title>NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/30 3</title>
        <cusip>EJ7263811</cusip>
        <identifiers>
          <isin value="NZIIBDT003C0"/>
          <ticker value="NZGBI"/>
        </identifiers>
        <balance>1280000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.575051"/>
        <valUSD>1046583.51</valUSD>
        <pctVal>0.6550422741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/44 8.75</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/44 8.75</title>
        <cusip>EJ7498649</cusip>
        <identifiers>
          <isin value="ZAG000106972"/>
          <ticker value="SAGB"/>
        </identifiers>
        <balance>3220000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.99125"/>
        <valUSD>147788.95</valUSD>
        <pctVal>0.0924990782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.750000000000</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>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/30 8</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/30 8</title>
        <cusip>EJ7500048</cusip>
        <identifiers>
          <isin value="ZAG000106998"/>
          <ticker value="SAGB"/>
        </identifiers>
        <balance>5710000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.99125"/>
        <valUSD>299739.51</valUSD>
        <pctVal>0.1876028510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</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>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/32 8.25</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/32 8.25</title>
        <cusip>EJ7500097</cusip>
        <identifiers>
          <isin value="ZAG000107004"/>
          <ticker value="SAGB"/>
        </identifiers>
        <balance>4925000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.99125"/>
        <valUSD>247041.23</valUSD>
        <pctVal>0.1546197198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</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>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5</title>
        <cusip>EJ7500196</cusip>
        <identifiers>
          <isin value="ZAG000107012"/>
          <ticker value="SAGB"/>
        </identifiers>
        <balance>7080000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.99125"/>
        <valUSD>330824.55</valUSD>
        <pctVal>0.2070585514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</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>BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10</name>
        <lei>N/A</lei>
        <title>BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10</title>
        <cusip>EK0169285</cusip>
        <identifiers>
          <isin value="BRSTNCNTF170"/>
          <ticker value="BNTNF"/>
        </identifiers>
        <balance>3841000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975"/>
        <valUSD>695719.52</valUSD>
        <pctVal>0.4354413118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.000000000000</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>Mexico Government International Bond</name>
        <lei>N/A</lei>
        <title>MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/14 5.625</title>
        <cusip>EK1245878</cusip>
        <identifiers>
          <isin value="XS1046593908"/>
          <ticker value="MEX"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.827164"/>
        <valUSD>90086.13</valUSD>
        <pctVal>0.0563836740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2114-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</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>Mexico Government International Bond</name>
        <lei>N/A</lei>
        <title>MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 04/29 3.625</title>
        <cusip>EK1580530</cusip>
        <identifiers>
          <isin value="XS1054418600"/>
          <ticker value="MEX"/>
        </identifiers>
        <balance>550000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>570355.81</valUSD>
        <pctVal>0.3569778840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>REPUBLIC OF POLAND GOVERNMENT BONDS 07/25 3.25</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF POLAND GOVERNMENT BONDS 07/25 3.25</title>
        <cusip>EK3155539</cusip>
        <identifiers>
          <isin value="PL0000108197"/>
          <ticker value="POLGB"/>
        </identifiers>
        <balance>1085000</balance>
        <units>PA</units>
        <currencyConditional curCd="PLN" exchangeRt="4.38135"/>
        <valUSD>227095.58</valUSD>
        <pctVal>0.1421360109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/35 2.5</name>
        <lei>N/A</lei>
        <title>NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/35 2.5</title>
        <cusip>EK5782140</cusip>
        <identifiers>
          <isin value="NZIIBDT004C8"/>
          <ticker value="NZGBI"/>
        </identifiers>
        <balance>2315000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.575051"/>
        <valUSD>1782227.72</valUSD>
        <pctVal>1.1154719021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>BOUGHT MXN/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT MXN/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB6KV9"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="N/A"/>
        <valUSD>4053.29</valUSD>
        <pctVal>0.0025368987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>199718.020000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3990000.000000000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>4053.290000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PAR Technology Corporation</name>
        <lei>N/A</lei>
        <title>PAR TECHNOLOGY CORP SR UNSECURED 10/27 1.5</title>
        <cusip>698884AE3</cusip>
        <identifiers>
          <isin value="US698884AE30"/>
          <ticker value="PAR"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10770</valUSD>
        <pctVal>0.0067407954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>PAR Technology, Corp.</name>
              <title>PAR Technology, Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US6988841036"/>
                <ticker value="PAR"/>
                <other otherDesc="BLOOMBERG" value="EQ0010114500001000"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="12.987000000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pathway Vet Alliance LLC</name>
        <lei>N/A</lei>
        <title>PATHWAY VET ALLIANCE LLC 2021 TERM LOAN</title>
        <cusip>70323KAE8</cusip>
        <identifiers>
          <isin value="US70323KAE82"/>
          <ticker value="PATVET"/>
        </identifiers>
        <balance>121627.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100595.49</valUSD>
        <pctVal>0.0629613384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.134</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>Patrick Industries Inc</name>
        <lei>N/A</lei>
        <title>PATRICK INDUSTRIES INC COMPANY GUAR 144A 12/28 1.75</title>
        <cusip>703343AG8</cusip>
        <identifiers>
          <isin value="US703343AG80"/>
          <ticker value="PATK"/>
        </identifiers>
        <balance>32000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25920</valUSD>
        <pctVal>0.0162229727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Patrick Industries, Inc.</name>
              <title>Patrick Industries, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US7033431039"/>
                <ticker value="PATK"/>
                <other otherDesc="BLOOMBERG" value="EQ0010599000001000"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="9.988700000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pebblebrook Hotel Trust</name>
        <lei>N/A</lei>
        <title>PEBBLEBROOK HOTEL TRUST SR UNSECURED 12/26 1.75</title>
        <cusip>70509VAA8</cusip>
        <identifiers>
          <isin value="US70509VAA89"/>
          <ticker value="PEB"/>
        </identifiers>
        <balance>98000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80605</valUSD>
        <pctVal>0.0504495647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Pebblebrook Hotel Trust</name>
              <title>Pebblebrook Hotel Trust</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US70509V1008"/>
                <ticker value="PEB"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000009152654"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="39.254900000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pegasystems Inc.</name>
        <lei>549300FMCOKPL06FYN26</lei>
        <title>PEGASYSTEMS INC SR UNSECURED 03/25 0.75</title>
        <cusip>705573AB9</cusip>
        <identifiers>
          <isin value="US705573AB99"/>
          <ticker value="PEGA"/>
        </identifiers>
        <balance>112000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95970</valUSD>
        <pctVal>0.0600663076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Pegasystems, Inc.</name>
              <title>Pegasystems, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US7055731035"/>
                <ticker value="PEGA"/>
                <other otherDesc="BLOOMBERG" value="EQ0017197700001000"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="7.404500000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENN Entertainment Inc.</name>
        <lei>N/A</lei>
        <title>PENN NATIONAL GAMING INC SR UNSECURED 05/26 2.75</title>
        <cusip>707569AU3</cusip>
        <identifiers>
          <isin value="US707569AU31"/>
          <ticker value="PENN"/>
        </identifiers>
        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14740</valUSD>
        <pctVal>0.0092255640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Penn National Gaming, Inc.</name>
              <title>Penn National Gaming, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US7075691094"/>
                <ticker value="PENN"/>
                <other otherDesc="BLOOMBERG" value="EQ0014805100001000"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="42.735000000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PennyMac Financial Services Inc.</name>
        <lei>N/A</lei>
        <title>PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/29 4.25</title>
        <cusip>70932MAB3</cusip>
        <identifiers>
          <isin value="US70932MAB37"/>
          <ticker value="PFSI"/>
        </identifiers>
        <balance>430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335360.77</valUSD>
        <pctVal>0.2098977094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 01/23 4.25</name>
        <lei>N/A</lei>
        <title>PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 01/23 4.25</title>
        <cusip>709599AN4</cusip>
        <identifiers>
          <isin value="US709599AN48"/>
          <ticker value="PENSKE"/>
        </identifiers>
        <balance>37000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36988.37</valUSD>
        <pctVal>0.0231505138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>Range Resources Corporation</name>
        <lei>H3Y3WLYCX0BTO1TRW162</lei>
        <title>RANGE RESOURCES CORP COMPANY GUAR 01/29 8.25</title>
        <cusip>75281ABJ7</cusip>
        <identifiers>
          <isin value="US75281ABJ79"/>
          <ticker value="RRC"/>
        </identifiers>
        <balance>5000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5152.23</valUSD>
        <pctVal>0.0032247101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</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>Rapid7 Inc.</name>
        <lei>549300GNVG5D60KEYN14</lei>
        <title>RAPID7 INC SR UNSECURED 03/27 0.25</title>
        <cusip>753422AF1</cusip>
        <identifiers>
          <isin value="US753422AF15"/>
          <ticker value="RPD"/>
        </identifiers>
        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62479.5</valUSD>
        <pctVal>0.0391050627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Rapid7, Inc.</name>
              <title>Rapid7, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US7534221046"/>
                <ticker value="RPD"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000043539361"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="9.673400000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Charles Schwab Corporation</name>
        <lei>N/A</lei>
        <title>CHARLES SCHWAB CORP/THE JR SUBORDINA 12/99 VAR</title>
        <cusip>808513BK0</cusip>
        <identifiers>
          <isin value="US808513BK01"/>
          <ticker value="SCHW"/>
        </identifiers>
        <balance>46000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39905</valUSD>
        <pctVal>0.0249759925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.000000000000</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>Sea Limited</name>
        <lei>N/A</lei>
        <title>SEA LTD SR UNSECURED 09/26 0.25</title>
        <cusip>81141RAG5</cusip>
        <identifiers>
          <isin value="US81141RAG56"/>
          <ticker value="SEALTD"/>
        </identifiers>
        <balance>430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314975</valUSD>
        <pctVal>0.1971385353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Sea, Ltd.</name>
              <title>Sea, Ltd.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US81141R1005"/>
                <ticker value="SE"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000059465359"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2.096400000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Seagate HDD Cayman</name>
        <lei>N/A</lei>
        <title>SEAGATE HDD CAYMAN COMPANY GUAR 12/34 5.75</title>
        <cusip>81180WAN1</cusip>
        <identifiers>
          <isin value="US81180WAN11"/>
          <ticker value="STX"/>
        </identifiers>
        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182294.21</valUSD>
        <pctVal>0.1140954474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>Sedgwick Claims Management Services Inc.</name>
        <lei>549300BIN4DWJG5VWF64</lei>
        <title>SEDGWICK CLAIMS MGMT SVCS INC TERM LOAN B</title>
        <cusip>81527CAL1</cusip>
        <identifiers>
          <isin value="US81527CAL19"/>
          <ticker value="SEDGEW"/>
        </identifiers>
        <balance>94970.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92255.12</valUSD>
        <pctVal>0.0577412151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.634</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>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>SEMPRA ENERGY JR SUBORDINA 12/99 VAR</title>
        <cusip>816851BK4</cusip>
        <identifiers>
          <isin value="US816851BK46"/>
          <ticker value="SRE"/>
        </identifiers>
        <balance>68000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62878.24</valUSD>
        <pctVal>0.0393546286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.875000000000</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>Shake Shack Inc.</name>
        <lei>N/A</lei>
        <title>SHAKE SHACK INC SR UNSECURED 03/28 0.00000</title>
        <cusip>819047AB7</cusip>
        <identifiers>
          <isin value="US819047AB70"/>
          <ticker value="SHAK"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9871.88</valUSD>
        <pctVal>0.0061786744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Shake Shack, Inc.</name>
              <title>Shake Shack, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US8190471016"/>
                <ticker value="SHAK"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000034414729"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.867900000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shift4 Payments Inc.</name>
        <lei>N/A</lei>
        <title>SHIFT4 PAYMENTS INC SR UNSECURED 144A 08/27 0.5</title>
        <cusip>82452JAD1</cusip>
        <identifiers>
          <isin value="US82452JAD19"/>
          <ticker value="FOUR"/>
        </identifiers>
        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>311355</valUSD>
        <pctVal>0.1948728270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Shift4 Payments, Inc.</name>
              <title>Shift4 Payments, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US82452J1097"/>
                <ticker value="FOUR"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000084816070"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="8.152400000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shopify Inc.</name>
        <lei>549300HGQ43STJLLP808</lei>
        <title>SHOPIFY INC SR UNSECURED 11/25 0.125</title>
        <cusip>82509LAA5</cusip>
        <identifiers>
          <isin value="US82509LAA52"/>
          <ticker value="SHOPCN"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64031.25</valUSD>
        <pctVal>0.0400762817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Shopify, Inc.</name>
              <title>Shopify, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="CA82509L1076"/>
                <ticker value="SHOP"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000042470979"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.944000000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Signal Parent Inc.</name>
        <lei>N/A</lei>
        <title>SIGNAL PARENT INC SR UNSECURED 144A 04/29 6.125</title>
        <cusip>82666QAA3</cusip>
        <identifiers>
          <isin value="US82666QAA31"/>
          <ticker value="INTLGR"/>
        </identifiers>
        <balance>212000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61745</valUSD>
        <pctVal>0.0386453492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</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>Snap Inc.</name>
        <lei>549300JNC0L6VP8A2Q35</lei>
        <title>SNAP INC SR UNSECURED 144A 03/28 0.125</title>
        <cusip>83304AAG1</cusip>
        <identifiers>
          <isin value="US83304AAG13"/>
          <ticker value="SNAP"/>
        </identifiers>
        <balance>560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>373800</valUSD>
        <pctVal>0.2339562966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Snap, Inc.</name>
              <title>Snap, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US83304A1060"/>
                <ticker value="SNAP"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000028556841"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="17.749400000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Societe Generale SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SOCIETE GENERALE SA SUBORDINATED 144A 06/33 VAR</title>
        <cusip>83368RBL5</cusip>
        <identifiers>
          <isin value="US83368RBL50"/>
          <ticker value="SOCGEN"/>
        </identifiers>
        <balance>665000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>621964.22</valUSD>
        <pctVal>0.3892788804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.221000000000</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>CZECH REPUBLIC GOVERNMENT BOND BONDS 02/26 6</name>
        <lei>N/A</lei>
        <title>CZECH REPUBLIC GOVERNMENT BOND BONDS 02/26 6</title>
        <cusip>BV5782339</cusip>
        <identifiers>
          <isin value="CZ0001006506"/>
          <ticker value="CZGB"/>
        </identifiers>
        <balance>2430000</balance>
        <units>PA</units>
        <currencyConditional curCd="CZK" exchangeRt="22.5989"/>
        <valUSD>109968.75</valUSD>
        <pctVal>0.0688279334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Hungary Government International Bond</name>
        <lei>N/A</lei>
        <title>HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 06/31 4.25</title>
        <cusip>BX0420295</cusip>
        <identifiers>
          <isin value="XS2010026214"/>
          <ticker value="REPHUN"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>96461.38</valUSD>
        <pctVal>0.0603738556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>MEXICAN BONOS BONDS 07/53 8</name>
        <lei>N/A</lei>
        <title>MEXICAN BONOS BONDS 07/53 8</title>
        <cusip>BX4963407</cusip>
        <identifiers>
          <isin value="MX0MGO0001E4"/>
          <ticker value="MBONO"/>
        </identifiers>
        <balance>1553300</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>70718.08</valUSD>
        <pctVal>0.0442614770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</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>REPUBLIC OF SOUTH AFRICA FLOAT 130BPS + 3MJ 11.07.2027</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF SOUTH AFRICA FLOAT 130BPS + 3MJ 11.07.2027</title>
        <cusip>BX6112151</cusip>
        <identifiers>
          <isin value="ZAG000187949"/>
          <ticker value="SAFLGB"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.99125"/>
        <valUSD>59790.3</valUSD>
        <pctVal>0.0374219293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.775000000000</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>Indonesia Treasury Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA TREASURY BOND BONDS 08/28 6.375</title>
        <cusip>BY4236745</cusip>
        <identifiers>
          <isin value="IDG000020702"/>
          <ticker value="INDOGB"/>
        </identifiers>
        <balance>589000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>37440.67</valUSD>
        <pctVal>0.0234336022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</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>Thailand Government Bond</name>
        <lei>N/A</lei>
        <title>THAILAND GOVERNMENT BOND SR UNSECURED 06/43 3.45</title>
        <cusip>BY4967448</cusip>
        <identifiers>
          <isin value="TH0623A3N603"/>
          <ticker value="THAIGB"/>
        </identifiers>
        <balance>3690000</balance>
        <units>PA</units>
        <currencyConditional curCd="THB" exchangeRt="34.635"/>
        <valUSD>107495.88</valUSD>
        <pctVal>0.0672801979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</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>BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/29 4.125</name>
        <lei>N/A</lei>
        <title>BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/29 4.125</title>
        <cusip>BZ0469461</cusip>
        <identifiers>
          <isin value="XS2536817211"/>
          <ticker value="BGARIA"/>
        </identifiers>
        <balance>152000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>159506.88</valUSD>
        <pctVal>0.0998331699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Clarios Global LP</name>
        <lei>N/A</lei>
        <title>CLARIOS GLOBAL LP 2021 USD TERM LOAN B</title>
        <cusip>C8000CAG8</cusip>
        <identifiers>
          <isin value="XAC8000CAG87"/>
          <ticker value="POWSOL"/>
        </identifiers>
        <balance>169891.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166139.85</valUSD>
        <pctVal>0.1039846549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.637</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>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 12/26 10.5</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 12/26 10.5</title>
        <cusip>CP5073947</cusip>
        <identifiers>
          <isin value="ZAG000016320"/>
          <ticker value="SAGB"/>
        </identifiers>
        <balance>1665000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.99125"/>
        <valUSD>103131.49</valUSD>
        <pctVal>0.0645485860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.500000000000</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>MEXICAN BONOS SR UNSECURED 12/23 8</name>
        <lei>N/A</lei>
        <title>MEXICAN BONOS SR UNSECURED 12/23 8</title>
        <cusip>ED2028832</cusip>
        <identifiers>
          <isin value="MX0MGO000003"/>
          <ticker value="MBONO"/>
        </identifiers>
        <balance>1070500</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>53580.21</valUSD>
        <pctVal>0.0335351190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</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>Peru Government Bond</name>
        <lei>N/A</lei>
        <title>PERU GOVERNMENT BOND BONDS 08/26 8.2</title>
        <cusip>EF3972553</cusip>
        <identifiers>
          <isin value="PEP01000C0J9"/>
          <ticker value="PERUGB"/>
        </identifiers>
        <balance>665000</balance>
        <units>PA</units>
        <currencyConditional curCd="PEN" exchangeRt="3.79675"/>
        <valUSD>183144.05</valUSD>
        <pctVal>0.1146273507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.200000000000</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>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/36 6.25</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/36 6.25</title>
        <cusip>EF5565850</cusip>
        <identifiers>
          <isin value="ZAG000030404"/>
          <ticker value="SAGB"/>
        </identifiers>
        <balance>3520000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.99125"/>
        <valUSD>136289.16</valUSD>
        <pctVal>0.0853015172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</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>MEXICAN BONOS BONDS 06/27 7.5</name>
        <lei>N/A</lei>
        <title>MEXICAN BONOS BONDS 06/27 7.5</title>
        <cusip>EG1116375</cusip>
        <identifiers>
          <isin value="MX0MGO0000D8"/>
          <ticker value="MBONO"/>
        </identifiers>
        <balance>3375800</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>163283.63</valUSD>
        <pctVal>0.1021969860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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 Dun and Bradstreet Corporation</name>
        <lei>RI37BMPWE56BCJ747E14</lei>
        <title>DUN and BRADSTREET CORP/THE COMPANY GUAR 144A 12/29 5</title>
        <cusip>26483EAL4</cusip>
        <identifiers>
          <isin value="US26483EAL48"/>
          <ticker value="DNB"/>
        </identifiers>
        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162594.97</valUSD>
        <pctVal>0.1017659631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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 Dun and Bradstreet Corporation</name>
        <lei>RI37BMPWE56BCJ747E14</lei>
        <title>DUN + BRADSTREET CORP TERM LOAN</title>
        <cusip>26483NAN0</cusip>
        <identifiers>
          <isin value="US26483NAN03"/>
          <ticker value="DNB"/>
        </identifiers>
        <balance>102316.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101202.28</valUSD>
        <pctVal>0.0633411199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.639</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>EQT Corporation</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT CORP SR UNSECURED 10/27 3.9</title>
        <cusip>26884LAF6</cusip>
        <identifiers>
          <isin value="US26884LAF67"/>
          <ticker value="EQT"/>
        </identifiers>
        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60005.74</valUSD>
        <pctVal>0.0375567702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</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>EQT Corporation</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT CORP SR UNSECURED 04/28 5.7</title>
        <cusip>26884LAQ2</cusip>
        <identifiers>
          <isin value="US26884LAQ23"/>
          <ticker value="EQT"/>
        </identifiers>
        <balance>5000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4973.13</valUSD>
        <pctVal>0.0031126139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</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>EPR Properties</name>
        <lei>549300YSSXFHMPOWZ492</lei>
        <title>EPR PROPERTIES COMPANY GUAR 04/25 4.5</title>
        <cusip>26884UAB5</cusip>
        <identifiers>
          <isin value="US26884UAB52"/>
          <ticker value="EPR"/>
        </identifiers>
        <balance>45000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42687.3</valUSD>
        <pctVal>0.0267173960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Earthstone Energy Holdings LLC</name>
        <lei>N/A</lei>
        <title>EARTHSTONE ENERGY HOLDINGS LLC SR UNSECURED 144A 04/27 8</title>
        <cusip>27034RAA1</cusip>
        <identifiers>
          <isin value="US27034RAA14"/>
          <ticker value="ESTE"/>
        </identifiers>
        <balance>72000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68878.8</valUSD>
        <pctVal>0.0431102968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</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>Edison International</name>
        <lei>N/A</lei>
        <title>EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR</title>
        <cusip>281020AS6</cusip>
        <identifiers>
          <isin value="US281020AS67"/>
          <ticker value="EIX"/>
        </identifiers>
        <balance>56000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45829.84</valUSD>
        <pctVal>0.0286842687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.375000000000</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>Elanco Animal Health Incorporated</name>
        <lei>N/A</lei>
        <title>ELANCO ANIMAL HEALTH INC TERM LOAN B</title>
        <cusip>28414BAF3</cusip>
        <identifiers>
          <isin value="US28414BAF31"/>
          <ticker value="ELAN"/>
        </identifiers>
        <balance>104586.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100255.66</valUSD>
        <pctVal>0.0627486435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.87</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>Elanco Animal Health Incorporated</name>
        <lei>N/A</lei>
        <title>ELANCO ANIMAL HEALTH INC SR UNSECURED 08/28 6.4</title>
        <cusip>28414HAG8</cusip>
        <identifiers>
          <isin value="US28414HAG83"/>
          <ticker value="ELAN"/>
        </identifiers>
        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33302.85</valUSD>
        <pctVal>0.0208437974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.400000000000</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>ETSY INC SR UNSECURED 06/28 0.25</name>
        <lei>N/A</lei>
        <title>ETSY INC SR UNSECURED 06/28 0.25</title>
        <cusip>29786AAN6</cusip>
        <identifiers>
          <isin value="US29786AAN63"/>
          <ticker value="ETSY"/>
        </identifiers>
        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102456</valUSD>
        <pctVal>0.0641258061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Etsy, Inc.</name>
              <title>Etsy, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US29786A1060"/>
                <ticker value="ETSY"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000008629950"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4.051800000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pioneer Natural Resources Company</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>PIONEER NATURAL RESOURCES CO SR UNSECURED 05/25 0.25</title>
        <cusip>723787AP2</cusip>
        <identifiers>
          <isin value="US723787AP23"/>
          <ticker value="PXD"/>
        </identifiers>
        <balance>18000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41976</valUSD>
        <pctVal>0.0262722031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Pioneer Natural Resources Company</name>
              <title>Pioneer Natural Resources Company</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US7237871071"/>
                <ticker value="PXD"/>
                <other otherDesc="BLOOMBERG" value="EQ0022588000001000"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.065400000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Plains All American Pipeline L.P. and PAA Finance Corp.</name>
        <lei>N/A</lei>
        <title>PLAINS ALL AMERICAN PIPELINE L SR UNSECURED 09/30 3.8</title>
        <cusip>72650RBN1</cusip>
        <identifiers>
          <isin value="US72650RBN17"/>
          <ticker value="PAA"/>
        </identifiers>
        <balance>59000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51275.79</valUSD>
        <pctVal>0.0320928142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>Polaris Newco LLC</name>
        <lei>N/A</lei>
        <title>POLARIS NEWCO LLC USD TERM LOAN B</title>
        <cusip>73108RAB4</cusip>
        <identifiers>
          <isin value="US73108RAB42"/>
          <ticker value="SLH"/>
        </identifiers>
        <balance>118500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107877.66</valUSD>
        <pctVal>0.0675191488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.73</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 Port Authority of New York and New Jersey</name>
        <lei>N/A</lei>
        <title>PORT AUTHORITY OF NEW YORK + N PORTRN 03/30 FIXED 4</title>
        <cusip>73358WS21</cusip>
        <identifiers>
          <isin value="US73358WS216"/>
          <ticker value="PORTRN"/>
        </identifiers>
        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>235137.51</valUSD>
        <pctVal>0.1471693446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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 Port Authority of New York and New Jersey</name>
        <lei>N/A</lei>
        <title>PORT AUTHORITY OF NEW YORK + N PORTRN 09/33 FIXED 5</title>
        <cusip>73358WS62</cusip>
        <identifiers>
          <isin value="US73358WS620"/>
          <ticker value="PORTRN"/>
        </identifiers>
        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148764.41</valUSD>
        <pctVal>0.0931096052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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 Port Authority of New York and New Jersey</name>
        <lei>N/A</lei>
        <title>PORT AUTHORITY OF NEW YORK + N PORTRN 06/45 FIXED 4.823</title>
        <cusip>73358WXP4</cusip>
        <identifiers>
          <isin value="US73358WXP49"/>
          <ticker value="PORTRN"/>
        </identifiers>
        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128776.68</valUSD>
        <pctVal>0.0805995590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.823000000000</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>Port of Seattle WA</name>
        <lei>N/A</lei>
        <title>PORT OF SEATTLE WA PTSGEN 04/39 FIXED 5</title>
        <cusip>735389H92</cusip>
        <identifiers>
          <isin value="US735389H928"/>
          <ticker value="PTSGEN"/>
        </identifiers>
        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197242.17</valUSD>
        <pctVal>0.1234511707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Port of Seattle WA</name>
        <lei>N/A</lei>
        <title>PORT OF SEATTLE WA PTSGEN 10/31 FIXED 5</title>
        <cusip>735389XK9</cusip>
        <identifiers>
          <isin value="US735389XK92"/>
          <ticker value="PTSGEN"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103926.26</valUSD>
        <pctVal>0.0650460217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Post Holdings Inc.</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>POST HOLDINGS INC SR UNSECURED 144A 04/30 4.625</title>
        <cusip>737446AQ7</cusip>
        <identifiers>
          <isin value="US737446AQ74"/>
          <ticker value="POST"/>
        </identifiers>
        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163920.6</valUSD>
        <pctVal>0.1025956568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</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>Artera Services LLC</name>
        <lei>N/A</lei>
        <title>ARTERA SERVICES LLC INCREMENTAL TERM LOAN</title>
        <cusip>73937UAK4</cusip>
        <identifiers>
          <isin value="US73937UAK43"/>
          <ticker value="POWBUY"/>
        </identifiers>
        <balance>98500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80462.68</valUSD>
        <pctVal>0.0503604886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.23</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>Presidio Holdings Inc.</name>
        <lei>N/A</lei>
        <title>PRESIDIO HOLDINGS INC COMPANY GUAR 144A 02/28 8.25</title>
        <cusip>74101XAF7</cusip>
        <identifiers>
          <isin value="US74101XAF78"/>
          <ticker value="PRESID"/>
        </identifiers>
        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250311.6</valUSD>
        <pctVal>0.1566665996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</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>PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A2 144A</name>
        <lei>N/A</lei>
        <title>PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A2 144A</title>
        <cusip>74140QAB4</cusip>
        <identifiers>
          <isin value="US74140QAB41"/>
          <ticker value="PRET"/>
        </identifiers>
        <balance>185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151133.51</valUSD>
        <pctVal>0.0945923924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.597900000000</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>PROGRESS RESIDENTIAL 2021-SFR2 PROG 2021 SFR2 D 144A</name>
        <lei>N/A</lei>
        <title>PROGRESS RESIDENTIAL TRUST PROG 2021 SFR2 D 144A</title>
        <cusip>74333DAG9</cusip>
        <identifiers>
          <isin value="US74333DAG97"/>
          <ticker value="PROG"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85597.67</valUSD>
        <pctVal>0.0535744084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.197000000000</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>Qualcomm Incorporated</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM INC SR UNSECURED 05/52 4.5</title>
        <cusip>747525BR3</cusip>
        <identifiers>
          <isin value="US747525BR34"/>
          <ticker value="QCOM"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17515.3</valUSD>
        <pctVal>0.0109625862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Qualcomm Incorporated</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM INC SR UNSECURED 05/53 6</title>
        <cusip>747525BT9</cusip>
        <identifiers>
          <isin value="US747525BT99"/>
          <ticker value="QCOM"/>
        </identifiers>
        <balance>295000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>313310.92</valUSD>
        <pctVal>0.1960970105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Quikrete Holdings Inc.</name>
        <lei>5493007KIN86DIZWZT22</lei>
        <title>QUIKRETE HLDGS INC TERM LOAN</title>
        <cusip>74839XAF6</cusip>
        <identifiers>
          <isin value="US74839XAF69"/>
          <ticker value="QUIKHO"/>
        </identifiers>
        <balance>194000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191575</valUSD>
        <pctVal>0.1199041667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.009</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>Beyond Meat Inc.</name>
        <lei>N/A</lei>
        <title>BEYOND MEAT INC SR UNSECURED 144A 03/27 0.0000</title>
        <cusip>08862EAB5</cusip>
        <identifiers>
          <isin value="US08862EAB56"/>
          <ticker value="BYND"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32890</valUSD>
        <pctVal>0.0205854002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Beyond Meat, Inc.</name>
              <title>Beyond Meat, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US08862E1091"/>
                <ticker value="BYND"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000026642189"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4.854400000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bill.com Holdings Inc.</name>
        <lei>N/A</lei>
        <title>BILL.COM HOLDINGS INC SR UNSECURED 04/27 0.00000</title>
        <cusip>090043AD2</cusip>
        <identifiers>
          <isin value="US090043AD21"/>
          <ticker value="BILL"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15810</valUSD>
        <pctVal>0.0098952623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Bill.com Holdings, Inc.</name>
              <title>Bill.com Holdings, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US0900431000"/>
                <ticker value="BILL"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000080116381"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2.410800000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Biogen Inc.</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>BIOGEN INC SR UNSECURED 05/30 2.25</title>
        <cusip>09062XAH6</cusip>
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          <isin value="US09062XAH61"/>
          <ticker value="BIIB"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28514.19</valUSD>
        <pctVal>0.0178466407</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>Black Knight InfoServ LLC</name>
        <lei>N/A</lei>
        <title>BLACK KNIGHT INFOSERV LLC COMPANY GUAR 144A 09/28 3.625</title>
        <cusip>092174AA9</cusip>
        <identifiers>
          <isin value="US092174AA96"/>
          <ticker value="BKFS"/>
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        <balance>675000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>585562.5</valUSD>
        <pctVal>0.3664955428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Blackstone Holdings Finance Co. L.L.C.</name>
        <lei>N/A</lei>
        <title>BLACKSTONE HOLDINGS FINANCE CO COMPANY GUAR 144A 04/33 6.2</title>
        <cusip>09261BAK6</cusip>
        <identifiers>
          <isin value="US09261BAK61"/>
          <ticker value="BX"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252001.65</valUSD>
        <pctVal>0.1577243787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</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>Bloomin' Brands Inc.</name>
        <lei>E1UJ2GO305B5FXGV7N04</lei>
        <title>BLOOMIN' BRANDS INC SR UNSECURED 05/25 5</title>
        <cusip>094235AB4</cusip>
        <identifiers>
          <isin value="US094235AB49"/>
          <ticker value="BLMN"/>
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        <balance>12000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21750</valUSD>
        <pctVal>0.0136130269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Bloomin' Brands, Inc.</name>
              <title>Bloomin' Brands, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US0942351083"/>
                <ticker value="BLMN"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000023067517"/>
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            </dbtSecRefInstrument>
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          <currencyInfos>
            <currencyInfo convRatio="86.267100000000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 12/25 7.625</name>
        <lei>N/A</lei>
        <title>BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 12/25 7.625</title>
        <cusip>095796AH1</cusip>
        <identifiers>
          <isin value="US095796AH17"/>
          <ticker value="BLURAC"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9925.54</valUSD>
        <pctVal>0.0062122594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.625000000000</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>BNP Paribas</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS SA SR UNSECURED 144A 09/29 VAR</title>
        <cusip>09659W2R4</cusip>
        <identifiers>
          <isin value="US09659W2R48"/>
          <ticker value="BNP"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163044.27</valUSD>
        <pctVal>0.1020471738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.159000000000</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 Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE SR UNSECURED 05/50 5.805</title>
        <cusip>097023CW3</cusip>
        <identifiers>
          <isin value="US097023CW33"/>
          <ticker value="BA"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27815.28</valUSD>
        <pctVal>0.0174092025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.805000000000</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>Bon Secours Mercy Health Inc.</name>
        <lei>N/A</lei>
        <title>BON SECOURS MERCY HEALTH INC SECURED 06/31 2.095</title>
        <cusip>09778PAB1</cusip>
        <identifiers>
          <isin value="US09778PAB13"/>
          <ticker value="BSHSI"/>
        </identifiers>
        <balance>23000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17941.16</valUSD>
        <pctVal>0.0112291261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.095000000000</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>BOUGHT MXN/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT MXN/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LHKBB6FJ3"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="N/A"/>
        <valUSD>4980.41</valUSD>
        <pctVal>0.0031171704</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>234366.090000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4724000.000000000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2023-03-15</settlementDt>
            <unrealizedAppr>4980.410000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT MXN/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT MXN/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LHKBB9L4R"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="N/A"/>
        <valUSD>5562.66</valUSD>
        <pctVal>0.0034815927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>233783.840000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4724000.000000000000</amtCurPur>
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            <settlementDt>2023-03-15</settlementDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT MXN/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT MXN/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LLKBBSC28"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="N/A"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>49136.390000000000</amtCurSold>
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            <amtCurPur>990000.000000000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PROGRESS RESIDENTIAL TRUST PROG 2022 SFR1 E1 144A</name>
        <lei>N/A</lei>
        <title>PROGRESS RESIDENTIAL TRUST 02/29 1</title>
        <cusip>74333YAJ7</cusip>
        <identifiers>
          <isin value="US74333YAJ73"/>
          <ticker value="PROG"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116738.09</valUSD>
        <pctVal>0.0730647705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.930000000000</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>Prudential Financial Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRUDENTIAL FINANCIAL INC 03/52 1</title>
        <cusip>744320BJ0</cusip>
        <identifiers>
          <isin value="US744320BJ04"/>
          <ticker value="PRU"/>
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        <balance>18000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16380</valUSD>
        <pctVal>0.0102520175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.125000000000</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>Range Resources Corporation</name>
        <lei>H3Y3WLYCX0BTO1TRW162</lei>
        <title>RANGE RESOURCES CORP COMPANY GUAR 144A 02/30 4.75</title>
        <cusip>75281ABK4</cusip>
        <identifiers>
          <isin value="US75281ABK43"/>
          <ticker value="RRC"/>
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        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13216.61</valUSD>
        <pctVal>0.0082720950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>Ready Capital Mortgage Financing 2021-FL7 LLC</name>
        <lei>N/A</lei>
        <title>READY CAPITAL MORTGAGE FINANCI RCMT 2021 FL7 AS 144A</title>
        <cusip>75575WAC0</cusip>
        <identifiers>
          <isin value="US75575WAC01"/>
          <ticker value="RCMT"/>
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        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52426.84</valUSD>
        <pctVal>0.0328132406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.888710000000</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>Repay Holdings Corporation</name>
        <lei>N/A</lei>
        <title>REPAY HOLDINGS CORP SR UNSECURED 144A 02/26 0.0000</title>
        <cusip>76029LAA8</cusip>
        <identifiers>
          <isin value="US76029LAA89"/>
          <ticker value="RPAY"/>
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        <balance>475000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>346896.48</valUSD>
        <pctVal>0.2171177521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Repay Holdings Corp.</name>
              <title>Repay Holdings Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US76029L1008"/>
                <ticker value="RPAY"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000066568436"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="29.761900000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Reynolds American Inc.</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>REYNOLDS AMERICAN INC COMPANY GUAR 09/23 4.85</title>
        <cusip>761713AY2</cusip>
        <identifiers>
          <isin value="US761713AY21"/>
          <ticker value="BATSLN"/>
        </identifiers>
        <balance>22000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21951.84</valUSD>
        <pctVal>0.0137393558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</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>Reynolds American Inc.</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>REYNOLDS AMERICAN INC COMPANY GUAR 08/45 5.85</title>
        <cusip>761713BB1</cusip>
        <identifiers>
          <isin value="US761713BB19"/>
          <ticker value="BATSLN"/>
        </identifiers>
        <balance>580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>494042.19</valUSD>
        <pctVal>0.3092142352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</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>RINGCENTRAL INC SR UNSECURED 03/25 0.00000</name>
        <lei>N/A</lei>
        <title>RINGCENTRAL INC SR UNSECURED 03/25 0.00000</title>
        <cusip>76680RAF4</cusip>
        <identifiers>
          <isin value="US76680RAF47"/>
          <ticker value="RNG"/>
        </identifiers>
        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60112.5</valUSD>
        <pctVal>0.0376235898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>RingCentral, Inc.</name>
              <title>RingCentral, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US76680R2067"/>
                <ticker value="RNG"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000000201161"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2.774500000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Royal Caribbean Cruises Ltd.</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 08/26 5.5</title>
        <cusip>780153BJ0</cusip>
        <identifiers>
          <isin value="US780153BJ00"/>
          <ticker value="RCL"/>
        </identifiers>
        <balance>114000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95902.5</valUSD>
        <pctVal>0.0600240603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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 Caribbean Cruises Ltd.</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 08/27 11.625</title>
        <cusip>780153BL5</cusip>
        <identifiers>
          <isin value="US780153BL55"/>
          <ticker value="RCL"/>
        </identifiers>
        <balance>21000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21088.83</valUSD>
        <pctVal>0.0131992096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.625000000000</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>BOUGHT HUF/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT HUF/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LDKBBRSH2"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="N/A"/>
        <valUSD>22396.45</valUSD>
        <pctVal>0.0140176311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>329043.620000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>133756000.000000000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2023-03-16</settlementDt>
            <unrealizedAppr>22396.450000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Caesars Entertainment Inc.</name>
        <lei>N/A</lei>
        <title>COLT MERGER SUB INC SR UNSECURED 144A 07/27 8.125</title>
        <cusip>28470RAK8</cusip>
        <identifiers>
          <isin value="US28470RAK86"/>
          <ticker value="ERI"/>
        </identifiers>
        <balance>244000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>239742.2</valUSD>
        <pctVal>0.1500513570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.125000000000</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>ELMWOOD CLO VII LTD ELMW7 2020 4A C 144A</name>
        <lei>N/A</lei>
        <title>ELMWOOD CLO VII LTD ELMW7 2020 4A C 144A</title>
        <cusip>29002QAE9</cusip>
        <identifiers>
          <isin value="US29002QAE98"/>
          <ticker value="ELMW7"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238544.25</valUSD>
        <pctVal>0.1493015765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.329140000000</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>Embarq Corporation</name>
        <lei>N/A</lei>
        <title>EMBARQ CORP SR UNSECURED 06/36 7.995</title>
        <cusip>29078EAA3</cusip>
        <identifiers>
          <isin value="US29078EAA38"/>
          <ticker value="EQ"/>
        </identifiers>
        <balance>246000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114390</valUSD>
        <pctVal>0.0715951331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.995000000000</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>Emera Incorporated</name>
        <lei>NQZVQT2P5IUF2PGA1Q48</lei>
        <title>EMERA INC JR SUBORDINA 06/76 VAR</title>
        <cusip>290876AD3</cusip>
        <identifiers>
          <isin value="US290876AD37"/>
          <ticker value="EMACN"/>
        </identifiers>
        <balance>244000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>234293.68</valUSD>
        <pctVal>0.1466412030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2076-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.750000000000</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>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC SUBORDINATED 03/78 VAR</title>
        <cusip>29250NAW5</cusip>
        <identifiers>
          <isin value="US29250NAW56"/>
          <ticker value="ENBCN"/>
        </identifiers>
        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127369.03</valUSD>
        <pctVal>0.0797185301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2078-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.250000000000</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>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC JR SUBORDINA 01/83 VAR</title>
        <cusip>29250NBP9</cusip>
        <identifiers>
          <isin value="US29250NBP96"/>
          <ticker value="ENBCN"/>
        </identifiers>
        <balance>32000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31561.95</valUSD>
        <pctVal>0.0197541919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2083-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.625000000000</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>Endeavour Mining Corp</name>
        <lei>N/A</lei>
        <title>ENDEAVOUR MINING CORP SR UNSECURED 144A 02/23 3</title>
        <cusip>29257YAB0</cusip>
        <identifiers>
          <isin value="US29257YAB02"/>
          <ticker value="EDVCN"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403680</valUSD>
        <pctVal>0.2526577790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Endeavour Mining Corp.</name>
              <title>Endeavour Mining Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="GB00BL6K5J42"/>
                <ticker value="EDV"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000089716423"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="44.470200000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enerflex Ltd.</name>
        <lei>54930014N7872VUS3F89</lei>
        <title>ENERFLEX LTD SR SECURED 144A 10/27 9</title>
        <cusip>29269RAA3</cusip>
        <identifiers>
          <isin value="US29269RAA32"/>
          <ticker value="EFXCN"/>
        </identifiers>
        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84765.83</valUSD>
        <pctVal>0.0530537712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.000000000000</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>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 01/26 4.75</title>
        <cusip>29273RBG3</cusip>
        <identifiers>
          <isin value="US29273RBG39"/>
          <ticker value="ETP"/>
        </identifiers>
        <balance>22000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21428.4</valUSD>
        <pctVal>0.0134117419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/27 4.2</title>
        <cusip>29273RBK4</cusip>
        <identifiers>
          <isin value="US29273RBK41"/>
          <ticker value="ETP"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14155.62</valUSD>
        <pctVal>0.0088598085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</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>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER OPERATING LP COMPANY GUAR 05/50 5</title>
        <cusip>29278NAR4</cusip>
        <identifiers>
          <isin value="US29278NAR44"/>
          <ticker value="ETP"/>
        </identifiers>
        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7989.31</valUSD>
        <pctVal>0.0050003996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>EnLink Midstream LLC</name>
        <lei>N/A</lei>
        <title>ENLINK MIDSTREAM LLC COMPANY GUAR 144A 01/28 5.625</title>
        <cusip>29336TAC4</cusip>
        <identifiers>
          <isin value="US29336TAC45"/>
          <ticker value="ENLC"/>
        </identifiers>
        <balance>114000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108584.8</valUSD>
        <pctVal>0.0679617380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</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>EnLink Midstream LLC</name>
        <lei>N/A</lei>
        <title>ENLINK MIDSTREAM LLC COMPANY GUAR 144A 09/30 6.5</title>
        <cusip>29336TAD2</cusip>
        <identifiers>
          <isin value="US29336TAD28"/>
          <ticker value="ENLC"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24742.5</valUSD>
        <pctVal>0.0154859916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>EnLink Midstream Partners LP</name>
        <lei>88CPW63VL7KHJWS0NY83</lei>
        <title>ENLINK MIDSTREAM PARTNERS LP SR UNSECURED 06/47 5.45</title>
        <cusip>29336UAG2</cusip>
        <identifiers>
          <isin value="US29336UAG22"/>
          <ticker value="ENLK"/>
        </identifiers>
        <balance>71000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57030.75</valUSD>
        <pctVal>0.0356947647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.450000000000</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>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR</title>
        <cusip>29379VBM4</cusip>
        <identifiers>
          <isin value="US29379VBM46"/>
          <ticker value="EPD"/>
        </identifiers>
        <balance>52000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47063.51</valUSD>
        <pctVal>0.0294564058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2077-08-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.629860000000</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>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR</title>
        <cusip>29379VBN2</cusip>
        <identifiers>
          <isin value="US29379VBN29"/>
          <ticker value="EPD"/>
        </identifiers>
        <balance>39000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31368.81</valUSD>
        <pctVal>0.0196333082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2077-08-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.250000000000</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>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 02/78 VAR</title>
        <cusip>29379VBR3</cusip>
        <identifiers>
          <isin value="US29379VBR33"/>
          <ticker value="EPD"/>
        </identifiers>
        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125821.93</valUSD>
        <pctVal>0.0787502214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2078-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.375000000000</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>Epicor Software Corporation</name>
        <lei>N/A</lei>
        <title>EPICOR SOFTWARE CORPORATION 2020 TERM LOAN</title>
        <cusip>29426NAN4</cusip>
        <identifiers>
          <isin value="US29426NAN49"/>
          <ticker value="EGLPT"/>
        </identifiers>
        <balance>133015.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127453.03</valUSD>
        <pctVal>0.0797711046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.634</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>Equinor ASA</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
        <title>EQUINOR ASA COMPANY GUAR 04/27 3</title>
        <cusip>29446MAE2</cusip>
        <identifiers>
          <isin value="US29446MAE21"/>
          <ticker value="EQNR"/>
        </identifiers>
        <balance>47000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43844.66</valUSD>
        <pctVal>0.0274417717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Estee Lauder Companies Inc.</name>
        <lei>549300VFZ8XJ9NUPU221</lei>
        <title>ESTEE LAUDER COS INC/THE SR UNSECURED 05/37 6</title>
        <cusip>29736RAC4</cusip>
        <identifiers>
          <isin value="US29736RAC43"/>
          <ticker value="EL"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16004.69</valUSD>
        <pctVal>0.0100171161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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 Estee Lauder Companies Inc.</name>
        <lei>549300VFZ8XJ9NUPU221</lei>
        <title>ESTEE LAUDER COS INC/THE SR UNSECURED 03/31 1.95</title>
        <cusip>29736RAR1</cusip>
        <identifiers>
          <isin value="US29736RAR12"/>
          <ticker value="EL"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20218.54</valUSD>
        <pctVal>0.0126545071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.950000000000</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>Etsy Inc.</name>
        <lei>54930089Q7XT501AEA40</lei>
        <title>ETSY INC 10/26 0.125</title>
        <cusip>29786AAJ5</cusip>
        <identifiers>
          <isin value="US29786AAJ51"/>
          <ticker value="ETSY"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23167.5</valUSD>
        <pctVal>0.0145002207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Etsy, Inc.</name>
              <title>Etsy, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US29786A1060"/>
                <ticker value="ETSY"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000008629950"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="11.404000000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Euronet Worldwide Inc.</name>
        <lei>YG3575C4DSHJPA5KET68</lei>
        <title>EURONET WORLDWIDE INC SR UNSECURED 03/49 0.75</title>
        <cusip>298736AL3</cusip>
        <identifiers>
          <isin value="US298736AL30"/>
          <ticker value="EEFT"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18912.5</valUSD>
        <pctVal>0.0118370745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Euronet Worldwide, Inc.</name>
              <title>Euronet Worldwide, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US2987361092"/>
                <ticker value="EEFT"/>
                <other otherDesc="BLOOMBERG" value="EQ0020257900001000"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.298700000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Exact Sciences Corporation</name>
        <lei>N/A</lei>
        <title>EXACT SCIENCES CORP SR UNSECURED 03/27 0.375</title>
        <cusip>30063PAB1</cusip>
        <identifiers>
          <isin value="US30063PAB13"/>
          <ticker value="EXAS"/>
        </identifiers>
        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70125</valUSD>
        <pctVal>0.0438902763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Exact Sciences, Corp.</name>
              <title>Exact Sciences, Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US30063P1057"/>
                <ticker value="EXAS"/>
                <other otherDesc="BLOOMBERG" value="EQ0118573300001000"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="8.955400000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Exact Sciences Corporation</name>
        <lei>N/A</lei>
        <title>EXACT SCIENCES CORP SR UNSECURED 03/28 0.375</title>
        <cusip>30063PAC9</cusip>
        <identifiers>
          <isin value="US30063PAC95"/>
          <ticker value="EXAS"/>
        </identifiers>
        <balance>95000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74461</valUSD>
        <pctVal>0.0466041193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Exact Sciences Corp.</name>
              <title>Exact Sciences Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US30063P1057"/>
                <ticker value="EXAS"/>
                <other otherDesc="BLOOMBERG" value="EQ0118573300001000"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="8.207600000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FMG Resources (August 2006) Pty Limited</name>
        <lei>549300EFD6S2NFE9D745</lei>
        <title>FMG RESOURCES AUGUST 2006 PTY COMPANY GUAR 144A 04/30 5.875</title>
        <cusip>30251GBD8</cusip>
        <identifiers>
          <isin value="US30251GBD88"/>
          <ticker value="FMGAU"/>
        </identifiers>
        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125756.22</valUSD>
        <pctVal>0.0787090944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>FTI Consulting Inc.</name>
        <lei>549300K17GM8EQD0FQ48</lei>
        <title>FTI CONSULTING INC SR UNSECURED 08/23 2</title>
        <cusip>302941AP4</cusip>
        <identifiers>
          <isin value="US302941AP45"/>
          <ticker value="FCN"/>
        </identifiers>
        <balance>17000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26741</valUSD>
        <pctVal>0.0167368254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>FTI Consulting, Inc.</name>
              <title>FTI Consulting, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US3029411093"/>
                <ticker value="FCN"/>
                <other otherDesc="BLOOMBERG" value="EQ0017157300001000"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="9.864300000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Meta Platforms Inc.</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>META PLATFORMS INC SR UNSECURED 08/52 4.45</title>
        <cusip>30303M8J4</cusip>
        <identifiers>
          <isin value="US30303M8J41"/>
          <ticker value="META"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103304.59</valUSD>
        <pctVal>0.0646569270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</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>Meta Platforms Inc.</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>META PLATFORMS INC SR UNSECURED 08/62 4.65</title>
        <cusip>30303M8K1</cusip>
        <identifiers>
          <isin value="US30303M8K14"/>
          <ticker value="META"/>
        </identifiers>
        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100291.48</valUSD>
        <pctVal>0.0627710627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE CAS 2018 C05 1B1</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE CAS 2018 C05 1B1</title>
        <cusip>30711XY32</cusip>
        <identifiers>
          <isin value="US30711XY321"/>
          <ticker value="CAS"/>
        </identifiers>
        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237448.71</valUSD>
        <pctVal>0.1486158930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.638710000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Strips</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC STRIPS FHS 324 C18</title>
        <cusip>31325VBN3</cusip>
        <identifiers>
          <isin value="US31325VBN38"/>
          <ticker value="FHS"/>
        </identifiers>
        <balance>233330.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26790.63</valUSD>
        <pctVal>0.0167678881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>SOLD BRL/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD BRL/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KRKBCR6V3"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-188522.69</valUSD>
        <pctVal>-0.1179937677</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>41389000.000000000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>7650674.240000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-04</settlementDt>
            <unrealizedAppr>-188522.690000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD AUD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD AUD/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB4F6W"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-91650.45</valUSD>
        <pctVal>-0.0573627605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>6386000.000000000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>4260962.710000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>-91650.450000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT MXN/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT MXN/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBZF0F"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="N/A"/>
        <valUSD>26798.8</valUSD>
        <pctVal>0.0167730016</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1916331.730000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>38048000.000000000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>26798.800000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT ZAR/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT ZAR/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LSKBB016L"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="N/A"/>
        <valUSD>17241.14</valUSD>
        <pctVal>0.0107909932</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1960113.240000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>33676000.000000000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>17241.140000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABN AMRO Bank N.V.</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
        <title>ABN AMRO BANK NV SUBORDINATED 144A 03/37 VAR</title>
        <cusip>00084DAV2</cusip>
        <identifiers>
          <isin value="US00084DAV29"/>
          <ticker value="ABNANV"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>289173.4</valUSD>
        <pctVal>0.1809896675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.324000000000</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>AIA Group Limited</name>
        <lei>ZP5ILWVSYE4LJGMMVD57</lei>
        <title>AIA GROUP LTD SUBORDINATED REGS 09/40 3.2</title>
        <cusip>00131MAK9</cusip>
        <identifiers>
          <isin value="US00131MAK99"/>
          <ticker value="AIA"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142746.9</valUSD>
        <pctVal>0.0893433282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>Aon Global Limited</name>
        <lei>VVT2B79I2Z4U3R6BY589</lei>
        <title>AON PLC COMPANY GUAR 12/25 3.875</title>
        <cusip>00185AAK0</cusip>
        <identifiers>
          <isin value="US00185AAK07"/>
          <ticker value="AON"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38997.36</valUSD>
        <pctVal>0.0244079131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>ANTLR MORTGAGE TRUST 2021-RTL1 ANTLR 2021 RTL1 A1 144A</name>
        <lei>N/A</lei>
        <title>ANTLER MORTGAGE TRUST ANTLR 2021 RTL1 A1 144A</title>
        <cusip>00201QAA7</cusip>
        <identifiers>
          <isin value="US00201QAA76"/>
          <ticker value="ANTLR"/>
        </identifiers>
        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118955.55</valUSD>
        <pctVal>0.0744526483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.115000000000</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>ATandT Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>ATandT INC PREFERRED STOCK 5</title>
        <cusip>00206R508</cusip>
        <identifiers>
          <isin value="US00206R5081"/>
          <ticker value="T"/>
        </identifiers>
        <balance>1650</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30277.5</valUSD>
        <pctVal>0.0189502723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATandT Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>ATandT INC SR UNSECURED 06/27 2.3</title>
        <cusip>00206RJX1</cusip>
        <identifiers>
          <isin value="US00206RJX17"/>
          <ticker value="T"/>
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        <balance>32000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28460.44</valUSD>
        <pctVal>0.0178129993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ATandT Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>ATandT INC SR UNSECURED 06/41 3.5</title>
        <cusip>00206RJZ6</cusip>
        <identifiers>
          <isin value="US00206RJZ64"/>
          <ticker value="T"/>
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        <balance>22000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16406.15</valUSD>
        <pctVal>0.0102683844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ATandT Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>ATandT INC SR UNSECURED 09/53 3.5</title>
        <cusip>00206RKJ0</cusip>
        <identifiers>
          <isin value="US00206RKJ04"/>
          <ticker value="T"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33746.81</valUSD>
        <pctVal>0.0211216658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Hess Corporation</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>HESS CORP SR UNSECURED 03/33 7.125</title>
        <cusip>023551AM6</cusip>
        <identifiers>
          <isin value="US023551AM66"/>
          <ticker value="HES"/>
        </identifiers>
        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37696.9</valUSD>
        <pctVal>0.0235939730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.125000000000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMPANY GUAR 01/51 2.8</title>
        <cusip>20030NDL2</cusip>
        <identifiers>
          <isin value="US20030NDL29"/>
          <ticker value="CMCSA"/>
        </identifiers>
        <balance>12000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7573.26</valUSD>
        <pctVal>0.0047399996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CommonSpirit Health</name>
        <lei>4SXHN5XW08IBO0UG2V58</lei>
        <title>COMMONSPIRIT HEALTH SR SECURED 10/30 2.782</title>
        <cusip>20268JAF0</cusip>
        <identifiers>
          <isin value="US20268JAF03"/>
          <ticker value="CATMED"/>
        </identifiers>
        <balance>45000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37117.08</valUSD>
        <pctVal>0.0232310716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.782000000000</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>BOUGHT HUF/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT HUF/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBB6KWT"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="N/A"/>
        <valUSD>1591.52</valUSD>
        <pctVal>0.0009961106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>79805.320000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30600000.000000000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>1591.520000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT HUF/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT HUF/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LNKBBN7MH"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="N/A"/>
        <valUSD>43692.85</valUSD>
        <pctVal>0.0273467559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1999468.960000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>768098000.000000000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2023-01-31</settlementDt>
            <unrealizedAppr>43692.850000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Targa Resources Corp.</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TARGA RESOURCES CORP COMPANY GUAR 02/33 4.2</title>
        <cusip>87612GAA9</cusip>
        <identifiers>
          <isin value="US87612GAA94"/>
          <ticker value="TRGP"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34414.54</valUSD>
        <pctVal>0.0215395889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</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>Targa Resources Corp.</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TARGA RESOURCES CORP SR UNSECURED 07/52 6.25</title>
        <cusip>87612KAC6</cusip>
        <identifiers>
          <isin value="US87612KAC62"/>
          <ticker value="TRGP"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18875.01</valUSD>
        <pctVal>0.0118136101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</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>Team Inc.</name>
        <lei>549300DEKHQ3OEQJWU96</lei>
        <title>TEAM INC SR UNSECURED 08/23 5</title>
        <cusip>878155AE0</cusip>
        <identifiers>
          <isin value="US878155AE06"/>
          <ticker value="TISI"/>
        </identifiers>
        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8850</valUSD>
        <pctVal>0.0055390937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Team, Inc.</name>
              <title>Team, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US8781551002"/>
                <ticker value="TISI"/>
                <other otherDesc="BLOOMBERG" value="EQ0010732000001000"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4.608300000000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tecta America Corp.</name>
        <lei>N/A</lei>
        <title>TECTA AMERICA CORP 2021 TERM LOAN</title>
        <cusip>87876GAF9</cusip>
        <identifiers>
          <isin value="US87876GAF90"/>
          <ticker value="TECAME"/>
        </identifiers>
        <balance>128050</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122607.88</valUSD>
        <pctVal>0.0767385916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.688</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>Teladoc Health Inc.</name>
        <lei>N/A</lei>
        <title>TELADOC HEALTH INC SR UNSECURED 06/27 1.25</title>
        <cusip>87918AAF2</cusip>
        <identifiers>
          <isin value="US87918AAF21"/>
          <ticker value="TDOC"/>
        </identifiers>
        <balance>47000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36105.16</valUSD>
        <pctVal>0.0225977248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Teladoc Health, Inc.</name>
              <title>Teladoc Health, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US87918A1051"/>
                <ticker value="TDOC"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000012258360"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4.125800000000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TopBuild Corp.</name>
        <lei>5493007YSKHOL4RWII46</lei>
        <title>TOPBUILD CORP SR UNSECURED 144A 03/29 3.625</title>
        <cusip>89055FAB9</cusip>
        <identifiers>
          <isin value="US89055FAB94"/>
          <ticker value="BLD"/>
        </identifiers>
        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73791.44</valUSD>
        <pctVal>0.0461850509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>TransCanada Trust</name>
        <lei>N/A</lei>
        <title>TRANSCANADA TRUST COMPANY GUAR 09/79 VAR</title>
        <cusip>89356BAE8</cusip>
        <identifiers>
          <isin value="US89356BAE83"/>
          <ticker value="TRPCN"/>
        </identifiers>
        <balance>164000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141568.04</valUSD>
        <pctVal>0.0886054959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2079-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.500000000000</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>TransCanada Trust</name>
        <lei>N/A</lei>
        <title>TRANSCANADA TRUST 03/82 1</title>
        <cusip>89356BAG3</cusip>
        <identifiers>
          <isin value="US89356BAG32"/>
          <ticker value="TRPCN"/>
        </identifiers>
        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94050</valUSD>
        <pctVal>0.0588646059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2082-03-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TransDigm Inc.</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TRANSDIGM INC SR SECURED 144A 03/26 6.25</title>
        <cusip>893647BE6</cusip>
        <identifiers>
          <isin value="US893647BE67"/>
          <ticker value="TDG"/>
        </identifiers>
        <balance>195000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192307.05</valUSD>
        <pctVal>0.1203623468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TransDigm Inc.</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TRANSDIGM INC 2020 TERM LOAN E</title>
        <cusip>89364MBQ6</cusip>
        <identifiers>
          <isin value="US89364MBQ69"/>
          <ticker value="TDG"/>
        </identifiers>
        <balance>194500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192206.85</valUSD>
        <pctVal>0.1202996330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.98</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>Triborough Bridge and Tunnel Authority</name>
        <lei>54930020ZN4LQF7K3456</lei>
        <title>TRIBOROUGH BRIDGE and TUNNEL AUT TRBTRN 11/54 FIXED 5</title>
        <cusip>89602RGA7</cusip>
        <identifiers>
          <isin value="US89602RGA77"/>
          <ticker value="TRBTRN"/>
        </identifiers>
        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147291.49</valUSD>
        <pctVal>0.0921877248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125</name>
        <lei>N/A</lei>
        <title>TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125</title>
        <cusip>89668QAF5</cusip>
        <identifiers>
          <isin value="US89668QAF54"/>
          <ticker value="TSE"/>
        </identifiers>
        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68010.6</valUSD>
        <pctVal>0.0425669024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</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>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>TRUIST FINANCIAL CORP JR SUBORDINA 12/99 VAR</title>
        <cusip>89832QAC3</cusip>
        <identifiers>
          <isin value="US89832QAC33"/>
          <ticker value="TFC"/>
        </identifiers>
        <balance>27000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21940.04</valUSD>
        <pctVal>0.0137319703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.125000000000</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>Coherent Corp.</name>
        <lei>549300O5C25A0MMHHU33</lei>
        <title>II-VI INC COMPANY GUAR 144A 12/29 5</title>
        <cusip>902104AC2</cusip>
        <identifiers>
          <isin value="US902104AC24"/>
          <ticker value="IIVI"/>
        </identifiers>
        <balance>44000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37946.92</valUSD>
        <pctVal>0.0237504571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>UFC Holdings LLC</name>
        <lei>N/A</lei>
        <title>UFC HOLDINGS LLC 2021 TERM LOAN B</title>
        <cusip>90266UAJ2</cusip>
        <identifiers>
          <isin value="US90266UAJ25"/>
          <ticker value="ZUFFAL"/>
        </identifiers>
        <balance>177853.08</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175284.88</valUSD>
        <pctVal>0.1097084039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.11</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>USI Inc.</name>
        <lei>N/A</lei>
        <title>USI  INC 2022 INCREMENTAL TERM LOAN</title>
        <cusip>90351NAJ4</cusip>
        <identifiers>
          <isin value="US90351NAJ46"/>
          <ticker value="COMINV"/>
        </identifiers>
        <balance>79800</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78945.34</valUSD>
        <pctVal>0.0494108063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.33</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>Uber Technologies Inc</name>
        <lei>N/A</lei>
        <title>UBER TECHNOLOGIES INC SR UNSECURED 12/25 0.00000</title>
        <cusip>90353TAJ9</cusip>
        <identifiers>
          <isin value="US90353TAJ97"/>
          <ticker value="UBER"/>
        </identifiers>
        <balance>144000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121284.92</valUSD>
        <pctVal>0.0759105691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Uber Technologies, Inc.</name>
              <title>Uber Technologies, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US90353T1007"/>
                <ticker value="UBER"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000021321320"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="12.370100000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Uber Technologies Inc</name>
        <lei>N/A</lei>
        <title>UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5</title>
        <cusip>90353TAK6</cusip>
        <identifiers>
          <isin value="US90353TAK60"/>
          <ticker value="UBER"/>
        </identifiers>
        <balance>109000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94966.8</valUSD>
        <pctVal>0.0594384185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>UKG INC.</name>
        <lei>N/A</lei>
        <title>ULTIMATE SOFTWARE GROUP INC TERM LOAN B</title>
        <cusip>90385KAB7</cusip>
        <identifiers>
          <isin value="US90385KAB70"/>
          <ticker value="ULTI"/>
        </identifiers>
        <balance>145854.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140384.78</valUSD>
        <pctVal>0.0878649096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.134</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 Natural Foods Inc.</name>
        <lei>549300GKGW6WPZ282D40</lei>
        <title>UNITED NATURAL FOODS INC COMPANY GUAR 144A 10/28 6.75</title>
        <cusip>911163AA1</cusip>
        <identifiers>
          <isin value="US911163AA17"/>
          <ticker value="UNFI"/>
        </identifiers>
        <balance>159000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152771.18</valUSD>
        <pctVal>0.0956173876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</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 Bills</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BILL 02/23 0.00000</title>
        <cusip>912796ZT9</cusip>
        <identifiers>
          <isin value="US912796ZT93"/>
          <ticker value="B"/>
        </identifiers>
        <balance>68000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67741.52</valUSD>
        <pctVal>0.0423984889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-07</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</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>Nordea Kredit Realkreditaktieselskab</name>
        <lei>N/A</lei>
        <title>NORDEA KREDIT REALKREDITAKTIES COVERED 10/50 1</title>
        <cusip>ZS9944027</cusip>
        <identifiers>
          <isin value="DK0002044718"/>
          <ticker value="NDASS"/>
        </identifiers>
        <balance>1.02</balance>
        <units>PA</units>
        <currencyConditional curCd="DKK" exchangeRt="6.9468"/>
        <valUSD>0.1</valUSD>
        <pctVal>0.0000000626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</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>APX Group Inc.</name>
        <lei>549300OMQVKPRU98OE64</lei>
        <title>APX GROUP INC COMPANY GUAR 144A 07/29 5.75</title>
        <cusip>00213MAW4</cusip>
        <identifiers>
          <isin value="US00213MAW47"/>
          <ticker value="APXSEC"/>
        </identifiers>
        <balance>119000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98554.23</valUSD>
        <pctVal>0.0616837417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC SR UNSECURED 11/49 4.25</title>
        <cusip>00287YCB3</cusip>
        <identifiers>
          <isin value="US00287YCB39"/>
          <ticker value="ABBV"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33195.41</valUSD>
        <pctVal>0.0207765521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>Adams Homes Inc.</name>
        <lei>N/A</lei>
        <title>ADAMS HOMES INC COMPANY GUAR 144A 02/25 7.5</title>
        <cusip>00623PAA9</cusip>
        <identifiers>
          <isin value="US00623PAA93"/>
          <ticker value="AHOMES"/>
        </identifiers>
        <balance>10000</balance>
        <units>PA</units>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD-SOFR-COMPOUND" floatingRtSpread="0.000000000000" pmntAmt="2546.950000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">Return on reference asset</otherPmntDesc>
            <terminationDt>2023-06-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1610000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-60558.54</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INF P 3.26 USD-CPI 20220415-20270415</name>
        <lei>N/A</lei>
        <title>INF P 3.26 USD-CPI 20220415-20270415</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0TTKZ5"/>
        </identifiers>
        <balance>1730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4131.74</valUSD>
        <pctVal>-0.0025859994</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USA-CPI" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.257000000000"/>
            <terminationDt>2027-04-15</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>197.260000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1730000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3934.48</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INF P 3.26 USD-CPI 20220415-20270415</name>
        <lei>N/A</lei>
        <title>INF P 3.26 USD-CPI 20220415-20270415</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0TTGD9"/>
        </identifiers>
        <balance>1855000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-4430.28</valUSD>
        <pctVal>-0.0027728515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USA-CPI" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.257000000000"/>
            <terminationDt>2027-04-15</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1855000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4430.28</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INF P 3.24 USD-CPI 20220415-20270415</name>
        <lei>N/A</lei>
        <title>INF P 3.24 USD-CPI 20220415-20270415</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0SS0D9"/>
        </identifiers>
        <balance>2990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-5046.55</valUSD>
        <pctVal>-0.0031585665</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL NY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USA-CPI" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.242500000000"/>
            <terminationDt>2027-04-15</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2990000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5046.55</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INF P 3.24 USD-CPI 20220415-20270415</name>
        <lei>N/A</lei>
        <title>INF P 3.24 USD-CPI 20220415-20270415</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0SRF86"/>
        </identifiers>
        <balance>2970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-5012.8</valUSD>
        <pctVal>-0.0031374428</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL NY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USA-CPI" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.242500000000"/>
            <terminationDt>2027-04-15</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2970000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5012.8</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INF P 3.15 USD-CPI 20220415-20270415</name>
        <lei>N/A</lei>
        <title>INF P 3.15 USD-CPI 20220415-20270415</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0SWDJ3"/>
        </identifiers>
        <balance>5640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16445.56</valUSD>
        <pctVal>0.0102930506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL NY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USA-CPI" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.147000000000"/>
            <terminationDt>2027-04-15</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>5640000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>16445.56</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INF P 2.58 USD-CPI 20210215-20510215</name>
        <lei>N/A</lei>
        <title>INF P 2.58 USD-CPI 20210215-20510215</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0Q56F0"/>
        </identifiers>
        <balance>780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32635.74</valUSD>
        <pctVal>0.0204262623</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USA-CPI" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.577500000000"/>
            <terminationDt>2051-02-15</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>780000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>32635.74</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INF P 1.83 USD-CPI 20200215-20500215</name>
        <lei>N/A</lei>
        <title>INF P 1.83 USD-CPI 20200215-20500215</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0KV6D4"/>
        </identifiers>
        <balance>2330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490048.05</valUSD>
        <pctVal>0.3067143577</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USA-CPI" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.830000000000"/>
            <terminationDt>2050-02-15</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>54849.390000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2330000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>544897.44</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INF P 1.64 USD-CPI 20200215-20500215</name>
        <lei>N/A</lei>
        <title>INF P 1.64 USD-CPI 20200215-20500215</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0K0GD1"/>
        </identifiers>
        <balance>640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160802.27</valUSD>
        <pctVal>0.1006439368</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Bank of America Corporation</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USA-CPI" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.635000000000"/>
            <terminationDt>2050-02-15</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>640000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>160802.27</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS PLN P 6.46 20221221-20271221</name>
        <lei>N/A</lei>
        <title>IRS PLN P 6.46 20221221-20271221</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0TEOH4"/>
        </identifiers>
        <balance>4675000</balance>
        <units>PA</units>
        <currencyConditional curCd="PLN" exchangeRt="4.38135"/>
        <valUSD>-13072.52</valUSD>
        <pctVal>-0.0081819111</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing House</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PLN-WIBOR-WIBO 6M" floatingRtSpread="0.000000000000" pmntAmt="2279.920000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
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            </floatingRecDesc>
            <fixedPmntDesc amount="2078.14" curCd="USD" fixedOrFloating="Fixed" fixedRt="6.462500000000"/>
            <terminationDt>2027-12-21</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>4675000</notionalAmt>
            <curCd>PLN</curCd>
            <unrealizedAppr>-13072.52</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS PLN P 6.45 20221221-20271221</name>
        <lei>N/A</lei>
        <title>IRS PLN P 6.45 20221221-20271221</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0TEOK7"/>
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        <balance>4675000</balance>
        <units>PA</units>
        <currencyConditional curCd="PLN" exchangeRt="4.38135"/>
        <valUSD>-12296.05</valUSD>
        <pctVal>-0.0076959292</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing House</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PLN-WIBOR-WIBO 6M" floatingRtSpread="0.000000000000" pmntAmt="2279.920000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
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            <fixedPmntDesc amount="2072.51" curCd="USD" fixedOrFloating="Fixed" fixedRt="6.445000000000"/>
            <terminationDt>2027-12-21</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>4675000</notionalAmt>
            <curCd>PLN</curCd>
            <unrealizedAppr>-12296.05</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS INR P 6.41 20221221-20271221</name>
        <lei>N/A</lei>
        <title>IRS INR P 6.41 20221221-20271221</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0UA243"/>
        </identifiers>
        <balance>308390000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="82.73"/>
        <valUSD>4576.46</valUSD>
        <pctVal>0.0028643436</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing House</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INR-FBIL-MIBOR-OIS-COMPOUND" floatingRtSpread="0.000000000000" pmntAmt="7277.630000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="719.71" curCd="USD" fixedOrFloating="Fixed" fixedRt="6.410000000000"/>
            <terminationDt>2027-12-21</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>15441.300000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>308390000</notionalAmt>
            <curCd>INR</curCd>
            <unrealizedAppr>20017.76</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS ZAR R 9.26 20230315-20330315</name>
        <lei>N/A</lei>
        <title>IRS ZAR R 9.26 20230315-20330315</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0U7HK8"/>
        </identifiers>
        <balance>21005000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.99125"/>
        <valUSD>698.09</valUSD>
        <pctVal>0.0004369250</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing House</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="9.255000000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ZAR-JIBAR-SAFEX 3M" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2033-03-15</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>21005000</notionalAmt>
            <curCd>ZAR</curCd>
            <unrealizedAppr>698.09</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS SEK R 2.92 20230315-20280315</name>
        <lei>N/A</lei>
        <title>IRS SEK R 2.92 20230315-20280315</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0U7H36"/>
        </identifiers>
        <balance>18235000</balance>
        <units>PA</units>
        <currencyConditional curCd="SEK" exchangeRt="10.43485"/>
        <valUSD>-30694.13</valUSD>
        <pctVal>-0.0192110353</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing House</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.920000000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SEK-STIBOR-SIDE 3M" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2028-03-15</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>18235000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>-30694.13</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS NZD R 2.75 20220316-20270316</name>
        <lei>N/A</lei>
        <title>IRS NZD R 2.75 20220316-20270316</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0QCLV3"/>
        </identifiers>
        <balance>6540000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.575051"/>
        <valUSD>-342357.71</valUSD>
        <pctVal>-0.2142769982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing House</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="33751.34" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.750000000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NZD-BBR-FRA 3M" floatingRtSpread="0.000000000000" pmntAmt="8281.740000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2027-03-16</terminationDt>
            <upfrontPmnt>5791.930000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>6540000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>-348149.64</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS NZD R 2.66 20220316-20270316</name>
        <lei>N/A</lei>
        <title>IRS NZD R 2.66 20220316-20270316</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0Q37W7"/>
        </identifiers>
        <balance>8500000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.575051"/>
        <valUSD>-463216.11</valUSD>
        <pctVal>-0.2899206142</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing House</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="42430.79" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.660000000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NZD-BBR-FRA 3M" floatingRtSpread="0.000000000000" pmntAmt="10763.720000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2027-03-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>17149.970000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>8500000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>-446066.14</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS MXN R 7.84 20220316-20270310</name>
        <lei>N/A</lei>
        <title>IRS MXN R 7.84 20220316-20270310</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0QQT02"/>
        </identifiers>
        <balance>52320000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>-97062.3</valUSD>
        <pctVal>-0.0607499632</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="6431.91" curCd="USD" fixedOrFloating="Fixed" fixedRt="7.840000000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MXN-TIIE-Banxico 28D" floatingRtSpread="0.000000000000" pmntAmt="8796.300000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="28" resetDt="Day" resetDtUnit="28"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2027-03-10</terminationDt>
            <upfrontPmnt>2212.410000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>52320000</notionalAmt>
            <curCd>MXN</curCd>
            <unrealizedAppr>-99274.71</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS MXN R 6.94 20210915-20310903</name>
        <lei>N/A</lei>
        <title>IRS MXN R 6.94 20210915-20310903</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0OK6E2"/>
        </identifiers>
        <balance>17445000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>-95977.26</valUSD>
        <pctVal>-0.0600708515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="4314.54" curCd="USD" fixedOrFloating="Fixed" fixedRt="6.940000000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MXN-TIIE-Banxico 28D" floatingRtSpread="0.000000000000" pmntAmt="6418.900000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="28" resetDt="Day" resetDtUnit="28"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-09-03</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>277.300000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>17445000</notionalAmt>
            <curCd>MXN</curCd>
            <unrealizedAppr>-95699.96</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS KRW R 4.32 20230315-20280315</name>
        <lei>N/A</lei>
        <title>IRS KRW R 4.32 20230315-20280315</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0TONU4"/>
        </identifiers>
        <balance>3846680000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.5"/>
        <valUSD>106028.43</valUSD>
        <pctVal>0.0663617411</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing House</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.319500000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KRW-CD-KSDA-Bloomberg 3M" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2028-03-15</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3846680000</notionalAmt>
            <curCd>KRW</curCd>
            <unrealizedAppr>106028.43</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS HUF R 5.13 20220316-20270316</name>
        <lei>N/A</lei>
        <title>IRS HUF R 5.13 20220316-20270316</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0QQTP7"/>
        </identifiers>
        <balance>783430000</balance>
        <units>PA</units>
        <currencyConditional curCd="HUF" exchangeRt="372.9975"/>
        <valUSD>-416530.68</valUSD>
        <pctVal>-0.2607008435</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing House</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="85903.68" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.130000000000"/>
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              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2027-03-16</terminationDt>
            <upfrontPmnt>1202.050000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>783430000</notionalAmt>
            <curCd>HUF</curCd>
            <unrealizedAppr>-417732.73</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS HUF R 5.00 20220316-20270316</name>
        <lei>N/A</lei>
        <title>IRS HUF R 5.00 20220316-20270316</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0QW8W2"/>
        </identifiers>
        <balance>1433300000</balance>
        <units>PA</units>
        <currencyConditional curCd="HUF" exchangeRt="372.9975"/>
        <valUSD>-777553.17</valUSD>
        <pctVal>-0.4866598717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing House</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="153179.73" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.000000000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HUF-BUBOR-Reuters 6M" floatingRtSpread="0.000000000000" pmntAmt="155348.400000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2027-03-16</terminationDt>
            <upfrontPmnt>7685.700000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1433300000</notionalAmt>
            <curCd>HUF</curCd>
            <unrealizedAppr>-785238.87</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS HUF R 11.15 20221221-20271221</name>
        <lei>N/A</lei>
        <title>IRS HUF R 11.15 20221221-20271221</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0TENI3"/>
        </identifiers>
        <balance>141675000</balance>
        <units>PA</units>
        <currencyConditional curCd="HUF" exchangeRt="372.9975"/>
        <valUSD>242.6</valUSD>
        <pctVal>0.0001518400</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>London Clearing House</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="1276.33" curCd="USD" fixedOrFloating="Fixed" fixedRt="11.150000000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HUF-BUBOR-Reuters 6M" floatingRtSpread="0.000000000000" pmntAmt="1824.440000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2027-12-21</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>141675000</notionalAmt>
            <curCd>HUF</curCd>
            <unrealizedAppr>242.6</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS United Mexican States P 100 20271220</name>
        <lei>N/A</lei>
        <title>CDS United Mexican States P 100 20271220</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0TWK39"/>
        </identifiers>
        <balance>895000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11630.97</valUSD>
        <pctVal>0.0072796647</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>United Mexican States</issuerName>
                <issueTitle>United Mexican States</issueTitle>
                <identifiers>
                  <isin value="US91087BAC46"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Buying protection on reference asset</otherRecDesc>
            <fixedPmntDesc amount="298.33" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>10221.220000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>895000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1409.75</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS Republic of South Africa P 100 20271220</name>
        <lei>N/A</lei>
        <title>CDS Republic of South Africa P 100 20271220</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0T8FP9"/>
        </identifiers>
        <balance>650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40761.5</valUSD>
        <pctVal>0.0255120642</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Republic of South Africa</issuerName>
                <issueTitle>Republic of South Africa</issueTitle>
                <identifiers>
                  <isin value="US836205AR58"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Buying protection on reference asset</otherRecDesc>
            <fixedPmntDesc amount="180.56" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>41519.870000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>650000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-758.37</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS Republic of Indonesia P 100 20271220</name>
        <lei>N/A</lei>
        <title>CDS Republic of Indonesia P 100 20271220</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0TTW74"/>
        </identifiers>
        <balance>880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>636.06</valUSD>
        <pctVal>0.0003981012</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Republic of Indonesia</issuerName>
                <issueTitle>Republic of Indonesia</issueTitle>
                <identifiers>
                  <isin value="USY20721BG36"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Buying protection on reference asset</otherRecDesc>
            <fixedPmntDesc amount="293.33" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>1357.770000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>880000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1993.83</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS Japan P 100 20241220</name>
        <lei>N/A</lei>
        <title>CDS Japan P 100 20241220</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0IY9R7"/>
        </identifiers>
        <balance>9570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-163258.46</valUSD>
        <pctVal>-0.1021812324</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Japan</issuerName>
                <issueTitle>Japan</issueTitle>
                <identifiers>
                  <isin value="JP1200551248"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Buying protection on reference asset</otherRecDesc>
            <fixedPmntDesc amount="3190" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>137715.560000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>9570000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-25542.9</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS Federative Republic of Brazil P 100 20271220</name>
        <lei>N/A</lei>
        <title>CDS Federative Republic of Brazil P 100 20271220</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0UI1Z8"/>
        </identifiers>
        <balance>620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39790.73</valUSD>
        <pctVal>0.0249044725</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Bank of America Corporation</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Federative Republic of Brazil</issuerName>
                <issueTitle>Federative Republic of Brazil</issueTitle>
                <identifiers>
                  <isin value="US105756BV13"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Buying protection on reference asset</otherRecDesc>
            <fixedPmntDesc amount="206.67" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>39828.310000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>620000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-37.58</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS Federative Republic of Brazil P 100 20271220</name>
        <lei>N/A</lei>
        <title>CDS Federative Republic of Brazil P 100 20271220</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0UHXZ5"/>
        </identifiers>
        <balance>2345000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150498.82</valUSD>
        <pctVal>0.0941951486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Bank of America Corporation</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Federative Republic of Brazil</issuerName>
                <issueTitle>Federative Republic of Brazil</issueTitle>
                <identifiers>
                  <isin value="US105756BV13"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Buying protection on reference asset</otherRecDesc>
            <fixedPmntDesc amount="781.67" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>150169.420000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2345000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>329.4</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS Federative Republic of Brazil P 100 20271220</name>
        <lei>N/A</lei>
        <title>CDS Federative Republic of Brazil P 100 20271220</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0UE0K1"/>
        </identifiers>
        <balance>945000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60648.78</valUSD>
        <pctVal>0.0379592401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Federative Republic of Brazil</issuerName>
                <issueTitle>Federative Republic of Brazil</issueTitle>
                <identifiers>
                  <isin value="US105756BV13"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Buying protection on reference asset</otherRecDesc>
            <fixedPmntDesc amount="315" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>61275.820000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>945000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-627.04</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS Federative Republic of Brazil P 100 20261220</name>
        <lei>N/A</lei>
        <title>CDS Federative Republic of Brazil P 100 20261220</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0QUYK3"/>
        </identifiers>
        <balance>585000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21959.38</valUSD>
        <pctVal>0.0137440750</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL NY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Federative Republic of Brazil</issuerName>
                <issueTitle>Federative Republic of Brazil</issueTitle>
                <identifiers>
                  <isin value="US105756BV13"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Buying protection on reference asset</otherRecDesc>
            <fixedPmntDesc amount="178.75" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2026-12-20</terminationDt>
            <upfrontPmnt>28357.860000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>585000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6398.48</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS CDX.NA.HY.39 P 500 20271220</name>
        <lei>N/A</lei>
        <title>CDS CDX.NA.HY.39 P 500 20271220</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="B9D0TO211"/>
        </identifiers>
        <balance>32450</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-211.02</valUSD>
        <pctVal>-0.0001320745</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CDX.NA.HY.39</indexName>
                <indexIdentifier>2I65BRZH6</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Buying protection on reference asset</otherRecDesc>
            <fixedPmntDesc amount="54.08" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.000000000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>550.130000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>32450</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>339.11</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS CDX.NA.HY.38 P 500 20270620</name>
        <lei>N/A</lei>
        <title>CDS CDX.NA.HY.38 P 500 20270620</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0RP5D1"/>
        </identifiers>
        <balance>831600</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-17470.92</valUSD>
        <pctVal>-0.0109348094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CDX.NA.HY.38</indexName>
                <indexIdentifier>2I65BRZG8</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Buying protection on reference asset</otherRecDesc>
            <fixedPmntDesc amount="1386" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.000000000000"/>
            <terminationDt>2027-06-20</terminationDt>
            <upfrontPmnt>4717.210000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>831600</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-22188.13</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS CDX.EM.38 P 100 20271220</name>
        <lei>N/A</lei>
        <title>CDS CDX.EM.38 P 100 20271220</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0TKV25"/>
        </identifiers>
        <balance>7590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>443990.71</valUSD>
        <pctVal>0.2778876999</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CDX.EM.38</indexName>
                <indexIdentifier>2I65BZFC1</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Buying protection on reference asset</otherRecDesc>
            <fixedPmntDesc amount="2529.99" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>440899.420000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>7590000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3091.29</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS CDX.NA.HY.39 R 500 20271220</name>
        <lei>N/A</lei>
        <title>CDS CDX.NA.HY.39 R 500 20271220</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="99D0TO211"/>
        </identifiers>
        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>715.32</valUSD>
        <pctVal>0.0004477090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CDX.NA.HY.39</indexName>
                <indexIdentifier>2I65BRZH6</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="183.34" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.000000000000"/>
            <otherPmntDesc fixedOrFloating="Other">Selling protection on reference asset</otherPmntDesc>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>2694.860000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>110000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3410.18</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Returns are reported without deduction of sales loads and redemption fees, if applicable." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2023-01-30</ncom:dateSigned>
      <ncom:nameOfApplicant>John Hancock Variable Insurance Trust</ncom:nameOfApplicant>
      <ncom:signature>/s/Salvatore Schiavone</ncom:signature>
      <ncom:signerName>Salvatore Schiavone</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
