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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Delta Air Lines Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DELTA AIR LINES INC SR UNSECURED 10/24 2.9</title>
        <cusip>247361ZU5</cusip>
        <identifiers>
          <isin value="US247361ZU54"/>
          <ticker value="DAL"/>
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        <balance>540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>511584.26</valUSD>
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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>
          <annualizedRt>2.900000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5</name>
        <lei>N/A</lei>
        <title>DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5</title>
        <cusip>247361ZW1</cusip>
        <identifiers>
          <isin value="US247361ZW11"/>
          <ticker value="DAL"/>
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        <balance>418015.47</balance>
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        <curCd>USD</curCd>
        <valUSD>354968.55</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Delta Air Lines Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DELTA AIR LINES INC SR UNSECURED 01/26 7.375</title>
        <cusip>247361ZZ4</cusip>
        <identifiers>
          <isin value="US247361ZZ42"/>
          <ticker value="DAL"/>
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        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>168587.1</valUSD>
        <pctVal>0.0448677903</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>7.375000000000</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>Domino's Pizza Master Issuer LLC</name>
        <lei>N/A</lei>
        <title>DOMINO'S PIZZA MASTER ISSUER L DPABS 2015 1A A2II 144A</title>
        <cusip>25755TAE0</cusip>
        <identifiers>
          <isin value="US25755TAE01"/>
          <ticker value="DPABS"/>
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        <balance>850700</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>810670.31</valUSD>
        <pctVal>0.2157518903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.474000000000</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>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"/>
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        <balance>325000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300028.7</valUSD>
        <pctVal>0.0798496730</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>
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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>EQT Corporation</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT CORP SR UNSECURED 144A 05/26 3.125</title>
        <cusip>26884LAM1</cusip>
        <identifiers>
          <isin value="US26884LAM19"/>
          <ticker value="EQT"/>
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        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174616.67</valUSD>
        <pctVal>0.0464725008</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>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>
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      <invstOrSec>
        <name>EQT Corporation</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT CORP SR UNSECURED 144A 05/31 3.625</title>
        <cusip>26884LAN9</cusip>
        <identifiers>
          <isin value="US26884LAN91"/>
          <ticker value="EQT"/>
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        <balance>2235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1894019.82</valUSD>
        <pctVal>0.5040746545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</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>
        <name>Ecolab Inc.</name>
        <lei>82DYEISM090VG8LTLS26</lei>
        <title>ECOLAB INC SR UNSECURED 01/24 1</title>
        <cusip>278865AX8</cusip>
        <identifiers>
          <isin value="XS1529859321"/>
          <ticker value="ECL"/>
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        <balance>330000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>346616.66</valUSD>
        <pctVal>0.0922485981</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>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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ecopetrol S.A.</name>
        <lei>N/A</lei>
        <title>ECOPETROL SA SR UNSECURED 05/45 5.875</title>
        <cusip>279158AJ8</cusip>
        <identifiers>
          <isin value="US279158AJ82"/>
          <ticker value="ECOPET"/>
        </identifiers>
        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163573.74</valUSD>
        <pctVal>0.0435335341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-28</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>Ecopetrol S.A.</name>
        <lei>N/A</lei>
        <title>ECOPETROL SA SR UNSECURED 06/26 5.375</title>
        <cusip>279158AL3</cusip>
        <identifiers>
          <isin value="US279158AL39"/>
          <ticker value="ECOPET"/>
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        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216924.5</valUSD>
        <pctVal>0.0577323116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</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>
        <name>BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 9.5</name>
        <lei>N/A</lei>
        <title>BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 9.5</title>
        <cusip>ZP0440690</cusip>
        <identifiers>
          <isin value="XS2094574584"/>
          <ticker value="GGICS"/>
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        <balance>5840000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>157339.7</valUSD>
        <pctVal>0.0418744060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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="22KMKBBZWLC"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>-17127.65</valUSD>
        <pctVal>-0.0045583548</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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      <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="22KOKBB1FNG"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>-5662.81</valUSD>
        <pctVal>-0.0015071009</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyLei>N/A</counterpartyLei>
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      <invstOrSec>
        <name>BOUGHT CAD/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD USD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="TRADE ID" value="22KOKBB2DL1"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>BOUGHT CAD/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD USD</title>
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          <other otherDesc="TRADE ID" value="22KOKBB3NCD"/>
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        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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      <invstOrSec>
        <name>BOUGHT CAD/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD USD</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
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            <unrealizedAppr>-7897.690000000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CAD/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD USD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="TRADE ID" value="22KOKBB51ZK"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>-3857.59</valUSD>
        <pctVal>-0.0010266594</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
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            <amtCurSold>731107.890000000000</amtCurSold>
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            <amtCurPur>984625.400000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-18</settlementDt>
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        <securityLending>
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      <invstOrSec>
        <name>Ball Corporation</name>
        <lei>0BGI85ALH27ZJP15DY16</lei>
        <title>BALL CORP COMPANY GUAR 08/30 2.875</title>
        <cusip>058498AW6</cusip>
        <identifiers>
          <isin value="US058498AW66"/>
          <ticker value="BLL"/>
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        <balance>1220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>973706.4</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A</name>
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        <cusip>12655VAA2</cusip>
        <identifiers>
          <isin value="US12655VAA26"/>
          <ticker value="CSMC"/>
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        <balance>90988.25</balance>
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        <curCd>USD</curCd>
        <valUSD>86069.48</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.656000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CT TRUST SR SECURED 144A 02/32 5.125</name>
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        <title>CT TRUST SR SECURED 144A 02/32 5.125</title>
        <cusip>12659BAA2</cusip>
        <identifiers>
          <isin value="US12659BAA26"/>
          <ticker value="COMCEL"/>
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        <balance>360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>316113.26</valUSD>
        <pctVal>0.0841304197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Carnival Corporation</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>CARNIVAL CORP SR UNSECURED 144A 03/27 5.75</title>
        <cusip>143658BN1</cusip>
        <identifiers>
          <isin value="US143658BN13"/>
          <ticker value="CCL"/>
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        <balance>1165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>831856.6</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <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"/>
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        <balance>1310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Carnival Corp.</name>
              <title>Carnival Corp.</title>
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                <isin value="PA1436583006"/>
                <ticker value="CCL"/>
                <other otherDesc="BLOOMBERG" value="EQ0010027300002000"/>
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          <currencyInfos>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </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="22ITKBB1V5X"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>120365.740000000000</amtCurSold>
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            <amtCurPur>111798.000000000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT GBP/SOLD EUR</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP/SOLD EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JGKBB8627"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN SACHS BANK USA</counterpartyName>
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            <amtCurSold>1481511.140000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1314367.050000000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT GBP/SOLD EUR</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP/SOLD EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JGKBBJP8T"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="N/A"/>
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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>HSBC BANK USA</counterpartyName>
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      </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="22JKKBBK2QW"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </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="22JKKBBK2QX"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BOUGHT JPY/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT JPY/SOLD USD</title>
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          <other otherDesc="TRADE ID" value="22JNKBB6FBZ"/>
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        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>Fidelity National Information Services Inc.</name>
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          <ticker value="FIS"/>
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      <invstOrSec>
        <name>Fidelity National Information Services Inc.</name>
        <lei>6WQI0GK1PRFVBA061U48</lei>
        <title>FIDELITY NATIONAL INFORMATION SR UNSECURED 12/28 1</title>
        <cusip>31620MBM7</cusip>
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          <isin value="XS2085655590"/>
          <ticker value="FIS"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A</name>
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        <title>FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A</title>
        <cusip>33767JAA0</cusip>
        <identifiers>
          <isin value="US33767JAA07"/>
          <ticker value="FKH"/>
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        <balance>529051.7</balance>
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        <curCd>USD</curCd>
        <valUSD>468775.99</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FIRSTENERGY CORP SR UNSECURED 11/31 7.375</title>
        <cusip>337932AC1</cusip>
        <identifiers>
          <isin value="US337932AC13"/>
          <ticker value="FE"/>
        </identifiers>
        <balance>1355000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1526068.75</valUSD>
        <pctVal>0.4061481141</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>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>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FIRSTENERGY CORP SR UNSECURED 07/27 3.9</title>
        <cusip>337932AH0</cusip>
        <identifiers>
          <isin value="US337932AH00"/>
          <ticker value="FE"/>
        </identifiers>
        <balance>890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>827921.1</valUSD>
        <pctVal>0.2203430176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</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>State Board of Administration Finance Corporation</name>
        <lei>549300S34SOJ0RULXM35</lei>
        <title>STATE BOARD OF ADMINISTRATION FLSGEN 07/30 FIXED 2.154</title>
        <cusip>341271AF1</cusip>
        <identifiers>
          <isin value="US341271AF11"/>
          <ticker value="FLSGEN"/>
        </identifiers>
        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135104.05</valUSD>
        <pctVal>0.0359566075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.154000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>FORD MOTOR CO SR UNSECURED 02/32 3.25</title>
        <cusip>345370DA5</cusip>
        <identifiers>
          <isin value="US345370DA55"/>
          <ticker value="F"/>
        </identifiers>
        <balance>580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>434966.19</valUSD>
        <pctVal>0.1157619522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-12</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>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125</title>
        <cusip>345397A86</cusip>
        <identifiers>
          <isin value="US345397A860"/>
          <ticker value="F"/>
        </identifiers>
        <balance>205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183475</valUSD>
        <pctVal>0.0488300578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-17</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>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4</title>
        <cusip>345397B36</cusip>
        <identifiers>
          <isin value="US345397B363"/>
          <ticker value="F"/>
        </identifiers>
        <balance>255000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>209314.2</valUSD>
        <pctVal>0.0557069055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-13</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>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9</title>
        <cusip>345397B51</cusip>
        <identifiers>
          <isin value="US345397B512"/>
          <ticker value="F"/>
        </identifiers>
        <balance>360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>297330.87</valUSD>
        <pctVal>0.0791316722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</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>1011778 B.C. Unlimited Liability Company / New Red Finance Inc.</name>
        <lei>N/A</lei>
        <title>1011778 BC ULC / NEW RED FINAN SR SECURED 144A 01/28 3.875</title>
        <cusip>68245XAH2</cusip>
        <identifiers>
          <isin value="US68245XAH26"/>
          <ticker value="BCULC"/>
        </identifiers>
        <balance>970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>867709.12</valUSD>
        <pctVal>0.2309322058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</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>1011778 B.C. Unlimited Liability Company / New Red Finance Inc.</name>
        <lei>N/A</lei>
        <title>1011778 BC ULC / NEW RED FINAN SECURED 144A 10/30 4</title>
        <cusip>68245XAM1</cusip>
        <identifiers>
          <isin value="US68245XAM11"/>
          <ticker value="BCULC"/>
        </identifiers>
        <balance>2124000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1720036.44</valUSD>
        <pctVal>0.4577706976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</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>1011778 B.C. Unlimited Liability Company / New Red Finance Inc.</name>
        <lei>N/A</lei>
        <title>1011778 BC ULC / NEW RED FINAN SR SECURED 144A 02/29 3.5</title>
        <cusip>68245XAP4</cusip>
        <identifiers>
          <isin value="US68245XAP42"/>
          <ticker value="BCULC"/>
        </identifiers>
        <balance>1618000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1387943.02</valUSD>
        <pctVal>0.3693873163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</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>Province of Ontario</name>
        <lei>C7PVKCRGLG18EBQGZV36</lei>
        <title>PROVINCE OF ONTARIO CANADA UNSECURED 06/45 3.45</title>
        <cusip>68323ACC6</cusip>
        <identifiers>
          <isin value="CA68323ACC68"/>
          <ticker value="ONT"/>
        </identifiers>
        <balance>1060000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.354"/>
        <valUSD>682917.13</valUSD>
        <pctVal>0.1817516442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-02</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>Province of Ontario</name>
        <lei>C7PVKCRGLG18EBQGZV36</lei>
        <title>PROVINCE OF ONTARIO CANADA UNSECURED 06/28 2.9</title>
        <cusip>68333ZAC1</cusip>
        <identifiers>
          <isin value="CA68333ZAC10"/>
          <ticker value="ONT"/>
        </identifiers>
        <balance>1815000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.354"/>
        <valUSD>1278247.93</valUSD>
        <pctVal>0.3401930523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</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>Province of Ontario</name>
        <lei>C7PVKCRGLG18EBQGZV36</lei>
        <title>PROVINCE OF ONTARIO CANADA UNSECURED 12/30 1.35</title>
        <cusip>68333ZAN7</cusip>
        <identifiers>
          <isin value="CA68333ZAN74"/>
          <ticker value="ONT"/>
        </identifiers>
        <balance>5160000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.354"/>
        <valUSD>3132889.81</valUSD>
        <pctVal>0.8337876573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.350000000000</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>PT Pertamina (Persero)</name>
        <lei>N/A</lei>
        <title>PERTAMINA PERSERO PT SR UNSECURED 144A 07/29 3.65</title>
        <cusip>69370PAD3</cusip>
        <identifiers>
          <isin value="US69370PAD33"/>
          <ticker value="PERTIJ"/>
        </identifiers>
        <balance>295000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>269958.98</valUSD>
        <pctVal>0.0718469142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-30</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>PT Pertamina (Persero)</name>
        <lei>N/A</lei>
        <title>PERTAMINA PERSERO PT SR UNSECURED 144A 01/30 3.1</title>
        <cusip>69370PAF8</cusip>
        <identifiers>
          <isin value="US69370PAF80"/>
          <ticker value="PERTIJ"/>
        </identifiers>
        <balance>255000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221239.85</valUSD>
        <pctVal>0.0588807993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-21</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>Popular Inc.</name>
        <lei>N/A</lei>
        <title>POPULAR INC SR UNSECURED 09/23 6.125</title>
        <cusip>733174AK2</cusip>
        <identifiers>
          <isin value="US733174AK28"/>
          <ticker value="BPOP"/>
        </identifiers>
        <balance>1625000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1610781.25</valUSD>
        <pctVal>0.4286935086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-14</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>QatarEnergy Trading LLC</name>
        <lei>N/A</lei>
        <title>QATAR PETROLEUM SR UNSECURED 144A 07/51 3.3</title>
        <cusip>74730DAD5</cusip>
        <identifiers>
          <isin value="US74730DAD57"/>
          <ticker value="QPETRO"/>
        </identifiers>
        <balance>295000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217562.5</valUSD>
        <pctVal>0.0579021090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <pctVal>-0.0014426072</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>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1597268.980000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1174332.100000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-5420.480000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT AUD/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT AUD/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JRKBB3LS6"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="N/A"/>
        <valUSD>17167.09</valUSD>
        <pctVal>0.0045688513</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>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>388167.890000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>595000.000000000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>17167.090000000000</unrealizedAppr>
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        </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="22JRKBBSJ80"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>-1516.07</valUSD>
        <pctVal>-0.0004034870</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>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>595000.000000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>803518.880000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-1516.070000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT GBP/SOLD EUR</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP/SOLD EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JGKBB833G"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="N/A"/>
        <valUSD>-1366.21999999997</valUSD>
        <pctVal>-0.0003636059</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>1481471.610000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1311383.850000000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-1366.219999999970</unrealizedAppr>
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        </derivativeInfo>
        <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="22JIKBBS2GC"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
        <valUSD>140529</valUSD>
        <pctVal>0.0374004044</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>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1975100.040000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2832798.890000000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>140529.000000000000</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="22JTKBB6ZDR"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="N/A"/>
        <valUSD>1667.9</valUSD>
        <pctVal>0.0004438951</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 CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>59397.990000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1192936.000000000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>1667.900000000000</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="22JUKBB05CV"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>4915.53</valUSD>
        <pctVal>0.0013082197</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>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>543350.890000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>742298.820000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>4915.530000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOLD NOK/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD NOK/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JUKBBXB7G"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17034.83</valUSD>
        <pctVal>-0.0045336516</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>UBS AG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>3079675.380000000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>297500.000000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-17034.830000000000</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="22JUKBBXB7S"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>4967.7</valUSD>
        <pctVal>0.0013221043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>543350.890000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>742369.450000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>4967.700000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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="22JIKBBTB5M"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
        <valUSD>144750.8</valUSD>
        <pctVal>0.0385239947</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 CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1975100.040000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2838451.820000000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>144750.800000000000</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="22JOKBB17D5"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10431.83</valUSD>
        <pctVal>-0.0027763284</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>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1232995.150000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>900265.880000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-10431.830000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT AUD/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT AUD/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KFKBB0S0J"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="N/A"/>
        <valUSD>16596.86</valUSD>
        <pctVal>0.0044170902</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>AUSTRALIA AND NEW ZEALAND BANKING GROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>385331.950000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>590000.000000000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>16596.860000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT AUD/SOLD NZD</name>
        <lei>N/A</lei>
        <title>BOUGHT AUD/SOLD NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LTKBBS63F"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="N/A"/>
        <valUSD>16229.41</valUSD>
        <pctVal>0.0043192971</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>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>3303714.890000000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>3103391.000000000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>16229.410000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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="22JOKBBWS63"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
        <valUSD>133888.5</valUSD>
        <pctVal>0.0356331009</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 CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1978240.230000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2828112.020000000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>133888.500000000000</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="22KAKBBTFP5"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="N/A"/>
        <valUSD>12896.52</valUSD>
        <pctVal>0.0034322813</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>JPMORGAN CHASE BANK N.A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>297500.000000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3039156.410000000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>12896.520000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CAD/SOLD USD</name>
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        <title>BOUGHT CAD/SOLD USD</title>
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        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS AG</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT SGD/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT SGD/SOLD USD</title>
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          <other otherDesc="TRADE ID" value="22KCKBBJ00T"/>
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        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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      </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="22KCKBBJ06C"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1092080.770000000000</amtCurSold>
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      </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="22KCKBBJ08G"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1986894.450000000000</amtCurSold>
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        <securityLending>
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      </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="22KCKBBSTSZ"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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        <invCountry>CA</invCountry>
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        <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>546040.380000000000</amtCurSold>
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        <securityLending>
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      </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="22KCKBBSZ8N"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1986894.450000000000</amtCurSold>
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        <securityLending>
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      </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="22KCKBBSZ8Z"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1092080.770000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1501394.170000000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </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="22KCKBBSZ9Z"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1092080.770000000000</amtCurSold>
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            <amtCurPur>1500789.050000000000</amtCurPur>
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        <securityLending>
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      </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="22KCKBBXWFZ"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
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            <amtCurSold>300000.000000000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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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="22KMKBBTFPT"/>
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        <balance>1</balance>
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        <currencyConditional curCd="NZD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1476278.670000000000</amtCurSold>
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        <securityLending>
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      </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="22KRKBBJ39J"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK USA</counterpartyName>
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        <securityLending>
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      </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="22KSKBB2DB3"/>
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        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT MXN/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT MXN/SOLD USD</title>
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        <identifiers>
          <other otherDesc="TRADE ID" value="22LHKBCCHKG"/>
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        <currencyConditional curCd="MXN" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
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        <securityLending>
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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="22LPKBB7977"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
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        <securityLending>
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      </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="22ILKBB0DFM"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
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        <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>
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            <amtCurSold>6630394.380000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6575000.000000000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-01-18</settlementDt>
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          </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="22JCKBBXRT9"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
        <valUSD>218913.74</valUSD>
        <pctVal>0.0582617281</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>UBS AG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2920483.360000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2930000.000000000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>218913.740000000000</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 EUR/SOLD GBP</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JGKBB0R95"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
        <valUSD>8497.12</valUSD>
        <pctVal>0.0022614245</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>JPMORGAN CHASE BANK N.A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1305487.600000000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1481471.610000000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>8497.120000000000</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 GBP/SOLD EUR</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP/SOLD EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JGKBBSLLN"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="N/A"/>
        <valUSD>-1700.03</valUSD>
        <pctVal>-0.0004524462</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>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1482123.560000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1311685.430000000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-1700.030000000000</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 EUR/SOLD GBP</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JGKBCLRNV"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
        <valUSD>-10534.15</valUSD>
        <pctVal>-0.0028035599</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>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1321223.790000000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1481471.610000000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-10534.150000000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ecopetrol S.A.</name>
        <lei>N/A</lei>
        <title>ECOPETROL SA SR UNSECURED 11/31 4.625</title>
        <cusip>279158AP4</cusip>
        <identifiers>
          <isin value="US279158AP43"/>
          <ticker value="ECOPET"/>
        </identifiers>
        <balance>435000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>332270.33</valUSD>
        <pctVal>0.0884304642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</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>ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/30 3.125</name>
        <lei>N/A</lei>
        <title>ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/30 3.125</title>
        <cusip>29135LAH3</cusip>
        <identifiers>
          <isin value="US29135LAH33"/>
          <ticker value="ADGB"/>
        </identifiers>
        <balance>730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>676893.96</valUSD>
        <pctVal>0.1801486370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-16</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>ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875</name>
        <lei>N/A</lei>
        <title>ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875</title>
        <cusip>29135LAJ9</cusip>
        <identifiers>
          <isin value="US29135LAJ98"/>
          <ticker value="ADGB"/>
        </identifiers>
        <balance>475000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401987.75</valUSD>
        <pctVal>0.1069850664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-16</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>ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 03/31 1.7</name>
        <lei>N/A</lei>
        <title>ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 03/31 1.7</title>
        <cusip>29135LAM2</cusip>
        <identifiers>
          <isin value="US29135LAM28"/>
          <ticker value="ADGB"/>
        </identifiers>
        <balance>465000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>383353.44</valUSD>
        <pctVal>0.1020257290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.700000000000</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>Ovintiv Inc.</name>
        <lei>N/A</lei>
        <title>ENCANA CORP COMPANY GUAR 08/34 6.5</title>
        <cusip>292505AD6</cusip>
        <identifiers>
          <isin value="US292505AD65"/>
          <ticker value="ECACN"/>
        </identifiers>
        <balance>835000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>840216.53</valUSD>
        <pctVal>0.2236153247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</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>Ovintiv Inc.</name>
        <lei>N/A</lei>
        <title>OVINTIV INC COMPANY GUAR 02/38 6.5</title>
        <cusip>292505AG9</cusip>
        <identifiers>
          <isin value="US292505AG96"/>
          <ticker value="OVV"/>
        </identifiers>
        <balance>540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>535001.93</valUSD>
        <pctVal>0.1423854757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-01</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>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC COMPANY GUAR 11/29 3.125</title>
        <cusip>29250NAZ8</cusip>
        <identifiers>
          <isin value="US29250NAZ87"/>
          <ticker value="ENBCN"/>
        </identifiers>
        <balance>990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>863137.56</valUSD>
        <pctVal>0.2297155303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</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>Export-Import Bank of India</name>
        <lei>N/A</lei>
        <title>EXPORT-IMPORT BANK OF INDIA SR UNSECURED 144A 02/28 3.875</title>
        <cusip>30216JAC9</cusip>
        <identifiers>
          <isin value="US30216JAC99"/>
          <ticker value="EXIMBK"/>
        </identifiers>
        <balance>630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>583758</valUSD>
        <pctVal>0.1553614218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</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>FMG Resources (August 2006) Pty Limited</name>
        <lei>549300EFD6S2NFE9D745</lei>
        <title>FMG RESOURCES AUGUST 2006 PTY COMPANY GUAR 144A 04/31 4.375</title>
        <cusip>30251GBC0</cusip>
        <identifiers>
          <isin value="US30251GBC06"/>
          <ticker value="FMGAU"/>
        </identifiers>
        <balance>440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>365940.74</valUSD>
        <pctVal>0.0973915110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 11/52 FIXED VAR</title>
        <cusip>3140XJVZ3</cusip>
        <identifiers>
          <isin value="US3140XJVZ33"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>795882.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>792930</valUSD>
        <pctVal>0.2110304821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-01</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>BOUGHT EUR/SOLD GBP</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JAKBBSZ66"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
        <valUSD>11790.05</valUSD>
        <pctVal>0.0031378053</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>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1303342.410000000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1482123.570000000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>11790.050000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QNB Finance Ltd.</name>
        <lei>N/A</lei>
        <title>QNB FINANCE LTD COMPANY GUAR REGS 03/24 3.5</title>
        <cusip>AX8006402</cusip>
        <identifiers>
          <isin value="XS1970690829"/>
          <ticker value="QNBK"/>
        </identifiers>
        <balance>330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>322650.57</valUSD>
        <pctVal>0.0858702601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-28</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>INDIA GOVERNMENT BOND BONDS 04/26 7.27</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND BONDS 04/26 7.27</title>
        <cusip>AX9926871</cusip>
        <identifiers>
          <isin value="IN0020190016"/>
          <ticker value="IGB"/>
        </identifiers>
        <balance>15300000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="82.73"/>
        <valUSD>185023.37</valUSD>
        <pctVal>0.0492421411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.270000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Engie SA</name>
        <lei>LAXUQCHT4FH58LRZDY46</lei>
        <title>ENGIE SA SR UNSECURED REGS 06/27 0.375</title>
        <cusip>AZ1702994</cusip>
        <identifiers>
          <isin value="FR0013428489"/>
          <ticker value="ENGIFP"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>278222.1</valUSD>
        <pctVal>0.0740460620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</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>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>5250000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>347364.56</valUSD>
        <pctVal>0.0924476443</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>Malaysia Government Bond</name>
        <lei>N/A</lei>
        <title>MALAYSIA GOVERNMENT BOND SR UNSECURED 07/34 3.828</title>
        <cusip>AZ4602308</cusip>
        <identifiers>
          <isin value="MYBMS1900047"/>
          <ticker value="MGS"/>
        </identifiers>
        <balance>1965000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.405"/>
        <valUSD>431856.51</valUSD>
        <pctVal>0.1149343416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.828000000000</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>SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/27 0</name>
        <lei>N/A</lei>
        <title>SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/27 0</title>
        <cusip>BH2918028</cusip>
        <identifiers>
          <isin value="ES0000012G26"/>
          <ticker value="SPGB"/>
        </identifiers>
        <balance>865000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>834833.86</valUSD>
        <pctVal>0.2221827803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.800000000000</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>Province of Quebec Canada</name>
        <lei>549300WN65YFEQH74Y36</lei>
        <title>PROVINCE OF QUEBEC CANADA SR UNSECURED REGS 04/25 0.2</title>
        <cusip>BH4726221</cusip>
        <identifiers>
          <isin value="XS2152799529"/>
          <ticker value="Q"/>
        </identifiers>
        <balance>285000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>284512.79</valUSD>
        <pctVal>0.0757202669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.200000000000</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>PORTUGAL OBRIGACOES DO TESOURO UNSECURED 144A REGS 10/27 0.7</name>
        <lei>N/A</lei>
        <title>PORTUGAL OBRIGACOES DO TESOURO UNSECURED 144A REGS 10/27 0.7</title>
        <cusip>BH4959673</cusip>
        <identifiers>
          <isin value="PTOTEMOE0035"/>
          <ticker value="PGB"/>
        </identifiers>
        <balance>435000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>419790.25</valUSD>
        <pctVal>0.1117230258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.700000000000</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>CHINA GOVERNMENT BOND BONDS 04/25 1.99</name>
        <lei>N/A</lei>
        <title>CHINA GOVERNMENT BOND BONDS 04/25 1.99</title>
        <cusip>BH5574455</cusip>
        <identifiers>
          <isin value="CND100031JZ0"/>
          <ticker value="CGB"/>
        </identifiers>
        <balance>12420000</balance>
        <units>PA</units>
        <currencyConditional curCd="CNY" exchangeRt="6.9517"/>
        <valUSD>1767854.41</valUSD>
        <pctVal>0.4704969777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.990000000000</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 CAD/SOLD NOK</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KUKBB1QKF"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>-2546.98</valUSD>
        <pctVal>-0.0006778536</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>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2194491.300000000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>300000.000000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-2546.980000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CAD/SOLD NZD</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LAKBBJD5C"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>-23363.54</valUSD>
        <pctVal>-0.0062179752</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>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2984858.430000000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>2534595.520000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-23363.540000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT NOK/SOLD CAD</name>
        <lei>N/A</lei>
        <title>BOUGHT NOK/SOLD CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LAKBCP0JV"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="N/A"/>
        <valUSD>-117.79</valUSD>
        <pctVal>-0.0000313486</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>JPMORGAN CHASE BANK N.A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>300000.000000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>2168400.000000000000</amtCurPur>
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            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-117.790000000000</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 CAD/SOLD NZD</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LBKBBJ1HS"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>-1493.5</valUSD>
        <pctVal>-0.0003974803</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>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1492429.210000000000</amtCurSold>
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            <amtCurPur>1281091.680000000000</amtCurPur>
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            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-1493.500000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT NZD/SOLD AUD</name>
        <lei>N/A</lei>
        <title>BOUGHT NZD/SOLD AUD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LBKBBXRB4"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="N/A"/>
        <valUSD>-1419.77</valUSD>
        <pctVal>-0.0003778578</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>AUSTRALIA AND NEW ZEALAND BANKING GROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>297500.000000000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>316917.830000000000</amtCurPur>
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            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-1419.770000000000</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 JPY/SOLD CAD</name>
        <lei>N/A</lei>
        <title>BOUGHT JPY/SOLD CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LHKBCCHFR"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
        <valUSD>8480.46</valUSD>
        <pctVal>0.0022569906</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>297500.000000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>29899404.000000000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>8480.460000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CAD/SOLD JPY</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LIKBB1FT0"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>-6081.62</valUSD>
        <pctVal>-0.0016185631</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>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>29585122.000000000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>297500.000000000000</amtCurPur>
            <curPur>CAD</curPur>
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      <invstOrSec>
        <name>BOUGHT CAD/SOLD NZD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOUGHT AUD/SOLD NZD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOUGHT JPY/SOLD CAD</name>
        <lei>N/A</lei>
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          <other otherDesc="TRADE ID" value="22LKKBB1R45"/>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>FS Luxembourg S.a r.l.</name>
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        <name>FREDDIE MAC POOL FR 10/52 FIXED 5</name>
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        <name>FREDDIE MAC POOL FR 08/52 FIXED 5</name>
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        <name>FREDDIE MAC POOL FR 11/52 FIXED 5</name>
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        <name>FREDDIE MAC POOL FR 11/52 FIXED 5</name>
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        <name>FREDDIE MAC POOL FR 11/52 FIXED 5.5</name>
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        <name>FREDDIE MAC POOL FR 08/52 FIXED 4.5</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Perusahaan Penerbit SBSN Indonesia III</name>
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        <name>Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara</name>
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        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Petrorio Luxembourg Trading S.a. r.l.</name>
        <lei>N/A</lei>
        <title>PETRORIO LUXEMBOURG SARL SR SECURED 144A 06/26 6.125</title>
        <cusip>71677WAA0</cusip>
        <identifiers>
          <isin value="US71677WAA09"/>
          <ticker value="PRIOBZ"/>
        </identifiers>
        <balance>505000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>480638.8</valUSD>
        <pctVal>0.1279172660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-09</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>Philippines Government International Bond</name>
        <lei>N/A</lei>
        <title>PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 01/36 6.25</title>
        <cusip>718286BM8</cusip>
        <identifiers>
          <isin value="US718286BM88"/>
          <ticker value="PHILIP"/>
        </identifiers>
        <balance>43000000</balance>
        <units>PA</units>
        <currencyConditional curCd="PHP" exchangeRt="55.7275"/>
        <valUSD>701878.47</valUSD>
        <pctVal>0.1867980174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-14</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>Pinnacle West Capital Corporation</name>
        <lei>TWSEY0NEDUDCKS27AH81</lei>
        <title>PINNACLE WEST CAPITAL CORP SR UNSECURED 06/25 1.3</title>
        <cusip>723484AH4</cusip>
        <identifiers>
          <isin value="US723484AH45"/>
          <ticker value="PNW"/>
        </identifiers>
        <balance>355000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>323191.31</valUSD>
        <pctVal>0.0860141727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.300000000000</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>Post Holdings Inc.</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>POST HOLDINGS INC COMPANY GUAR 144A 01/28 5.625</title>
        <cusip>737446AN4</cusip>
        <identifiers>
          <isin value="US737446AN44"/>
          <ticker value="POST"/>
        </identifiers>
        <balance>1255000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1181388.05</valUSD>
        <pctVal>0.3144147526</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>Post Holdings Inc.</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5</title>
        <cusip>737446AP9</cusip>
        <identifiers>
          <isin value="US737446AP91"/>
          <ticker value="POST"/>
        </identifiers>
        <balance>285000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257900.78</valUSD>
        <pctVal>0.0686377435</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>5.500000000000</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>Post Holdings Inc.</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5</title>
        <cusip>737446AR5</cusip>
        <identifiers>
          <isin value="US737446AR57"/>
          <ticker value="POST"/>
        </identifiers>
        <balance>725000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>609478.9</valUSD>
        <pctVal>0.1622067851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</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>PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625</name>
        <lei>N/A</lei>
        <title>PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625</title>
        <cusip>74052HAA2</cusip>
        <identifiers>
          <isin value="US74052HAA23"/>
          <ticker value="BALY"/>
        </identifiers>
        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154854</valUSD>
        <pctVal>0.0412128615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</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>PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/31 5.875</name>
        <lei>N/A</lei>
        <title>PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/31 5.875</title>
        <cusip>74052HAB0</cusip>
        <identifiers>
          <isin value="US74052HAB06"/>
          <ticker value="BALY"/>
        </identifiers>
        <balance>503000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>355822.2</valUSD>
        <pctVal>0.0946985616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-01</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>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="22IHKBB3ZZV"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-756173.51</valUSD>
        <pctVal>-0.2012481056</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>UBS AG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>12517442.010000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>12655847.370000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-756173.510000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Colombia Government International Bond</name>
        <lei>N/A</lei>
        <title>COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/44 5.625</title>
        <cusip>195325BR5</cusip>
        <identifiers>
          <isin value="US195325BR53"/>
          <ticker value="COLOM"/>
        </identifiers>
        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172342.54</valUSD>
        <pctVal>0.0458672636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-26</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>American International Group Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>AMERICAN INTERNATIONAL GROUP I JR SUBORDINA 05/68 VAR</title>
        <cusip>026874BS5</cusip>
        <identifiers>
          <isin value="US026874BS54"/>
          <ticker value="AIG"/>
        </identifiers>
        <balance>1700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1887000</valUSD>
        <pctVal>0.5022063988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.175000000000</annualizedRt>
          <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 05/25 0.875</title>
        <cusip>037833CV0</cusip>
        <identifiers>
          <isin value="XS1619312173"/>
          <ticker value="AAPL"/>
        </identifiers>
        <balance>865000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>880006.84</valUSD>
        <pctVal>0.2342051224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.875000000000</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>Colombia Government International Bond</name>
        <lei>N/A</lei>
        <title>COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 03/29 4.5</title>
        <cusip>195325DP7</cusip>
        <identifiers>
          <isin value="US195325DP79"/>
          <ticker value="COLOM"/>
        </identifiers>
        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203051.71</valUSD>
        <pctVal>0.0540402056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</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>Colombia Government International Bond</name>
        <lei>N/A</lei>
        <title>COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 04/32 3.25</title>
        <cusip>195325DZ5</cusip>
        <identifiers>
          <isin value="US195325DZ51"/>
          <ticker value="COLOM"/>
        </identifiers>
        <balance>955000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>694473.51</valUSD>
        <pctVal>0.1848272605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-22</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>COLT 2022-5 MORTGAGE LOAN TRUS COLT 2022 5 A1 144A</name>
        <lei>N/A</lei>
        <title>COLT 2022-5 MORTGAGE LOAN TRUS COLT 2022 5 A1 144A</title>
        <cusip>19688LAA0</cusip>
        <identifiers>
          <isin value="US19688LAA08"/>
          <ticker value="COLT"/>
        </identifiers>
        <balance>359609.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347033.35</valUSD>
        <pctVal>0.0923594960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A</title>
        <cusip>20753DAA6</cusip>
        <identifiers>
          <isin value="US20753DAA63"/>
          <ticker value="CAS"/>
        </identifiers>
        <balance>732532.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>728741.56</valUSD>
        <pctVal>0.1939473633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.444400000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>International Bank for Reconstruction and Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>INTL BK RECON + DEVELOP 01/27 1.8</title>
        <cusip>459058KF9</cusip>
        <identifiers>
          <isin value="CA459058KF93"/>
          <ticker value="IBRD"/>
        </identifiers>
        <balance>625000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.354"/>
        <valUSD>426066.29</valUSD>
        <pctVal>0.1133933318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.800000000000</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>Intesa Sanpaolo S.p.A</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
        <title>INTESA SANPAOLO SPA SUBORDINATED 144A 06/32 4.198</title>
        <cusip>46115HBQ9</cusip>
        <identifiers>
          <isin value="US46115HBQ92"/>
          <ticker value="ISPIM"/>
        </identifiers>
        <balance>740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>543683.87</valUSD>
        <pctVal>0.1446960882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.198000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTOWN 2022-STAY MORTGAGE TRUS TOWN 2022 STAY B 144A</name>
        <lei>N/A</lei>
        <title>INTOWN 2022-STAY MORTGAGE TRUS TOWN 2022 STAY B 144A</title>
        <cusip>46117NAC6</cusip>
        <identifiers>
          <isin value="US46117NAC65"/>
          <ticker value="TOWN"/>
        </identifiers>
        <balance>640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>635791.81</valUSD>
        <pctVal>0.1692097060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.622300000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Israel Electric Corporation Ltd</name>
        <lei>N/A</lei>
        <title>ISRAEL ELECTRIC CORP LTD SR SECURED 144A 06/23 6.875</title>
        <cusip>46507MAE2</cusip>
        <identifiers>
          <isin value="US46507MAE21"/>
          <ticker value="ISRELE"/>
        </identifiers>
        <balance>390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391871.96</valUSD>
        <pctVal>0.1042928489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-21</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>REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 02/26 1.25</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 02/26 1.25</title>
        <cusip>465410CA4</cusip>
        <identifiers>
          <isin value="US465410CA47"/>
          <ticker value="ITALY"/>
        </identifiers>
        <balance>742000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>643612.28</valUSD>
        <pctVal>0.1712910468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-17</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>JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 04/33 5.75</name>
        <lei>N/A</lei>
        <title>JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 04/33 5.75</title>
        <cusip>46590XAH9</cusip>
        <identifiers>
          <isin value="US46590XAH98"/>
          <ticker value="JBSSBZ"/>
        </identifiers>
        <balance>735000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>701028.3</valUSD>
        <pctVal>0.1865717530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</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>JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625</name>
        <lei>N/A</lei>
        <title>JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625</title>
        <cusip>46590XAT3</cusip>
        <identifiers>
          <isin value="US46590XAT37"/>
          <ticker value="JBSSBZ"/>
        </identifiers>
        <balance>1070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>866700</valUSD>
        <pctVal>0.2306636385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</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>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO SR UNSECURED 09/24 VAR</title>
        <cusip>46647PBS4</cusip>
        <identifiers>
          <isin value="US46647PBS48"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>916130.2</valUSD>
        <pctVal>0.2438189977</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>0.653000000000</annualizedRt>
          <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 02/25 VAR</title>
        <cusip>46647PBY1</cusip>
        <identifiers>
          <isin value="US46647PBY16"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>1020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>961941.04</valUSD>
        <pctVal>0.2560110999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.563000000000</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>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875</title>
        <cusip>50076QAR7</cusip>
        <identifiers>
          <isin value="US50076QAR74"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>1220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1323534.42</valUSD>
        <pctVal>0.3522456040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-26</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>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>77000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76398.63</valUSD>
        <pctVal>0.0203327402</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOCA COMMERCIAL MORTGAGE 05/39 1</name>
        <lei>N/A</lei>
        <title>BOCA COMMERCIAL MORTGAGE 05/39 1</title>
        <cusip>05592LAC0</cusip>
        <identifiers>
          <isin value="US05592LAC00"/>
          <ticker value="BOCA"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288958.89</valUSD>
        <pctVal>0.0769035525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.654710000000</annualizedRt>
          <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 TRUST 2022-PSB BX 2022 GPA A</name>
        <lei>N/A</lei>
        <title>BX TRUST BX 2022 GPA A</title>
        <cusip>05608UAA6</cusip>
        <identifiers>
          <isin value="US05608UAA60"/>
          <ticker value="BX"/>
        </identifiers>
        <balance>795000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>790021.47</valUSD>
        <pctVal>0.2102564056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.500610000000</annualizedRt>
          <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 AUD/SOLD NZD</name>
        <lei>N/A</lei>
        <title>BOUGHT AUD/SOLD NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LOKBBVFS3"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="N/A"/>
        <valUSD>3527.59</valUSD>
        <pctVal>0.0009388332</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>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>660876.010000000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>621215.730000000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>3527.590000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HarborView Mortgage Loan Trust 2007-3</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A</title>
        <cusip>41164UAR0</cusip>
        <identifiers>
          <isin value="US41164UAR05"/>
          <ticker value="HVMLT"/>
        </identifiers>
        <balance>3382331.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35196.88</valUSD>
        <pctVal>0.0093673017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-19</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>HarborView Mortgage Loan Trust 2007-4</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES</title>
        <cusip>41164YAQ4</cusip>
        <identifiers>
          <isin value="US41164YAQ44"/>
          <ticker value="HVMLT"/>
        </identifiers>
        <balance>3493478.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46049.29</valUSD>
        <pctVal>0.0122555634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-19</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>HarborView Mortgage Loan Trust 2007-6</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A</title>
        <cusip>41165BAS9</cusip>
        <identifiers>
          <isin value="US41165BAS97"/>
          <ticker value="HVMLT"/>
        </identifiers>
        <balance>3602991.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45405.98</valUSD>
        <pctVal>0.0120843528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 144A 08/39 7.125</title>
        <cusip>42307TAH1</cusip>
        <identifiers>
          <isin value="US42307TAH14"/>
          <ticker value="KHC"/>
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        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181345.05</valUSD>
        <pctVal>0.0482631926</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>7.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Hertz Corporation</name>
        <lei>549300PD0C69OJ0NLB27</lei>
        <title>HERTZ CORPORATION 2021 TERM LOAN B</title>
        <cusip>42804VBB6</cusip>
        <identifiers>
          <isin value="US42804VBB62"/>
          <ticker value="HTZ"/>
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        <balance>86348.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84465.19</valUSD>
        <pctVal>0.0224795755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.63</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Hertz Corporation</name>
        <lei>549300PD0C69OJ0NLB27</lei>
        <title>HERTZ CORPORATION 2021 TERM LOAN C</title>
        <cusip>42804VBC4</cusip>
        <identifiers>
          <isin value="US42804VBC46"/>
          <ticker value="HTZ"/>
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        <balance>16480</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16120.57</valUSD>
        <pctVal>0.0042903304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.63</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>Hilton Domestic Operating Company Inc.</name>
        <lei>5493003EG7H0N1E4XV50</lei>
        <title>HILTON DOMESTIC OPERATING CO I COMPANY GUAR 01/30 4.875</title>
        <cusip>432833AF8</cusip>
        <identifiers>
          <isin value="US432833AF84"/>
          <ticker value="HILDOC"/>
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        <balance>710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>643409.1</valUSD>
        <pctVal>0.1712369725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>Hilton Domestic Operating Company Inc.</name>
        <lei>5493003EG7H0N1E4XV50</lei>
        <title>HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 02/32 3.625</title>
        <cusip>432833AN1</cusip>
        <identifiers>
          <isin value="US432833AN19"/>
          <ticker value="HLT"/>
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        <balance>485000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>388388</valUSD>
        <pctVal>0.1033656274</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>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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A</name>
        <lei>N/A</lei>
        <title>HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A</title>
        <cusip>43731QAC2</cusip>
        <identifiers>
          <isin value="US43731QAC24"/>
          <ticker value="HPA"/>
        </identifiers>
        <balance>344023.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304588.18</valUSD>
        <pctVal>0.0810631335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.157000000000</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>Host Hotels and Resorts L.P.</name>
        <lei>FXB7X4WXVA8QPMNOGS12</lei>
        <title>HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375</title>
        <cusip>44107TAY2</cusip>
        <identifiers>
          <isin value="US44107TAY29"/>
          <ticker value="HST"/>
        </identifiers>
        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200634.38</valUSD>
        <pctVal>0.0533968572</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>3.375000000000</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>Travel + Leisure Co.</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>WYNDHAM DESTINATIONS INC SR SECURED 144A 07/26 6.625</title>
        <cusip>98310WAS7</cusip>
        <identifiers>
          <isin value="US98310WAS70"/>
          <ticker value="WYND"/>
        </identifiers>
        <balance>372000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>363913.34</valUSD>
        <pctVal>0.0968519385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-31</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>Wyndham Hotels and Resorts Inc.</name>
        <lei>N/A</lei>
        <title>WYNDHAM HOTELS and RESORTS INC COMPANY GUAR 144A 08/28 4.375</title>
        <cusip>98311AAB1</cusip>
        <identifiers>
          <isin value="US98311AAB17"/>
          <ticker value="WH"/>
        </identifiers>
        <balance>660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>592152</valUSD>
        <pctVal>0.1575954019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</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>Zimmer Biomet Holdings Inc.</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>ZIMMER BIOMET HOLDINGS INC SR UNSECURED 11/24 1.45</title>
        <cusip>98956PAU6</cusip>
        <identifiers>
          <isin value="US98956PAU66"/>
          <ticker value="ZBH"/>
        </identifiers>
        <balance>630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>585697.72</valUSD>
        <pctVal>0.1558776591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-22</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Queensland Treasury Corporation</name>
        <lei>98INKCEEHOU5YJS0HQ88</lei>
        <title>QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/27 2</title>
        <cusip>AL0115470</cusip>
        <identifiers>
          <isin value="AU3SG0001605"/>
          <ticker value="QTC"/>
        </identifiers>
        <balance>910000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.468752"/>
        <valUSD>582875.16</valUSD>
        <pctVal>0.1551264627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 02/27 1</name>
        <lei>N/A</lei>
        <title>NORWAY GOVERNMENT BOND BONDS 144A REGS 02/27 1.75</title>
        <cusip>AM5012761</cusip>
        <identifiers>
          <isin value="NO0010786288"/>
          <ticker value="NGB"/>
        </identifiers>
        <balance>8900000</balance>
        <units>PA</units>
        <currencyConditional curCd="NOK" exchangeRt="9.7968"/>
        <valUSD>863154.95</valUSD>
        <pctVal>0.2297201585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</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>Korea Treasury Bond</name>
        <lei>N/A</lei>
        <title>KOREA TREASURY BOND BONDS 06/27 2.125</title>
        <cusip>AM6598552</cusip>
        <identifiers>
          <isin value="KR103502G768"/>
          <ticker value="KTB"/>
        </identifiers>
        <balance>1303700000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.5"/>
        <valUSD>959600.44</valUSD>
        <pctVal>0.2553881724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</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>New South Wales Treasury Corporation</name>
        <lei>TC7LRO17HPNPLTAV0H77</lei>
        <title>NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 05/27 3</title>
        <cusip>AM9619967</cusip>
        <identifiers>
          <isin value="AU3SG0001696"/>
          <ticker value="NSWTC"/>
        </identifiers>
        <balance>1260000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.468752"/>
        <valUSD>818586.58</valUSD>
        <pctVal>0.2178587273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Malaysia Government Bond</name>
        <lei>N/A</lei>
        <title>MALAYSIA GOVERNMENT BOND SR UNSECURED 09/24 4.059</title>
        <cusip>AN0398643</cusip>
        <identifiers>
          <isin value="MYBML1700020"/>
          <ticker value="MGS"/>
        </identifiers>
        <balance>3895000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.405"/>
        <valUSD>888880.44</valUSD>
        <pctVal>0.2365667434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.059000000000</annualizedRt>
          <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 Goldman Sachs Group Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 05/24 1.375</title>
        <cusip>AN5498158</cusip>
        <identifiers>
          <isin value="XS1614198262"/>
          <ticker value="GS"/>
        </identifiers>
        <balance>983000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>1029897.9</valUSD>
        <pctVal>0.2740971465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</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>Malaysia Government Bond</name>
        <lei>N/A</lei>
        <title>MALAYSIA GOVERNMENT BOND SR UNSECURED 11/27 3.899</title>
        <cusip>AN5746564</cusip>
        <identifiers>
          <isin value="MYBMO1700040"/>
          <ticker value="MGS"/>
        </identifiers>
        <balance>3370000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.405"/>
        <valUSD>765866.56</valUSD>
        <pctVal>0.2038278151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.899000000000</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>DB Insurance Co. Ltd.</name>
        <lei>N/A</lei>
        <title>DB INSURANCE CO LTD SUBORDINATED 05/24 3.512</title>
        <cusip>AN6293640</cusip>
        <identifiers>
          <isin value="KR6005831757"/>
          <ticker value="DONGIN"/>
        </identifiers>
        <balance>1000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.5"/>
        <valUSD>776696.16</valUSD>
        <pctVal>0.2067100061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.512000000000</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>DB Insurance Co. Ltd.</name>
        <lei>N/A</lei>
        <title>DB INSURANCE CO LTD SUBORDINATED 05/27 3.865</title>
        <cusip>AN6293699</cusip>
        <identifiers>
          <isin value="KR6005832755"/>
          <ticker value="DONGIN"/>
        </identifiers>
        <balance>1000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.5"/>
        <valUSD>760065.13</valUSD>
        <pctVal>0.2022838218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.865000000000</annualizedRt>
          <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 144A 07/24 2.15</title>
        <cusip>AO3129357</cusip>
        <identifiers>
          <isin value="XS1647481388"/>
          <ticker value="INDON"/>
        </identifiers>
        <balance>740000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>774472.38</valUSD>
        <pctVal>0.2061181690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.150000000000</annualizedRt>
          <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 05/38 7.5</title>
        <cusip>AO6754680</cusip>
        <identifiers>
          <isin value="IDG000012303"/>
          <ticker value="INDOGB"/>
        </identifiers>
        <balance>5584000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>368998.65</valUSD>
        <pctVal>0.0982053435</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HELLENIC REPUBLIC GOVERNMENT B BONDS REGS 01/42 4.2</name>
        <lei>N/A</lei>
        <title>HELLENIC REPUBLIC GOVERNMENT B BONDS REGS 01/42 4.2</title>
        <cusip>AQ1829367</cusip>
        <identifiers>
          <isin value="GR0138015814"/>
          <ticker value="GGB"/>
        </identifiers>
        <balance>685000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>729591.61</valUSD>
        <pctVal>0.1941735957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-30</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>Sweden Government International Bond</name>
        <lei>N/A</lei>
        <title>SWEDEN GOVERNMENT INTERNATIONA SR UNSECURED 144A 04/23 0.125</title>
        <cusip>AQ7883210</cusip>
        <identifiers>
          <isin value="XS1756368202"/>
          <ticker value="SWED"/>
        </identifiers>
        <balance>955000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>1015030.99</valUSD>
        <pctVal>0.2701404654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</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>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>2835000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.405"/>
        <valUSD>646408</valUSD>
        <pctVal>0.1720351001</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>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>27798000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>1800305.76</valUSD>
        <pctVal>0.4791335837</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>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="22IHKBB4CF7"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-119594.28</valUSD>
        <pctVal>-0.0318288355</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>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>3572063.800000000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>2148721.400000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-119594.280000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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="22IHKBB7MRB"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>117402.74</valUSD>
        <pctVal>0.0312455788</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>
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            <amtCurSold>7584826751.070000000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>1677966.210000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>117402.740000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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="22IHKBB8DK4"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-206034.83</valUSD>
        <pctVal>-0.0548341335</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>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>86794875.010000000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>4236958.320000000000</amtCurPur>
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            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-206034.830000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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="22IKKBBW6D3"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-67045.56</valUSD>
        <pctVal>-0.0178435131</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>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1721083.210000000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1025868.860000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-67045.560000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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="22IKKBBW6GF"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-67851.2</valUSD>
        <pctVal>-0.0180579262</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</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>1721083.210000000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1025063.220000000000</amtCurPur>
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            <settlementDt>2023-01-18</settlementDt>
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        <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="22ITKBBTZP9"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>24714.78</valUSD>
        <pctVal>0.0065775944</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>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1465000.000000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2016927.320000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>24714.780000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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="22JOKBB1KDT"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-202399.4</valUSD>
        <pctVal>-0.0538665998</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>221809472.000000000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1490625.000000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-202399.400000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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="22JOKBB3137"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-111127.99</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>UBS AG</counterpartyName>
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            <unrealizedAppr>-111127.990000000000</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="22JOKBB314H"/>
        </identifiers>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-60427.47</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
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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="22KNKBB7VF5"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-316.04</valUSD>
        <pctVal>-0.0000841109</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 CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1126214.000000000000</amtCurSold>
            <curSold>MXN</curSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>-316.040000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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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="22KPKBB77XP"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1060.17</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</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>4017901.450000000000</amtCurSold>
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            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-1060.170000000000</unrealizedAppr>
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        </derivativeInfo>
        <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="22LNKBB4PCW"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>460.96</valUSD>
        <pctVal>0.0001226799</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>104214367.000000000000</amtCurSold>
            <curSold>JPY</curSold>
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            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
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        </derivativeInfo>
        <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="22LTKBBVGQH"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-23204.12</valUSD>
        <pctVal>-0.0061755472</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>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>200594261.000000000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1507889.100000000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-23204.120000000000</unrealizedAppr>
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        </derivativeInfo>
        <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="22IHKBB675Q"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>380498847.000000000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>2674519.400000000000</amtCurPur>
            <curPur>USD</curPur>
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        </derivativeInfo>
        <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="22IOKBBMV62"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-78100.39</valUSD>
        <pctVal>-0.0207856469</pctVal>
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        <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>166665391.000000000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1194021.000000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-78100.390000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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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="22JBKBCK4N3"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-87162.34</valUSD>
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        <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>149678758.000000000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1055303.700000000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-87162.340000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT EUR/SOLD GBP</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JGKBCLRQL"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</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>1319015.510000000000</amtCurSold>
            <curSold>GBP</curSold>
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            <curPur>EUR</curPur>
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            <unrealizedAppr>-7863.470000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT JPY/SOLD CAD</name>
        <lei>N/A</lei>
        <title>BOUGHT JPY/SOLD CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JHKBB73LS"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
        <valUSD>18683.14</valUSD>
        <pctVal>0.0049723330</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>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>295000.000000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>30994175.000000000000</amtCurPur>
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            <unrealizedAppr>18683.140000000000</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 JPY/SOLD GBP</name>
        <lei>N/A</lei>
        <title>BOUGHT JPY/SOLD GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JHKBB87JD"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
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        <pctVal>0.0033630556</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>595000.000000000000</amtCurSold>
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            <amtCurPur>95931731.000000000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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="22JHKBB9SXX"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-161.25</valUSD>
        <pctVal>-0.0000429151</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>217840.000000000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT GBP/SOLD JPY</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP/SOLD JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JJKBBTQPG"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="N/A"/>
        <valUSD>-27229.18</valUSD>
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        <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>JPMORGAN CHASE BANK N.A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>97843585.000000000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>595000.000000000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT EUR/SOLD NOK</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD NOK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JKKBB3BR8"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
        <valUSD>18562.98</valUSD>
        <pctVal>0.0049403536</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</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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        <name>SOLD JPY/BOUGHT USD</name>
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        <name>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A</name>
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        <name>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A</name>
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        <name>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A</name>
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      <invstOrSec>
        <name>GCAT 2022-NQM4 TRUST GCAT 2022 NQM4 A1 144A</name>
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      <invstOrSec>
        <name>Gartner Inc.</name>
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      <invstOrSec>
        <name>General Motors Company</name>
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        <title>GENERAL MOTORS CO COMMON STOCK USD.01</title>
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        <name>General Motors Financial Company Inc.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
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          <ticker value="GM"/>
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      <invstOrSec>
        <name>General Motors Financial Company Inc.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
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          <ticker value="GM"/>
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      <invstOrSec>
        <name>Globo Comunicacao e Participacoes S/A</name>
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        <title>GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/32 5.5</title>
        <cusip>37959DAC8</cusip>
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          <ticker value="GLOPAR"/>
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        <balance>550000</balance>
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        <curCd>USD</curCd>
        <valUSD>469016.56</valUSD>
        <pctVal>0.1248241217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-14</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>Greenko Dutch B.V.</name>
        <lei>N/A</lei>
        <title>GREENKO DUTCH BV COMPANY GUAR 144A 03/26 3.85</title>
        <cusip>39530LAD2</cusip>
        <identifiers>
          <isin value="US39530LAD29"/>
          <ticker value="GRNKEN"/>
        </identifiers>
        <balance>587325</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>507918.66</valUSD>
        <pctVal>0.1351775311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-29</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>DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5</name>
        <lei>N/A</lei>
        <title>DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5</title>
        <cusip>830867AA5</cusip>
        <identifiers>
          <isin value="US830867AA59"/>
          <ticker value="DAL"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>195116.36</valUSD>
        <pctVal>0.0519282907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-20</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>DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75</name>
        <lei>N/A</lei>
        <title>DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75</title>
        <cusip>830867AB3</cusip>
        <identifiers>
          <isin value="US830867AB33"/>
          <ticker value="DAL"/>
        </identifiers>
        <balance>3217000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3023893.72</valUSD>
        <pctVal>0.8047794253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</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>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>915000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1098915</valUSD>
        <pctVal>0.2924653655</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="1061981.250000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Southwestern Energy Company</name>
        <lei>EFWMP121W54QV9MGOP87</lei>
        <title>SOUTHWESTERN ENERGY CO COMPANY GUAR 01/25 6.45</title>
        <cusip>845467AL3</cusip>
        <identifiers>
          <isin value="US845467AL33"/>
          <ticker value="SWN"/>
        </identifiers>
        <balance>17000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16702.47</valUSD>
        <pctVal>0.0044451973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-23</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>Starwood Property Trust Inc.</name>
        <lei>BUGSFQZERKRBFWIG5267</lei>
        <title>STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 01/27 4.375</title>
        <cusip>85571BAY1</cusip>
        <identifiers>
          <isin value="US85571BAY11"/>
          <ticker value="STWD"/>
        </identifiers>
        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293150.27</valUSD>
        <pctVal>0.0780190468</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>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>Stifel Financial Corp.</name>
        <lei>549300E5F07FE5GHJX84</lei>
        <title>STIFEL FINANCIAL CORP PREFERRED STOCK 4.5</title>
        <cusip>860630862</cusip>
        <identifiers>
          <isin value="US8606308620"/>
          <ticker value="SF"/>
        </identifiers>
        <balance>32750</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>528912.5</valUSD>
        <pctVal>0.1407648341</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>Stryker Corporation</name>
        <lei>5493002F0SC4JTBU5137</lei>
        <title>STRYKER CORP SR UNSECURED 06/25 1.15</title>
        <cusip>863667BA8</cusip>
        <identifiers>
          <isin value="US863667BA85"/>
          <ticker value="SYK"/>
        </identifiers>
        <balance>630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>576397.64</valUSD>
        <pctVal>0.1534025347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stryker Corporation</name>
        <lei>5493002F0SC4JTBU5137</lei>
        <title>STRYKER CORP SR UNSECURED 12/23 0.6</title>
        <cusip>863667BB6</cusip>
        <identifiers>
          <isin value="US863667BB68"/>
          <ticker value="SYK"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192088.07</valUSD>
        <pctVal>0.0511223412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.600000000000</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>Swiss Insured Brazil Power Finance S.a r.l.</name>
        <lei>N/A</lei>
        <title>SWISS INSURED BRAZIL POWER FIN SR SECURED 144A 07/32 9.85</title>
        <cusip>870880AA9</cusip>
        <identifiers>
          <isin value="US870880AA90"/>
          <ticker value="SWISBR"/>
        </identifiers>
        <balance>8090709.99</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975"/>
        <valUSD>1321698.45</valUSD>
        <pctVal>0.3517569787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.850000000000</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>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC COMPANY GUAR 02/28 4.75</title>
        <cusip>87264AAV7</cusip>
        <identifiers>
          <isin value="US87264AAV70"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160427.49</valUSD>
        <pctVal>0.0426961908</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>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>The AES Corporation</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES CORP/THE PREFERRED STOCK 02/24 6.875</title>
        <cusip>00130H204</cusip>
        <identifiers>
          <isin value="US00130H2040"/>
          <ticker value="AESC"/>
        </identifiers>
        <balance>13600</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1387336</valUSD>
        <pctVal>0.3692257639</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>The AES Corporation</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES CORP/THE SR UNSECURED 144A 07/30 3.95</title>
        <cusip>00130HCC7</cusip>
        <identifiers>
          <isin value="US00130HCC79"/>
          <ticker value="AES"/>
        </identifiers>
        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141120</valUSD>
        <pctVal>0.0375576932</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>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>ATandT Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>ATandT INC SR UNSECURED 03/24 0.9</title>
        <cusip>00206RMJ8</cusip>
        <identifiers>
          <isin value="US00206RMJ85"/>
          <ticker value="T"/>
        </identifiers>
        <balance>315000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299130.14</valUSD>
        <pctVal>0.0796105301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.900000000000</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>AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/26 5.5</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/26 5.5</title>
        <cusip>00253XAA9</cusip>
        <identifiers>
          <isin value="US00253XAA90"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>932797.11</valUSD>
        <pctVal>0.2482547310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-20</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>AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75</title>
        <cusip>00253XAB7</cusip>
        <identifiers>
          <isin value="US00253XAB73"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>722025.11</valUSD>
        <pctVal>0.1921598465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-20</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>AECOM</name>
        <lei>0EEB8GF0W0NPCIHZX097</lei>
        <title>AECOM COMPANY GUAR 03/27 5.125</title>
        <cusip>00774CAB3</cusip>
        <identifiers>
          <isin value="US00774CAB37"/>
          <ticker value="ACM"/>
        </identifiers>
        <balance>1235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1188687.5</valUSD>
        <pctVal>0.3163574291</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>5.125000000000</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>AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP/GLOBA 10/23 1.15</title>
        <cusip>00774MAT2</cusip>
        <identifiers>
          <isin value="US00774MAT27"/>
          <ticker value="AER"/>
        </identifiers>
        <balance>1275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1226785.91</valUSD>
        <pctVal>0.3264969443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Air Canada</name>
        <lei>4B4HI3CGXMBDC0G6BM51</lei>
        <title>AIR CANADA SR UNSECURED 07/25 4</title>
        <cusip>008911BF5</cusip>
        <identifiers>
          <isin value="US008911BF52"/>
          <ticker value="ACACN"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>593425.88</valUSD>
        <pctVal>0.1579344325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Air Canada</name>
              <title>Air Canada</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="CA0089118776"/>
                <ticker value="AC"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000002982277"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="65.133700000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aker BP ASA</name>
        <lei>549300NFTY73920OYK69</lei>
        <title>AKER BP ASA SR UNSECURED 144A 01/30 3.75</title>
        <cusip>00973RAF0</cusip>
        <identifiers>
          <isin value="US00973RAF01"/>
          <ticker value="AKERBP"/>
        </identifiers>
        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>659769.55</valUSD>
        <pctVal>0.1755911445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</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>Allergan Funding SCS</name>
        <lei>222100FLFVOSKCBCAR54</lei>
        <title>ALLERGAN FUNDING SCS COMPANY GUAR 06/24 1.25</title>
        <cusip>018489AB0</cusip>
        <identifiers>
          <isin value="XS1622624242"/>
          <ticker value="AGN"/>
        </identifiers>
        <balance>520000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>530110.59</valUSD>
        <pctVal>0.1410836939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</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>Allergan Funding SCS</name>
        <lei>222100FLFVOSKCBCAR54</lei>
        <title>ALLERGAN FUNDING SCS COMPANY GUAR 11/28 2.625</title>
        <cusip>018489AG9</cusip>
        <identifiers>
          <isin value="XS1909193317"/>
          <ticker value="AGN"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>291288.9</valUSD>
        <pctVal>0.0775236616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</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>AAdvantage Loyalty IP Ltd.</name>
        <lei>N/A</lei>
        <title>AADVANTAGE LOYALTY IP LTD 2021 TERM LOAN</title>
        <cusip>02376CBJ3</cusip>
        <identifiers>
          <isin value="US02376CBJ36"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>605000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>601690.65</valUSD>
        <pctVal>0.1601340194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.993</annualizedRt>
          <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 Airlines Group Inc.</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES GROUP INC COMPANY GUAR 07/25 6.5</title>
        <cusip>02376RAF9</cusip>
        <identifiers>
          <isin value="US02376RAF91"/>
          <ticker value="AAL"/>
        </identifiers>
        <balance>1395000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1470330</valUSD>
        <pctVal>0.3913137967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>American Airlines Group, Inc.</name>
              <title>American Airlines Group, Inc.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US02376R1023"/>
                <ticker value="AAL"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000033024206"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="61.728400000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Electric Power Company Inc.</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>AMERICAN ELECTRIC POWER 08/25 6.125</title>
        <cusip>02557T307</cusip>
        <identifiers>
          <isin value="US02557T3077"/>
          <ticker value="AEPpC"/>
        </identifiers>
        <balance>19950</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1029021</valUSD>
        <pctVal>0.2738637683</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>SOLD NOK/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD NOK/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22IHKBB6763"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-80362.9</valUSD>
        <pctVal>-0.0213877915</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 CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>31903548.580000000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>3178025.040000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-80362.900000000000</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="22IHKBB8C09"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18231.53</valUSD>
        <pctVal>-0.0048521415</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>14375875.740000000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>2697010.630000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-18231.530000000000</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="22IUKBCK5Q6"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-136523.87</valUSD>
        <pctVal>-0.0363344786</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>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2829457.320000000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>1976609.580000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-136523.870000000000</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="22IUKBCLJ0N"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-134722.9</valUSD>
        <pctVal>-0.0358551682</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>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2827045.850000000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>1976609.580000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-134722.900000000000</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="22IUKBCLJ5L"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-135139.19</valUSD>
        <pctVal>-0.0359659597</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>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2827603.260000000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>1976609.580000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-135139.190000000000</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="22JBKBBJD3J"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-54746.24</valUSD>
        <pctVal>-0.0145701707</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>UBS AG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>863431.250000000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>493545.940000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-54746.240000000000</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="22JBKBBKX90"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-56317.69</valUSD>
        <pctVal>-0.0149883965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD NZD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD NZD/BOUGHT USD</title>
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        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>UBS AG</counterpartyName>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS AG</counterpartyName>
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      <invstOrSec>
        <name>SOLD AUD/BOUGHT USD</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>SOLD AUD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD AUD/BOUGHT USD</title>
        <cusip>N/A</cusip>
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        <units>NC</units>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyLei>N/A</counterpartyLei>
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      <invstOrSec>
        <name>SOLD AUD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD AUD/BOUGHT USD</title>
        <cusip>N/A</cusip>
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        <units>NC</units>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>AUSTRALIA AND NEW ZEALAND BANKING GROUP</counterpartyName>
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      <invstOrSec>
        <name>SOLD AUD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD AUD/BOUGHT USD</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>297500.000000000000</amtCurSold>
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      <invstOrSec>
        <name>SOLD AUD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD AUD/BOUGHT USD</title>
        <cusip>N/A</cusip>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>AUSTRALIA AND NEW ZEALAND BANKING GROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>SOLD AUD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD AUD/BOUGHT USD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="TRADE ID" value="22KDKBBWZGR"/>
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        <units>NC</units>
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        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
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        <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>295000.000000000000</amtCurSold>
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        <securityLending>
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      </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="22KDKBBZX67"/>
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        <units>NC</units>
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        <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>
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        <securityLending>
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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="22KRKBB2FFR"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
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        <securityLending>
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      <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="22KRKBB9G34"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
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      <invstOrSec>
        <name>SOLD NZD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD NZD/BOUGHT USD</title>
        <cusip>N/A</cusip>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>SOLD AUD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD AUD/BOUGHT USD</title>
        <cusip>N/A</cusip>
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      <invstOrSec>
        <name>Ford Motor Credit Company LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
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        <name>Ford Motor Credit Company LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A</name>
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        <cusip>35564KE47</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA6 M1A 144A</name>
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        <title>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA6 M1A 144A</title>
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          <isin value="US35564KH362"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA7 M1A 144A</name>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A</name>
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        <name>Freeport-McMoRan Inc.</name>
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        <title>FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45</title>
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          <ticker value="FCX"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Freeport-McMoRan Inc.</name>
        <lei>N/A</lei>
        <title>FREEPORT-MCMORAN INC COMPANY GUAR 03/28 4.125</title>
        <cusip>35671DCE3</cusip>
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          <isin value="US35671DCE31"/>
          <ticker value="FCX"/>
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        <balance>140000</balance>
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        <curCd>USD</curCd>
        <valUSD>129500.67</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>Freeport-McMoRan Inc.</name>
        <lei>N/A</lei>
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          <isin value="US35671DCH61"/>
          <ticker value="FCX"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2030-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE COMMON STOCK USD5.0</title>
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          <ticker value="BA "/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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          <ticker value="BA"/>
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          <couponKind>Fixed</couponKind>
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        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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          <ticker value="BA"/>
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          <couponKind>Fixed</couponKind>
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        <name>Braskem Idesa S.A.P.I.</name>
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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>
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          <other otherDesc="TRADE ID" value="22IPKBBWLJS"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SOLD EUR/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD EUR/BOUGHT USD</title>
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      <invstOrSec>
        <name>BOUGHT EUR/SOLD NOK</name>
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        <derivativeInfo>
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        <name>BOUGHT EUR/SOLD GBP</name>
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        <title>BOUGHT EUR/SOLD GBP</title>
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            <curSold>GBP</curSold>
            <amtCurPur>2980000.000000000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>39188.180000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CAD/SOLD JPY</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KKKBB5Q8D"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>-16927.22</valUSD>
        <pctVal>-0.0045050123</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>31006045.000000000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>297500.000000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-16927.220000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT GBP/SOLD EUR</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP/SOLD EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KKKBBTM36"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="N/A"/>
        <valUSD>-5437.59</valUSD>
        <pctVal>-0.0014471608</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>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1490000.000000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1315573.150000000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-5437.590000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT EUR/SOLD GBP</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KKKBBW6N0"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
        <valUSD>19939.35</valUSD>
        <pctVal>0.0053066609</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 CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1303582.230000000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1490000.000000000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>19939.350000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT MXN/SOLD EUR</name>
        <lei>N/A</lei>
        <title>BOUGHT MXN/SOLD EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KMKBB3WHF"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="N/A"/>
        <valUSD>-8036.93</valUSD>
        <pctVal>-0.0021389495</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 CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>297500.000000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6070071.000000000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-8036.930000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CAD/SOLD JPY</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KMKBBTFC6"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>-15869.96</valUSD>
        <pctVal>-0.0042236330</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 BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>30867529.000000000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>297500.000000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-15869.960000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT JPY/SOLD CAD</name>
        <lei>N/A</lei>
        <title>BOUGHT JPY/SOLD CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KOKBBXS92"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
        <valUSD>18243.81</valUSD>
        <pctVal>0.0048554097</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>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>297500.000000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>31178536.000000000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>18243.810000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT JPY/SOLD CAD</name>
        <lei>N/A</lei>
        <title>BOUGHT JPY/SOLD CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KQKBB0P24"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
        <valUSD>15898.34</valUSD>
        <pctVal>0.0042311861</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>UBS AG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>297500.000000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>30871247.000000000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>15898.340000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT AUD/SOLD NZD</name>
        <lei>N/A</lei>
        <title>BOUGHT AUD/SOLD NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KQKBBSL52"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="N/A"/>
        <valUSD>-1091.88</valUSD>
        <pctVal>-0.0002905931</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>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>320873.090000000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>297500.000000000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-1091.880000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT EUR/SOLD MXN</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD MXN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22KSKBBRNSR"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
        <valUSD>6020.62</valUSD>
        <pctVal>0.0016023285</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>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>6109460.000000000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>297500.000000000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>6020.620000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Braskem Netherlands Finance B.V.</name>
        <lei>N/A</lei>
        <title>BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/30 4.5</title>
        <cusip>10554TAD7</cusip>
        <identifiers>
          <isin value="US10554TAD72"/>
          <ticker value="BRASKM"/>
        </identifiers>
        <balance>570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>484761.4</valUSD>
        <pctVal>0.1290144552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-31</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>Braskem Netherlands Finance B.V.</name>
        <lei>N/A</lei>
        <title>BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875</title>
        <cusip>10554TAE5</cusip>
        <identifiers>
          <isin value="US10554TAE55"/>
          <ticker value="BRASKM"/>
        </identifiers>
        <balance>585000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>453179.84</valUSD>
        <pctVal>0.1206093352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-31</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>BRAZOS SECURITIZATION LLC SR SECURED 144A 03/34 5.014</name>
        <lei>N/A</lei>
        <title>BRAZOS SECURITIZATION LLC SR SECURED 144A 03/34 5.014</title>
        <cusip>106230AA3</cusip>
        <identifiers>
          <isin value="US106230AA39"/>
          <ticker value="BRELPO"/>
        </identifiers>
        <balance>725000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>713830.23</valUSD>
        <pctVal>0.1899788602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.014000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A</title>
        <cusip>20753XAA2</cusip>
        <identifiers>
          <isin value="US20753XAA28"/>
          <ticker value="CAS"/>
        </identifiers>
        <balance>100188.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99491.76</valUSD>
        <pctVal>0.0264787485</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>6.027680000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A</title>
        <cusip>20753YCH3</cusip>
        <identifiers>
          <isin value="US20753YCH36"/>
          <ticker value="CAS"/>
        </identifiers>
        <balance>204296.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203572.78</valUSD>
        <pctVal>0.0541788833</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>5.927680000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M2 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M2 144A</title>
        <cusip>20754DAB3</cusip>
        <identifiers>
          <isin value="US20754DAB38"/>
          <ticker value="CAS"/>
        </identifiers>
        <balance>1240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1200323.97</valUSD>
        <pctVal>0.3194543606</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>6.927680000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
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        <name>BOUGHT EUR/SOLD USD</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
        <name>SOLD CAD/BOUGHT USD</name>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BOUGHT GBP/SOLD USD</name>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>SOLD CAD/BOUGHT USD</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BOUGHT GBP/SOLD USD</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BOUGHT GBP/SOLD USD</name>
        <lei>N/A</lei>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT JPY/SOLD USD</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BOUGHT GBP/SOLD USD</name>
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          <other otherDesc="TRADE ID" value="22KBKBB842H"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
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            <amtCurSold>4413157.480000000000</amtCurSold>
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      <invstOrSec>
        <name>DH Europe Finance II Sarl</name>
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          <ticker value="DHR"/>
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        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>DB Master Finance LLC</name>
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          <ticker value="DNKN"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>Danaher Corporation</name>
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          <ticker value="DHR"/>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Charter Communications Operating LLC/Charter Communications Operating Capital C</name>
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        <cusip>161175BS2</cusip>
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          <ticker value="CHTR"/>
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        <balance>1395000</balance>
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        <curCd>USD</curCd>
        <valUSD>1054845.92</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Charter Communications Operating LLC/Charter Communications Operating Capital C</name>
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        <title>CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8</title>
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          <ticker value="CHTR"/>
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        <balance>230000</balance>
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        <curCd>USD</curCd>
        <valUSD>179056.78</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>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 10/29 4.5</title>
        <cusip>16411QAG6</cusip>
        <identifiers>
          <isin value="US16411QAG64"/>
          <ticker value="CQP"/>
        </identifiers>
        <balance>390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350696.36</valUSD>
        <pctVal>0.0933343699</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>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>Cheniere Energy Partners L.P.</name>
        <lei>5493005UEC8AZ34LDV29</lei>
        <title>CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4</title>
        <cusip>16411QAK7</cusip>
        <identifiers>
          <isin value="US16411QAK76"/>
          <ticker value="CQP"/>
        </identifiers>
        <balance>1252000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1065902.72</valUSD>
        <pctVal>0.2836794735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</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>Chubb INA Holdings Inc.</name>
        <lei>CZCBJZWDMLTHWJDXU843</lei>
        <title>CHUBB INA HOLDINGS INC COMPANY GUAR 12/24 0.3</title>
        <cusip>171239AE6</cusip>
        <identifiers>
          <isin value="XS2091604715"/>
          <ticker value="CB"/>
        </identifiers>
        <balance>875000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>872315.3</valUSD>
        <pctVal>0.2321580951</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>Fixed</couponKind>
          <annualizedRt>0.300000000000</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>Cleveland-Cliffs Inc.</name>
        <lei>549300TM2WLI2BJMDD86</lei>
        <title>CLEVELAND-CLIFFS INC COMPANY GUAR 144A 03/29 4.625</title>
        <cusip>185899AK7</cusip>
        <identifiers>
          <isin value="US185899AK74"/>
          <ticker value="CLF"/>
        </identifiers>
        <balance>1475000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1309062.5</valUSD>
        <pctVal>0.3483940455</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>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1261213.250000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cleveland-Cliffs Inc.</name>
        <lei>549300TM2WLI2BJMDD86</lei>
        <title>CLEVELAND-CLIFFS INC COMPANY GUAR 144A 03/31 4.875</title>
        <cusip>185899AL5</cusip>
        <identifiers>
          <isin value="US185899AL57"/>
          <ticker value="CLF"/>
        </identifiers>
        <balance>790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>697563</valUSD>
        <pctVal>0.1856494977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="543267.270000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DPL Inc.</name>
        <lei>N/A</lei>
        <title>DPL INC</title>
        <cusip>233293AR0</cusip>
        <identifiers>
          <isin value="US233293AR02"/>
          <ticker value="AES"/>
        </identifiers>
        <balance>1330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1250199.57</valUSD>
        <pctVal>0.3327282585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</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>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE ENERGY CO SR UNSECURED 06/25 1.05</title>
        <cusip>233331BG1</cusip>
        <identifiers>
          <isin value="US233331BG16"/>
          <ticker value="DTE"/>
        </identifiers>
        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>307959.53</valUSD>
        <pctVal>0.0819603850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.050000000000</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>DAE Funding LLC</name>
        <lei>N/A</lei>
        <title>DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375</title>
        <cusip>23371DAG9</cusip>
        <identifiers>
          <isin value="US23371DAG97"/>
          <ticker value="DUBAEE"/>
        </identifiers>
        <balance>640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>566400</valUSD>
        <pctVal>0.1507417617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-20</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>Thermo Fisher Scientific Inc.</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>THERMO FISHER SCIENTIFIC INC SR UNSECURED 09/24 0.75</title>
        <cusip>883556BP6</cusip>
        <identifiers>
          <isin value="XS1405775708"/>
          <ticker value="TMO"/>
        </identifiers>
        <balance>282000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>288751.05</valUSD>
        <pctVal>0.0768482379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</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>Thermo Fisher Scientific Inc.</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>THERMO FISHER SCIENTIFIC INC SR UNSECURED 01/26 1.4</title>
        <cusip>883556BU5</cusip>
        <identifiers>
          <isin value="XS1651071877"/>
          <ticker value="TMO"/>
        </identifiers>
        <balance>468000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>469790.4</valUSD>
        <pctVal>0.1250300715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-23</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>Cloud Software Group Holdings Inc.</name>
        <lei>N/A</lei>
        <title>PICARD MIDCO INC SR SECURED 144A 03/29 6.5</title>
        <cusip>88632QAE3</cusip>
        <identifiers>
          <isin value="US88632QAE35"/>
          <ticker value="TIBX"/>
        </identifiers>
        <balance>430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>362180.92</valUSD>
        <pctVal>0.0963908720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-31</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>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE JR SUBORDINA 10/82 VAR</title>
        <cusip>89117F8Z5</cusip>
        <identifiers>
          <isin value="US89117F8Z56"/>
          <ticker value="TD"/>
        </identifiers>
        <balance>960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>998400</valUSD>
        <pctVal>0.2657142918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2082-10-31</maturityDt>
          <couponKind>Variable</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>Total Play Telecomunicaciones S.A. de C.V.</name>
        <lei>N/A</lei>
        <title>TOTAL PLAY TELECOMUNICACIONES SR UNSECURED 144A 11/25 7.5</title>
        <cusip>89157FAA8</cusip>
        <identifiers>
          <isin value="US89157FAA84"/>
          <ticker value="TOTALP"/>
        </identifiers>
        <balance>895000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>784687.04</valUSD>
        <pctVal>0.2088366998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-12</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>TransCanada Pipelines Limited</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRANSCANADA PIPELINES LTD SR UNSECURED 04/30 4.1</title>
        <cusip>89352HBA6</cusip>
        <identifiers>
          <isin value="US89352HBA68"/>
          <ticker value="TRPCN"/>
        </identifiers>
        <balance>1060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>971031.27</valUSD>
        <pctVal>0.2584303748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</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>TransCanada Pipelines Limited</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRANSCANADA PIPELINES LTD SR UNSECURED 10/24 1</title>
        <cusip>89352HBB4</cusip>
        <identifiers>
          <isin value="US89352HBB42"/>
          <ticker value="TRPCN"/>
        </identifiers>
        <balance>631000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>584006.17</valUSD>
        <pctVal>0.1554274698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-12</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>Transcontinental Gas Pipe Line Company LLC</name>
        <lei>N/A</lei>
        <title>TRANSCONTINENTAL GAS PIPE LINE SR UNSECURED 05/30 3.25</title>
        <cusip>893574AP8</cusip>
        <identifiers>
          <isin value="US893574AP88"/>
          <ticker value="WMB"/>
        </identifiers>
        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69423.49</valUSD>
        <pctVal>0.0184763757</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>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>Travel + Leisure Co.</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>TRAVEL + LEISURE CO SR SECURED 144A 12/29 4.5</title>
        <cusip>894164AA0</cusip>
        <identifiers>
          <isin value="US894164AA06"/>
          <ticker value="TNL"/>
        </identifiers>
        <balance>895000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>729272.97</valUSD>
        <pctVal>0.1940887928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>SOLD EUR/BOUGHT USD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SOLD EUR/BOUGHT USD</name>
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        <name>Darling Ingredients Inc.</name>
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        <name>New South Wales Treasury Corporation</name>
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        <name>Thermo Fisher Scientific Inc.</name>
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          <maturityDt>2028-03-01</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>INDIA GOVERNMENT BOND BONDS 10/29 6.45</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND SR UNSECURED 10/29 6.45</title>
        <cusip>ZR8860481</cusip>
        <identifiers>
          <isin value="IN0020190362"/>
          <ticker value="IGB"/>
        </identifiers>
        <balance>33000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="82.73"/>
        <valUSD>380349.37</valUSD>
        <pctVal>0.1012262254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-07</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>SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/24 0</name>
        <lei>N/A</lei>
        <title>SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/24 0</title>
        <cusip>ZS0772682</cusip>
        <identifiers>
          <isin value="ES0000012E85"/>
          <ticker value="SPGB"/>
        </identifiers>
        <balance>875000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>899096.03</valUSD>
        <pctVal>0.2392855217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-30</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>Philippines Government International Bond</name>
        <lei>N/A</lei>
        <title>PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 05/27 0.875</title>
        <cusip>ZS5626230</cusip>
        <identifiers>
          <isin value="XS1991219442"/>
          <ticker value="PHILIP"/>
        </identifiers>
        <balance>1465000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>1378212.8</valUSD>
        <pctVal>0.3667977144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.875000000000</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>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="22IHKBB674V"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24262.71</valUSD>
        <pctVal>-0.0064572805</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>AUSTRALIA AND NEW ZEALAND BANKING GROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>10997194.480000000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>7467413.970000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-24262.710000000000</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="22JNKBB7T5Z"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-74593.71</valUSD>
        <pctVal>-0.0198523786</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>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1439750.500000000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>906215.100000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-74593.710000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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="22LKKBBTX36"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
        <valUSD>21760.37</valUSD>
        <pctVal>0.0057913074</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>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1990163.670000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2693939.280000000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>21760.370000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Rentals (North America) Inc.</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>UNITED RENTALS NORTH AMERICA I SR SECURED 144A 12/29 6</title>
        <cusip>911365BQ6</cusip>
        <identifiers>
          <isin value="US911365BQ63"/>
          <ticker value="URI"/>
        </identifiers>
        <balance>670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>665812.5</valUSD>
        <pctVal>0.1771994160</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>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>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 11/42 2.75</title>
        <cusip>912810QY7</cusip>
        <identifiers>
          <isin value="US912810QY73"/>
          <ticker value="T"/>
        </identifiers>
        <balance>995000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>797554.69</valUSD>
        <pctVal>0.2122612977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 02/49 3</title>
        <cusip>912810SF6</cusip>
        <identifiers>
          <isin value="US912810SF66"/>
          <ticker value="T"/>
        </identifiers>
        <balance>5975000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4920505.83</valUSD>
        <pctVal>1.3095439921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-15</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>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 02/50 2</title>
        <cusip>912810SL3</cusip>
        <identifiers>
          <isin value="US912810SL35"/>
          <ticker value="T"/>
        </identifiers>
        <balance>1800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1188773.44</valUSD>
        <pctVal>0.3163803012</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>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>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 02/42 2.375</title>
        <cusip>912810TF5</cusip>
        <identifiers>
          <isin value="US912810TF57"/>
          <ticker value="T"/>
        </identifiers>
        <balance>4210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3214400.76</valUSD>
        <pctVal>0.8554809910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-15</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>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>2235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1841430.47</valUSD>
        <pctVal>0.4900785188</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>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 01/27 1.5</title>
        <cusip>912828Z78</cusip>
        <identifiers>
          <isin value="US912828Z781"/>
          <ticker value="T"/>
        </identifiers>
        <balance>4680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4225345.3</valUSD>
        <pctVal>1.1245338881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-31</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>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 02/26 0.5</title>
        <cusip>91282CBQ3</cusip>
        <identifiers>
          <isin value="US91282CBQ33"/>
          <ticker value="T"/>
        </identifiers>
        <balance>1775000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1581622.07</valUSD>
        <pctVal>0.4209330811</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-28</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>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 02/32 1.875</title>
        <cusip>91282CDY4</cusip>
        <identifiers>
          <isin value="US91282CDY49"/>
          <ticker value="T"/>
        </identifiers>
        <balance>2374000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2013912.42</valUSD>
        <pctVal>0.5359828850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</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 CAD/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22ITKBCL526"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>15048.27</valUSD>
        <pctVal>0.0040049483</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>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1791719.060000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2446185.300000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>15048.270000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>SOLD SGD/BOUGHT USD</name>
        <lei>N/A</lei>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOUGHT CAD/SOLD USD</name>
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      <invstOrSec>
        <name>BOUGHT CAD/SOLD USD</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>SOLD SGD/BOUGHT USD</name>
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      <invstOrSec>
        <name>SOLD SGD/BOUGHT USD</name>
        <lei>N/A</lei>
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        <name>SOLD SGD/BOUGHT USD</name>
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        <name>SOLD SGD/BOUGHT USD</name>
        <lei>N/A</lei>
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        <name>SOLD SGD/BOUGHT USD</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>SOLD SGD/BOUGHT USD</name>
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        <title>SOLD SGD/BOUGHT USD</title>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>SOLD SGD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD SGD/BOUGHT USD</title>
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          <other otherDesc="TRADE ID" value="22LIKBBWK64"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>New Zealand Local Government Funding Agency Limited</name>
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      <invstOrSec>
        <name>Australia Government Bond</name>
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          <isin value="AU0000083768"/>
          <ticker value="ACGB"/>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-21</maturityDt>
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      <invstOrSec>
        <name>HELLENIC REPUBLIC GOVERNMENT B SR UNSECURED 144A REGS 04/27 2</name>
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          <isin value="GR0118020685"/>
          <ticker value="GGB"/>
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        <invCountry>GR</invCountry>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>ITALY BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 07/25 1</name>
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        <cusip>BI0195932</cusip>
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          <isin value="IT0005408502"/>
          <ticker value="BTPS"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Australia Government Bond</name>
        <lei>N/A</lei>
        <title>AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 12/30 1</title>
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        <identifiers>
          <isin value="AU0000087454"/>
          <ticker value="ACGB"/>
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        <invCountry>AU</invCountry>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Airbus SE</name>
        <lei>MINO79WLOO247M1IL051</lei>
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        <identifiers>
          <isin value="XS2185867913"/>
          <ticker value="AIRFP"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</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>HELLENIC REPUBLIC GOVERNMENT B BONDS 144A REGS 06/30 1.5</name>
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        <title>HELLENIC REPUBLIC GOVERNMENT B BONDS 144A REGS 06/30 1.5</title>
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        <identifiers>
          <isin value="GR0124036709"/>
          <ticker value="GGB"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW ZEALAND GOVERNMENT BOND BONDS 05/24 0.5</name>
        <lei>N/A</lei>
        <title>NEW ZEALAND GOVERNMENT BOND BONDS 05/24 0.5</title>
        <cusip>BK0089494</cusip>
        <identifiers>
          <isin value="NZGOVDT524C5"/>
          <ticker value="NZGB"/>
        </identifiers>
        <balance>4135000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.575051"/>
        <valUSD>2466535.27</valUSD>
        <pctVal>0.6564439827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</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>Cellnex Telecom S.A.</name>
        <lei>5493008T4YG3AQUI7P67</lei>
        <title>CELLNEX TELECOM SA SR UNSECURED 06/29 1.875</title>
        <cusip>BK0950067</cusip>
        <identifiers>
          <isin value="XS2193658619"/>
          <ticker value="CLNXSM"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>437130.45</valUSD>
        <pctVal>0.1163379486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</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>JAPAN GOVERNMENT FIVE YEAR BON BONDS 06/25 0.1</name>
        <lei>N/A</lei>
        <title>JAPAN GOVERNMENT FIVE YEAR BON BONDS 06/25 0.1</title>
        <cusip>BK4459446</cusip>
        <identifiers>
          <isin value="JP1051441L76"/>
          <ticker value="JGB"/>
        </identifiers>
        <balance>447900000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="131.24"/>
        <valUSD>3416410.69</valUSD>
        <pctVal>0.9092439372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-20</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>CHINA GOVERNMENT BOND BONDS 11/23 2.88</name>
        <lei>N/A</lei>
        <title>CHINA GOVERNMENT BOND BONDS 11/23 2.88</title>
        <cusip>BM1605906</cusip>
        <identifiers>
          <isin value="CND10003S3B5"/>
          <ticker value="CGB"/>
        </identifiers>
        <balance>14670000</balance>
        <units>PA</units>
        <currencyConditional curCd="CNY" exchangeRt="6.9517"/>
        <valUSD>2122743.47</valUSD>
        <pctVal>0.5649471932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.880000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC SR UNSECURED 06/24 2.748</title>
        <cusip>BM9458266</cusip>
        <identifiers>
          <isin value="XS2272365078"/>
          <ticker value="F"/>
        </identifiers>
        <balance>316000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.827164"/>
        <valUSD>361016.68</valUSD>
        <pctVal>0.0960810211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.748000000000</annualizedRt>
          <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>261000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>202929.26</valUSD>
        <pctVal>0.0540076168</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>The Goldman Sachs Group Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 01/28 0.25</title>
        <cusip>BN6710287</cusip>
        <identifiers>
          <isin value="XS2292954893"/>
          <ticker value="GS"/>
        </identifiers>
        <balance>80000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>70201.35</valUSD>
        <pctVal>0.0186833954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-26</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 05/26 0.5</name>
        <lei>N/A</lei>
        <title>NEW ZEALAND GOVERNMENT BOND BONDS 05/26 0.5</title>
        <cusip>BN7879297</cusip>
        <identifiers>
          <isin value="NZGOVDT526C0"/>
          <ticker value="NZGB"/>
        </identifiers>
        <balance>2810000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.575051"/>
        <valUSD>1551968.84</valUSD>
        <pctVal>0.4130411670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</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>The United Kingdom</name>
        <lei>N/A</lei>
        <title>UNITED KINGDOM GILT BONDS REGS 01/25 0.25</title>
        <cusip>BQ2520402</cusip>
        <identifiers>
          <isin value="GB00BLPK7110"/>
          <ticker value="UKT"/>
        </identifiers>
        <balance>335000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.827164"/>
        <valUSD>376236.78</valUSD>
        <pctVal>0.1001317003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</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>Indonesia Treasury Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA TREASURY BOND BONDS 04/27 5.125</title>
        <cusip>BQ3771400</cusip>
        <identifiers>
          <isin value="IDG000018607"/>
          <ticker value="INDOGB"/>
        </identifiers>
        <balance>6216000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>383964.53</valUSD>
        <pctVal>0.1021883645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</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>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>30847000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>1904355.09</valUSD>
        <pctVal>0.5068252845</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>INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1</title>
        <cusip>BQ4051935</cusip>
        <identifiers>
          <isin value="IN0020210095"/>
          <ticker value="IGB"/>
        </identifiers>
        <balance>33840000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="82.73"/>
        <valUSD>376418.55</valUSD>
        <pctVal>0.1001800765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.100000000000</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>CHINA GOVERNMENT BOND BONDS 08/26 2.69</name>
        <lei>N/A</lei>
        <title>CHINA GOVERNMENT BOND BONDS 08/26 2.69</title>
        <cusip>BQ8787179</cusip>
        <identifiers>
          <isin value="CND10004GNL8"/>
          <ticker value="CGB"/>
        </identifiers>
        <balance>4220000</balance>
        <units>PA</units>
        <currencyConditional curCd="CNY" exchangeRt="6.9517"/>
        <valUSD>608712.3</valUSD>
        <pctVal>0.1620027621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.690000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINGAPORE GOVERNMENT BOND BONDS 11/26 1.25</name>
        <lei>N/A</lei>
        <title>SINGAPORE GOVERNMENT BOND BONDS 11/26 1.25</title>
        <cusip>BS0544053</cusip>
        <identifiers>
          <isin value="SGXF12888537"/>
          <ticker value="SIGB"/>
        </identifiers>
        <balance>905000</balance>
        <units>PA</units>
        <currencyConditional curCd="SGD" exchangeRt="1.3394"/>
        <valUSD>638108.43</valUSD>
        <pctVal>0.1698262515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</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>MEXICAN BONOS BONDS 03/25 5</name>
        <lei>N/A</lei>
        <title>MEXICAN BONOS BONDS 03/25 5</title>
        <cusip>BS4948482</cusip>
        <identifiers>
          <isin value="MX0MGO0001B0"/>
          <ticker value="MBONO"/>
        </identifiers>
        <balance>22890000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>1064934.45</valUSD>
        <pctVal>0.2834217780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-06</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>International Bank for Reconstruction and Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>INTERNATIONAL BANK FOR RECONST SR UNSECURED 11/26 2.875</title>
        <cusip>BS5174880</cusip>
        <identifiers>
          <isin value="NZIBDDT019C1"/>
          <ticker value="IBRD"/>
        </identifiers>
        <balance>715000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.575051"/>
        <valUSD>415878.3</valUSD>
        <pctVal>0.1106818990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</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>Korea Treasury Bond</name>
        <lei>N/A</lei>
        <title>KOREA TREASURY BOND BONDS 03/27 2.375</title>
        <cusip>BT2695174</cusip>
        <identifiers>
          <isin value="KR103501GC33"/>
          <ticker value="KTB"/>
        </identifiers>
        <balance>3972830000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.5"/>
        <valUSD>2966108.69</valUSD>
        <pctVal>0.7894005107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Singapore Airlines Limited</name>
        <lei>549300ZG62N2599PWR15</lei>
        <title>SINGAPORE AIRLINES LTD SR UNSECURED REGS 01/29 3.375</title>
        <cusip>BT4847609</cusip>
        <identifiers>
          <isin value="XS2405871570"/>
          <ticker value="SIASP"/>
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        <balance>420000</balance>
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        <curCd>USD</curCd>
        <valUSD>374957.48</valUSD>
        <pctVal>0.0997912272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2</name>
        <lei>N/A</lei>
        <title>NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2</title>
        <cusip>BU3225572</cusip>
        <identifiers>
          <isin value="NO0012440397"/>
          <ticker value="NGB"/>
        </identifiers>
        <balance>10990000</balance>
        <units>PA</units>
        <currencyConditional curCd="NOK" exchangeRt="9.7968"/>
        <valUSD>1027014.87</valUSD>
        <pctVal>0.2733298566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</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>Israel Electric Corporation Ltd</name>
        <lei>N/A</lei>
        <title>THE ISRAEL ELECTRIC CORPORATIO 02/32 3.75</title>
        <cusip>BU3987486</cusip>
        <identifiers>
          <isin value="IL0060004004"/>
          <ticker value="ISRELE"/>
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        <balance>490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>428599.08</valUSD>
        <pctVal>0.1140674088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>
      <invstOrSec>
        <name>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 01/26 2.7</title>
        <cusip>BV4039590</cusip>
        <identifiers>
          <isin value="AU3CB0287910"/>
          <ticker value="IADB"/>
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        <balance>582000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.468752"/>
        <valUSD>378248.93</valUSD>
        <pctVal>0.1006672141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-29</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>
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      </invstOrSec>
      <invstOrSec>
        <name>PORTUGAL OBRIGACOES DO TESOURO SR UNSECURED 144A REGS 07/32 1</name>
        <lei>N/A</lei>
        <title>PORTUGAL OBRIGACOES DO TESOURO SR UNSECURED 144A REGS 07/32 1</title>
        <cusip>BV7504327</cusip>
        <identifiers>
          <isin value="PTOTEYOE0031"/>
          <ticker value="PGB"/>
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        <balance>1780000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>1618087.82</valUSD>
        <pctVal>0.4306380800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPAN GOVERNMENT FIVE YEAR BON BONDS 03/27 0.005</name>
        <lei>N/A</lei>
        <title>JAPAN GOVERNMENT FIVE YEAR BON BONDS 03/27 0.005</title>
        <cusip>BV8940330</cusip>
        <identifiers>
          <isin value="JP1051511N46"/>
          <ticker value="JGB"/>
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        <balance>107000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="131.24"/>
        <valUSD>808855.99</valUSD>
        <pctVal>0.2152690270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.005000000000</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>Korea Treasury Bond</name>
        <lei>N/A</lei>
        <title>KOREA TREASURY BOND BONDS 09/24 3.125</title>
        <cusip>BY0255863</cusip>
        <identifiers>
          <isin value="KR103503GC98"/>
          <ticker value="KTB"/>
        </identifiers>
        <balance>1248530000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.5"/>
        <valUSD>977174.48</valUSD>
        <pctVal>0.2600653294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-10</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>International Finance Corporation</name>
        <lei>QKL54NQY28TCDAI75F60</lei>
        <title>INTERNATIONAL FINANCE CORP SR UNSECURED 02/26 3.6</title>
        <cusip>BY4490649</cusip>
        <identifiers>
          <isin value="AU3CB0291847"/>
          <ticker value="IFC"/>
        </identifiers>
        <balance>1395000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.468752"/>
        <valUSD>932208.49</valUSD>
        <pctVal>0.2480980756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-24</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>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>44140000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>2135001.96</valUSD>
        <pctVal>0.5682096692</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>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>24110000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
        <valUSD>1119107.84</valUSD>
        <pctVal>0.2978394903</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>Indonesia Treasury Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA TREASURY BOND SR UNSECURED 05/31 8.75</title>
        <cusip>UV4168299</cusip>
        <identifiers>
          <isin value="IDG000011701"/>
          <ticker value="INDOGB"/>
        </identifiers>
        <balance>17423000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>1246292.23</valUSD>
        <pctVal>0.3316883586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</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>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="22JOKBB3127"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2955.08</valUSD>
        <pctVal>-0.0007864653</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>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>406786.630000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>297500.000000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-2955.080000000000</unrealizedAppr>
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        </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="22JOKBB4DBH"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6642.1</valUSD>
        <pctVal>-0.0017677293</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 BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>740315.640000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>540159.530000000000</amtCurPur>
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            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-6642.100000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </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="22JOKBB55PL"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2404.39</valUSD>
        <pctVal>-0.0006399046</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>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>406041.060000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>297500.000000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-2404.390000000000</unrealizedAppr>
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        </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="22JQKBB08NV"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1557.56</valUSD>
        <pctVal>-0.0004145292</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>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>404894.530000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>297500.000000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-1557.560000000000</unrealizedAppr>
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        </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="22JQKBB0WLK"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1897.27</valUSD>
        <pctVal>-0.0005049397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</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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            <amtCurPur>297500.000000000000</amtCurPur>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD CAD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD CAD/BOUGHT USD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="TRADE ID" value="22JRKBBLRPV"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18.85</valUSD>
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        <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>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1219695.960000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>900856.000000000000</amtCurPur>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD CAD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD CAD/BOUGHT USD</title>
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          <other otherDesc="TRADE ID" value="22JRKBBSPN4"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2593.87</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
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            <amtCurSold>1223182.280000000000</amtCurSold>
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            <amtCurPur>900856.000000000000</amtCurPur>
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      </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="22KAKBBSQH0"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-191.52</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</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>747444.860000000000</amtCurSold>
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            <amtCurPur>551875.800000000000</amtCurPur>
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      </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="22KAKBBSQHR"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-684.12</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>748111.800000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>551875.800000000000</amtCurPur>
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        <securityLending>
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      </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="22KBKBB64GM"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-82.48</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
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            <amtCurSold>402897.410000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>297500.000000000000</amtCurPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </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="22ITKBBTZPQ"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
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            <amtCurSold>1850317.940000000000</amtCurSold>
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            <amtCurPur>1919616.080000000000</amtCurPur>
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        <securityLending>
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      </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="22KMKBBTFNJ"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC WHOLESALE</counterpartyName>
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            <amtCurSold>1990590.370000000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Indonesia Treasury Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA TREASURY BOND SR UNSECURED 09/26 8.375</title>
        <cusip>EI4133860</cusip>
        <identifiers>
          <isin value="IDG000009507"/>
          <ticker value="INDOGB"/>
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        <balance>12897000000</balance>
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        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </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"/>
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        <balance>40230000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.4865"/>
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        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/23 2</name>
        <lei>N/A</lei>
        <title>NORWAY GOVERNMENT BOND BONDS 144A REGS 05/23 2</title>
        <cusip>EJ2026312</cusip>
        <identifiers>
          <isin value="NO0010646813"/>
          <ticker value="NGB"/>
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        <balance>5505000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Indonesia Treasury Bond</name>
        <lei>N/A</lei>
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        <cusip>EJ3390386</cusip>
        <identifiers>
          <isin value="IDG000010406"/>
          <ticker value="INDOGB"/>
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        <balance>6431000000</balance>
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        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
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        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Malaysia Government Bond</name>
        <lei>N/A</lei>
        <title>MALAYSIA GOVERNMENT BOND SR UNSECURED 04/33 3.844</title>
        <cusip>EJ6316693</cusip>
        <identifiers>
          <isin value="MYBMX1300040"/>
          <ticker value="MGS"/>
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        <balance>4313000</balance>
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        <currencyConditional curCd="MYR" exchangeRt="4.405"/>
        <valUSD>955807.8</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.844000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Malaysia Government Bond</name>
        <lei>N/A</lei>
        <title>MALAYSIA GOVERNMENT BOND SR UNSECURED 06/28 3.733</title>
        <cusip>EJ7152766</cusip>
        <identifiers>
          <isin value="MYBMS1300057"/>
          <ticker value="MGS"/>
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        <balance>1930000</balance>
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        <currencyConditional curCd="MYR" exchangeRt="4.405"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.733000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Indonesia Treasury Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA TREASURY BOND SR UNSECURED 03/29 9</title>
        <cusip>EJ8243903</cusip>
        <identifiers>
          <isin value="IDG000011107"/>
          <ticker value="INDOGB"/>
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        <balance>6709000000</balance>
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        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.000000000000</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>Kommunalbanken AS</name>
        <lei>I7ETN0QQO2AHZZGHJ389</lei>
        <title>KOMMUNALBANKEN AS SR UNSECURED REGS 07/24 5.25</title>
        <cusip>EK0109117</cusip>
        <identifiers>
          <isin value="AU3CB0217826"/>
          <ticker value="KBN"/>
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        <balance>764000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.468752"/>
        <valUSD>528173.18</valUSD>
        <pctVal>0.1405680714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 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>11135000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975"/>
        <valUSD>2016880.19</valUSD>
        <pctVal>0.5367727276</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>NEW ZEALAND GOVERNMENT BOND SR UNSECURED REGS 04/27 4.5</name>
        <lei>N/A</lei>
        <title>NEW ZEALAND GOVERNMENT BOND SR UNSECURED REGS 04/27 4.5</title>
        <cusip>EK3508679</cusip>
        <identifiers>
          <isin value="NZGOVDT427C1"/>
          <ticker value="NZGB"/>
        </identifiers>
        <balance>755000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.575051"/>
        <valUSD>477954.65</valUSD>
        <pctVal>0.1272029060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</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>Kommunalbanken AS</name>
        <lei>I7ETN0QQO2AHZZGHJ389</lei>
        <title>KOMMUNALBANKEN AS SR UNSECURED 07/25 4.25</title>
        <cusip>EK3777555</cusip>
        <identifiers>
          <isin value="AU3CB0222529"/>
          <ticker value="KBN"/>
        </identifiers>
        <balance>1070000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.468752"/>
        <valUSD>726765.78</valUSD>
        <pctVal>0.1934215290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-16</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>New Zealand Local Government Funding Agency Limited</name>
        <lei>N/A</lei>
        <title>NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 04/27 4.5</title>
        <cusip>EK7947402</cusip>
        <identifiers>
          <isin value="NZLGFDT007C4"/>
          <ticker value="NZLGFA"/>
        </identifiers>
        <balance>1190000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.575051"/>
        <valUSD>732459.48</valUSD>
        <pctVal>0.1949368509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</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>NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 03/25 1</name>
        <lei>N/A</lei>
        <title>NORWAY GOVERNMENT BOND BONDS 144A REGS 03/25 1.75</title>
        <cusip>EK7957005</cusip>
        <identifiers>
          <isin value="NO0010732555"/>
          <ticker value="NGB"/>
        </identifiers>
        <balance>10750000</balance>
        <units>PA</units>
        <currencyConditional curCd="NOK" exchangeRt="9.7968"/>
        <valUSD>1065885.81</valUSD>
        <pctVal>0.2836749731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-13</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>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED REGS 10/25 2.75</title>
        <cusip>EK8694128</cusip>
        <identifiers>
          <isin value="AU3CB0229227"/>
          <ticker value="IADB"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.468752"/>
        <valUSD>327153.9</valUSD>
        <pctVal>0.0870687769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-30</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>SINGAPORE GOVERNMENT BOND BONDS 06/25 2.375</name>
        <lei>N/A</lei>
        <title>SINGAPORE GOVERNMENT BOND BONDS 06/25 2.375</title>
        <cusip>EK9375735</cusip>
        <identifiers>
          <isin value="SG31A0000001"/>
          <ticker value="SIGB"/>
        </identifiers>
        <balance>650000</balance>
        <units>PA</units>
        <currencyConditional curCd="SGD" exchangeRt="1.3394"/>
        <valUSD>478650.99</valUSD>
        <pctVal>0.1273882300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</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>NORWAY GOVERNMENT BOND BONDS 144A REGS 02/26 1.5</name>
        <lei>N/A</lei>
        <title>NORWAY GOVERNMENT BOND BONDS 144A REGS 02/26 1.5</title>
        <cusip>JK1115662</cusip>
        <identifiers>
          <isin value="NO0010757925"/>
          <ticker value="NGB"/>
        </identifiers>
        <balance>7640000</balance>
        <units>PA</units>
        <currencyConditional curCd="NOK" exchangeRt="9.7968"/>
        <valUSD>743385.03</valUSD>
        <pctVal>0.1978445781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-19</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>Asian Development Bank</name>
        <lei>549300X0MVH42CY8Q105</lei>
        <title>ASIAN DEVELOPMENT BANK SR UNSECURED 10/26 3</title>
        <cusip>JK7101237</cusip>
        <identifiers>
          <isin value="AU3CB0236776"/>
          <ticker value="ASIA"/>
        </identifiers>
        <balance>565000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.468752"/>
        <valUSD>367248.47</valUSD>
        <pctVal>0.0977395504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-14</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>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>900000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975"/>
        <valUSD>156680.37</valUSD>
        <pctVal>0.0416989318</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>
        </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 11/26 3.9</title>
        <cusip>LW1697165</cusip>
        <identifiers>
          <isin value="MYBMO1600034"/>
          <ticker value="MGS"/>
        </identifiers>
        <balance>1805000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.405"/>
        <valUSD>410631.43</valUSD>
        <pctVal>0.1092854964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-30</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>BNG Bank N.V.</name>
        <lei>N/A</lei>
        <title>BNG BANK NV SR UNSECURED REGS 06/24 0.25</title>
        <cusip>LW2835434</cusip>
        <identifiers>
          <isin value="XS1428771809"/>
          <ticker value="BNG"/>
        </identifiers>
        <balance>395000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>406019.01</valUSD>
        <pctVal>0.1080579464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-07</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>Indonesia Government International Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA GOVERNMENT INTERNATI SR UNSECURED 144A 06/23 2.625</title>
        <cusip>LW3759161</cusip>
        <identifiers>
          <isin value="XS1432493796"/>
          <ticker value="INDON"/>
        </identifiers>
        <balance>850000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>907444.22</valUSD>
        <pctVal>0.2415073099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-14</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>23755720 MFC GLOBAL FXVANILLAOPTION---20230405</name>
        <lei>N/A</lei>
        <title>23755720 MFC GLOBAL FXVANILLAOPTION---20230405</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="OP001SG18"/>
        </identifiers>
        <balance>9285000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-17845.77</valUSD>
        <pctVal>-0.0047494753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>USD PUT JPY CALL</issuerName>
                <issueTitle>USD PUT JPY CALL</issueTitle>
                <identifiers>
                  <other otherDesc="Custodian Identifier" value="USD PUT JPY CALL"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>112.750000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>37492.83</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>23755643 MFC GLOBAL FXVANILLAOPTION---20230405</name>
        <lei>N/A</lei>
        <title>23755643 MFC GLOBAL FXVANILLAOPTION---20230405</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="OP001SG42"/>
        </identifiers>
        <balance>9285000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60826.04</valUSD>
        <pctVal>0.0161882493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>USD PUT JPY CALL</issuerName>
                <issueTitle>USD PUT JPY CALL</issueTitle>
                <identifiers>
                  <other otherDesc="Custodian Identifier" value="USD PUT JPY CALL"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <principalAmt>1</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>120.500000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-04-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-55979.26</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <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 BONDS REGS 11/31 1</title>
        <cusip>ZO1145564</cusip>
        <identifiers>
          <isin value="AU0000101792"/>
          <ticker value="ACGB"/>
        </identifiers>
        <balance>930000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.468752"/>
        <valUSD>491298.94</valUSD>
        <pctVal>0.1307543569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</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>International Finance Corporation</name>
        <lei>QKL54NQY28TCDAI75F60</lei>
        <title>INTERNATIONAL FINANCE CORP SR UNSECURED 09/25 0.375</title>
        <cusip>ZO1774181</cusip>
        <identifiers>
          <isin value="NZIFCDT012C3"/>
          <ticker value="IFC"/>
        </identifiers>
        <balance>1240000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.575051"/>
        <valUSD>688857.99</valUSD>
        <pctVal>0.1833327453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP SR UNSECURED 01/28 0.5</title>
        <cusip>ZO2933323</cusip>
        <identifiers>
          <isin value="XS2227905903"/>
          <ticker value="AMT"/>
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        <balance>270000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>237398.38</valUSD>
        <pctVal>0.0631812324</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>0.500000000000</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>JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375</name>
        <lei>N/A</lei>
        <title>JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375</title>
        <cusip>ZO4141503</cusip>
        <identifiers>
          <isin value="XS2231330965"/>
          <ticker value="JCI"/>
        </identifiers>
        <balance>240000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>220149.42</valUSD>
        <pctVal>0.0585905922</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>0.375000000000</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>VMED O2 UK Financing I plc</name>
        <lei>N/A</lei>
        <title>VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 3.25</title>
        <cusip>ZO4153599</cusip>
        <identifiers>
          <isin value="XS2231282976"/>
          <ticker value="VMDTEF"/>
        </identifiers>
        <balance>735000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>627453.78</valUSD>
        <pctVal>0.1669906218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-31</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>International Finance Corporation</name>
        <lei>QKL54NQY28TCDAI75F60</lei>
        <title>INTERNATIONAL FINANCE CORP SR UNSECURED 09/23 2.55</title>
        <cusip>ZO4248043</cusip>
        <identifiers>
          <isin value="XS2231336061"/>
          <ticker value="IFC"/>
        </identifiers>
        <balance>3110000</balance>
        <units>PA</units>
        <currencyConditional curCd="CNY" exchangeRt="6.9517"/>
        <valUSD>447960.26</valUSD>
        <pctVal>0.1192201955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
          <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 09/26 0.5</title>
        <cusip>ZO5418629</cusip>
        <identifiers>
          <isin value="AU0000106411"/>
          <ticker value="ACGB"/>
        </identifiers>
        <balance>775000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.468752"/>
        <valUSD>470350.4</valUSD>
        <pctVal>0.1251791100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-21</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>The United Kingdom</name>
        <lei>N/A</lei>
        <title>UNITED KINGDOM GILT BONDS REGS 01/24 0.125</title>
        <cusip>ZO7166713</cusip>
        <identifiers>
          <isin value="GB00BMGR2791"/>
          <ticker value="UKT"/>
        </identifiers>
        <balance>1070000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.827164"/>
        <valUSD>1245292.52</valUSD>
        <pctVal>0.3314222957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</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>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="22KQKBCF6GR"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
        <valUSD>51057.63</valUSD>
        <pctVal>0.0135884836</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>UBS AG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2239971.390000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2138217.880000000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>51057.630000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Host Hotels and Resorts L.P.</name>
        <lei>FXB7X4WXVA8QPMNOGS12</lei>
        <title>HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5</title>
        <cusip>44107TAZ9</cusip>
        <identifiers>
          <isin value="US44107TAZ93"/>
          <ticker value="HST"/>
        </identifiers>
        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198064.3</valUSD>
        <pctVal>0.0527128558</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>3.500000000000</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>Hyatt Hotels Corporation</name>
        <lei>T27JQIMTYSH41TCD5186</lei>
        <title>HYATT HOTELS CORP SR UNSECURED 04/30 5.75</title>
        <cusip>448579AJ1</cusip>
        <identifiers>
          <isin value="US448579AJ19"/>
          <ticker value="H"/>
        </identifiers>
        <balance>744000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>727799.53</valUSD>
        <pctVal>0.1936966513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-23</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>IHS Holding Limited</name>
        <lei>N/A</lei>
        <title>IHS HOLDING LTD COMPANY GUAR 144A 11/28 6.25</title>
        <cusip>44963HAB1</cusip>
        <identifiers>
          <isin value="US44963HAB15"/>
          <ticker value="IHSHLD"/>
        </identifiers>
        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>298427.2</valUSD>
        <pctVal>0.0794234496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-29</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>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP SR UNSECURED 05/26 1.95</title>
        <cusip>03027XAS9</cusip>
        <identifiers>
          <isin value="XS1823300949"/>
          <ticker value="AMT"/>
        </identifiers>
        <balance>305000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>301792.16</valUSD>
        <pctVal>0.0803190005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-22</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>ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25</name>
        <lei>N/A</lei>
        <title>ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25</title>
        <cusip>03969YAA6</cusip>
        <identifiers>
          <isin value="US03969YAA64"/>
          <ticker value="AMPBEV"/>
        </identifiers>
        <balance>960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>815467.35</valUSD>
        <pctVal>0.2170285751</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>3.250000000000</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>ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A</name>
        <lei>N/A</lei>
        <title>ARROYO MORTGAGE TRUST 01/49 1</title>
        <cusip>042859AA6</cusip>
        <identifiers>
          <isin value="US042859AA69"/>
          <ticker value="ARRW"/>
        </identifiers>
        <balance>282821.06</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259776.38</valUSD>
        <pctVal>0.0691369159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.805000000000</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>Indian Railway Finance Corporation Limited</name>
        <lei>N/A</lei>
        <title>INDIAN RAILWAY FINANCE CORP LT SR UNSECURED 144A 02/30 3.249</title>
        <cusip>45434L2A1</cusip>
        <identifiers>
          <isin value="US45434L2A10"/>
          <ticker value="INRCIN"/>
        </identifiers>
        <balance>645000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>556009.85</valUSD>
        <pctVal>0.1479765259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.249000000000</annualizedRt>
          <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 10/30 3.85</title>
        <cusip>455780CS3</cusip>
        <identifiers>
          <isin value="US455780CS32"/>
          <ticker value="INDON"/>
        </identifiers>
        <balance>405000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378748.69</valUSD>
        <pctVal>0.1008002203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</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>Indonesia Government International Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/51 3.05</title>
        <cusip>455780CW4</cusip>
        <identifiers>
          <isin value="US455780CW44"/>
          <ticker value="INDON"/>
        </identifiers>
        <balance>545000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391091.53</valUSD>
        <pctVal>0.1040851451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-12</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>International Bank for Reconstruction and Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>INTERNATIONAL BANK FOR RECONST SR UNSECURED 01/25 1.9</title>
        <cusip>459058HS5</cusip>
        <identifiers>
          <isin value="CA459058HS51"/>
          <ticker value="IBRD"/>
        </identifiers>
        <balance>1390000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.354"/>
        <valUSD>979395.64</valUSD>
        <pctVal>0.2606564692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.900000000000</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>BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL A 144A</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL A 144A</title>
        <cusip>056054AA7</cusip>
        <identifiers>
          <isin value="US056054AA70"/>
          <ticker value="BX"/>
        </identifiers>
        <balance>1764986.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1743225.2</valUSD>
        <pctVal>0.4639421569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.370090000000</annualizedRt>
          <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 TRUST 2022-PSB BX 2022 GPA B</name>
        <lei>N/A</lei>
        <title>BX TRUST BX 2022 GPA B</title>
        <cusip>05608UAJ7</cusip>
        <identifiers>
          <isin value="US05608UAJ79"/>
          <ticker value="BX"/>
        </identifiers>
        <balance>480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>475791.89</valUSD>
        <pctVal>0.1266273088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.999610000000</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>Kinder Morgan Inc.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KINDER MORGAN INC COMPANY GUAR 12/34 5.3</title>
        <cusip>49456BAG6</cusip>
        <identifiers>
          <isin value="US49456BAG68"/>
          <ticker value="KMI"/>
        </identifiers>
        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215246.21</valUSD>
        <pctVal>0.0572856513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</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>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3</title>
        <cusip>50077LAD8</cusip>
        <identifiers>
          <isin value="US50077LAD82"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>662000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>619512.44</valUSD>
        <pctVal>0.1648771126</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>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>BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A</title>
        <cusip>05609VAA3</cusip>
        <identifiers>
          <isin value="US05609VAA35"/>
          <ticker value="BX"/>
        </identifiers>
        <balance>535000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>515349.77</valUSD>
        <pctVal>0.1371552475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.017870000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ball Corporation</name>
        <lei>0BGI85ALH27ZJP15DY16</lei>
        <title>BALL CORP COMPANY GUAR 03/28 6.875</title>
        <cusip>058498AY2</cusip>
        <identifiers>
          <isin value="US058498AY23"/>
          <ticker value="BALL"/>
        </identifiers>
        <balance>1120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1150430.4</valUSD>
        <pctVal>0.3061756800</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>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>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 09/25 VAR</title>
        <cusip>06051GJG5</cusip>
        <identifiers>
          <isin value="US06051GJG55"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>570632.93</valUSD>
        <pctVal>0.1518683142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.981000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Becle S.A.B. de C.V.</name>
        <lei>N/A</lei>
        <title>BECLE SAB DE CV SR UNSECURED 144A 10/31 2.5</title>
        <cusip>07586PAA9</cusip>
        <identifiers>
          <isin value="US07586PAA93"/>
          <ticker value="JBYCMX"/>
        </identifiers>
        <balance>795000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>617715</valUSD>
        <pctVal>0.1643987417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-14</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>Liberty Media Corporation</name>
        <lei>N/A</lei>
        <title>LIBERTY MEDIA CORP SR UNSECURED 144A 12/50 0.5</title>
        <cusip>531229AK8</cusip>
        <identifiers>
          <isin value="US531229AK88"/>
          <ticker value="LMCA"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498628.08</valUSD>
        <pctVal>0.1327049350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</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>Liberty Media Corp.</name>
              <title>Liberty Media Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US5380341090"/>
                <ticker value="LYV"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000002145888"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="11.098300000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </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>10850</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>543368</valUSD>
        <pctVal>0.1446120225</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>Becton Dickinson Euro Finance Sarl</name>
        <lei>N/A</lei>
        <title>BECTON DICKINSON EURO FINANCE COMPANY GUAR 06/26 1.208</title>
        <cusip>07589LAC1</cusip>
        <identifiers>
          <isin value="XS2002532724"/>
          <ticker value="BDX"/>
        </identifiers>
        <balance>745000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>730280.82</valUSD>
        <pctVal>0.1943570221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.208000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Berkshire Hathaway Finance Corporation</name>
        <lei>N/A</lei>
        <title>BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 06/39 2.375</title>
        <cusip>084664CS8</cusip>
        <identifiers>
          <isin value="XS2014278944"/>
          <ticker value="BRK"/>
        </identifiers>
        <balance>610000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.827164"/>
        <valUSD>521784.83</valUSD>
        <pctVal>0.1388678752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-19</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>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="22ILKBB60BC"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>-26417</valUSD>
        <pctVal>-0.0070306234</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>UBS AG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1465000.000000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1947699.920000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-26417.000000000000</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="22ILKBBK2V4"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>-29154.28</valUSD>
        <pctVal>-0.0077591235</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>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1465000.000000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1943993.910000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-29154.280000000000</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="22IOKBBJLB0"/>
        </identifiers>
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        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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        <pctVal>-0.0008955189</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
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        <lei>N/A</lei>
        <title>SOLD CAD/BOUGHT USD</title>
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          <other otherDesc="TRADE ID" value="22IOKBBS39J"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
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      <invstOrSec>
        <name>SOLD CAD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD CAD/BOUGHT USD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="TRADE ID" value="22IOKBBSDH9"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
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            <amtCurSold>2759905.590000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>2051000.000000000000</amtCurPur>
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      <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="22KFKBCHXX3"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1999843.370000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1490625.000000000000</amtCurPur>
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        <securityLending>
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      </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="22IOKBBSFNF"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1181895.310000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>879000.000000000000</amtCurPur>
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        <securityLending>
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      <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="22IOKBBSFNG"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1966397.130000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1465000.000000000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </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="22KFKBCHXX6"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>728149.570000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>542314.620000000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>4498.920000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </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="22KIKBBTK7F"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1980029.980000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1490625.000000000000</amtCurPur>
            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </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="22IOKBBTFD3"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13720.03</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2136171.380000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1591509.190000000000</amtCurPur>
            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
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      </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="22IPKBBBCB2"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2408242.570000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1788212.580000000000</amtCurPur>
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        <securityLending>
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      </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="22KMKBBZWLH"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</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>995295.190000000000</amtCurSold>
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        <securityLending>
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      </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="22KOKBBXGH7"/>
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        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
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            <amtCurSold>1990590.370000000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      </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="22KQKBBHPWQ"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
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            <amtCurSold>995295.190000000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      </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="22KQKBBSL55"/>
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        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
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            <amtCurSold>995295.190000000000</amtCurSold>
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        <securityLending>
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      </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="22IRKBB02PJ"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="N/A"/>
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        <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>
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            <amtCurSold>684308.000000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3727425.680000000000</amtCurPur>
            <curPur>BRL</curPur>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CAD/SOLD USD</name>
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        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
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        <lei>N/A</lei>
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          <other otherDesc="TRADE ID" value="22LIKBB2NZ3"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK USA</counterpartyName>
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      <invstOrSec>
        <name>SOLD CAD/BOUGHT USD</name>
        <lei>N/A</lei>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
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            <amtCurSold>620881.350000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>458577.140000000000</amtCurPur>
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        <securityLending>
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      </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="22IRKBB5P28"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
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            <amtCurSold>1465000.000000000000</amtCurSold>
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      </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="22ISKBB85WX"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS BANK USA</counterpartyName>
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            <amtCurSold>1482500.000000000000</amtCurSold>
            <curSold>USD</curSold>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLD CAD/BOUGHT USD</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LIKBB3D6H"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
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            <amtCurSold>1242058.950000000000</amtCurSold>
            <curSold>CAD</curSold>
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        </derivativeInfo>
        <securityLending>
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      </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="22ISKBBK822"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>-0.0029236583</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1998339.110000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1465000.000000000000</amtCurPur>
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            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-10985.410000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </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="22ISKBBLBSW"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12937.88</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2000982.560000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1465000.000000000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </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="22JUKBBZBJF"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</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>543350.890000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>742407.490000000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </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="22KLKBCCQBD"/>
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        <balance>1</balance>
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        <currencyConditional curCd="BRL" exchangeRt="N/A"/>
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        <invCountry>BR</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
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            <amtCurSold>41731.360000000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT AUD/SOLD USD</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="TRADE ID" value="22KMKBBTS94"/>
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        <currencyConditional curCd="AUD" exchangeRt="N/A"/>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN SACHS BANK USA</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CAD/SOLD USD</name>
        <lei>N/A</lei>
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        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT COP/SOLD USD</name>
        <lei>N/A</lei>
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          <other otherDesc="TRADE ID" value="22KUKBB1K1L"/>
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        <currencyConditional curCd="COP" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK N.A.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT COP/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT COP/SOLD USD</title>
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          <other otherDesc="TRADE ID" value="22LAKBB05BB"/>
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        <currencyConditional curCd="COP" exchangeRt="N/A"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK N.A.</counterpartyName>
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      </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="22LCKBB8H7D"/>
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        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1990681.330000000000</amtCurSold>
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            <amtCurPur>2699543.040000000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>25427.780000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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="22LEKBBSZJP"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
        <valUSD>29667.88</valUSD>
        <pctVal>0.0078958130</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>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1990681.330000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2705220.470000000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>29667.880000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </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="22LKKBB0C8C"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="N/A"/>
        <valUSD>28480.02</valUSD>
        <pctVal>0.0075796758</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>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1990163.670000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2702936.810000000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>28480.020000000000</unrealizedAppr>
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        <securityLending>
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          <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="22IKKBBH6Q4"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-136984.18</valUSD>
        <pctVal>-0.0364569855</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>BANK OF AMERICA N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2191666.660000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2211313.420000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-136984.180000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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="22IKKBBH6Q5"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-133975.46</valUSD>
        <pctVal>-0.0356562445</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>BANK OF AMERICA N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2191666.670000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2214322.150000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-133975.460000000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </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="22JNKBBWFVD"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14205.61</valUSD>
        <pctVal>-0.0037806827</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>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>297500.000000000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>188461.880000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-14205.610000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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="22LCKBCBQGJ"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="N/A"/>
        <valUSD>14173.17</valUSD>
        <pctVal>0.0037720491</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 CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>744358.500000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14818087.580000000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>14173.170000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>2020 Cash Mandatory Exchangeable Trust</name>
        <lei>N/A</lei>
        <title>2020 CASH MANDATORY EXCHANGEAB PREFERRED STOCK 06/23 5.25</title>
        <cusip>901375105</cusip>
        <identifiers>
          <isin value="US9013751055"/>
          <ticker value="CSHZZM"/>
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        <balance>1080</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1235541.6</valUSD>
        <pctVal>0.3288271847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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"/>
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        <balance>945000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>795932.28</valUSD>
        <pctVal>0.2118295093</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"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="12.370100000000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Airlines Inc.</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES INC 2021 TERM LOAN B</title>
        <cusip>90932RAJ3</cusip>
        <identifiers>
          <isin value="US90932RAJ32"/>
          <ticker value="UAL"/>
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        <balance>1549382.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1527009.71</valUSD>
        <pctVal>0.4063985413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.108</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>United Rentals (North America) Inc.</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>UNITED RENTALS NORTH AMERICA I COMPANY GUAR 02/31 3.875</title>
        <cusip>911363AM1</cusip>
        <identifiers>
          <isin value="US911363AM11"/>
          <ticker value="URI"/>
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        <balance>1120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>938884.8</valUSD>
        <pctVal>0.2498749095</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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Rentals (North America) Inc.</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875</title>
        <cusip>911365BG8</cusip>
        <identifiers>
          <isin value="US911365BG81"/>
          <ticker value="URI"/>
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        <balance>530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>502254.5</valUSD>
        <pctVal>0.1336700709</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>4.875000000000</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>United Rentals (North America) Inc.</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>UNITED RENTALS NORTH AMERICA I COMPANY GUAR 07/30 4</title>
        <cusip>911365BN3</cusip>
        <identifiers>
          <isin value="US911365BN33"/>
          <ticker value="URI"/>
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        <balance>660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>564165.74</valUSD>
        <pctVal>0.1501471355</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>4.000000000000</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>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"/>
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        <balance>680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>692649.21</valUSD>
        <pctVal>0.1843417411</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>YUM! Brands Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC SR UNSECURED 03/31 3.625</title>
        <cusip>988498AN1</cusip>
        <identifiers>
          <isin value="US988498AN16"/>
          <ticker value="YUM"/>
        </identifiers>
        <balance>1795000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1505107.5</valUSD>
        <pctVal>0.4005694846</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>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>YUM! Brands Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC SR UNSECURED 01/32 4.625</title>
        <cusip>988498AP6</cusip>
        <identifiers>
          <isin value="US988498AP63"/>
          <ticker value="YUM"/>
        </identifiers>
        <balance>875000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>773435.95</valUSD>
        <pctVal>0.2058423334</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>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>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SR UNSECURED REGS 03/23 VAR</title>
        <cusip>AR7577182</cusip>
        <identifiers>
          <isin value="XS1795253134"/>
          <ticker value="C"/>
        </identifiers>
        <balance>535000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>572895.5</valUSD>
        <pctVal>0.1524704748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.563000000000</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>Nordea Eiendomskreditt AS</name>
        <lei>N/A</lei>
        <title>NORDEA EIENDOMSKREDITT AS COVERED 06/23 VAR</title>
        <cusip>AR7595333</cusip>
        <identifiers>
          <isin value="NO0010819717"/>
          <ticker value="NDASS"/>
        </identifiers>
        <balance>7000000</balance>
        <units>PA</units>
        <currencyConditional curCd="NOK" exchangeRt="9.7968"/>
        <valUSD>715269.27</valUSD>
        <pctVal>0.1903618465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.490000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nordic Investment Bank</name>
        <lei>N/A</lei>
        <title>NORDIC INVESTMENT BANK SR UNSECURED 04/24 1.875</title>
        <cusip>AS0407740</cusip>
        <identifiers>
          <isin value="XS1805263743"/>
          <ticker value="NIB"/>
        </identifiers>
        <balance>3920000</balance>
        <units>PA</units>
        <currencyConditional curCd="NOK" exchangeRt="9.7968"/>
        <valUSD>392578.31</valUSD>
        <pctVal>0.1044808369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</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>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EUROPEAN INVESTMENT BANK SR UNSECURED REGS 06/23 VAR</title>
        <cusip>AT1557434</cusip>
        <identifiers>
          <isin value="XS1848770407"/>
          <ticker value="EIB"/>
        </identifiers>
        <balance>550000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.827164"/>
        <valUSD>665648.65</valUSD>
        <pctVal>0.1771558089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.7923</annualizedRt>
          <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 Quebec Canada</name>
        <lei>549300WN65YFEQH74Y36</lei>
        <title>PROVINCE OF QUEBEC CANADA SR UNSECURED REGS 12/23 1.5</title>
        <cusip>AT4771354</cusip>
        <identifiers>
          <isin value="XS1855517097"/>
          <ticker value="Q"/>
        </identifiers>
        <balance>497000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.827164"/>
        <valUSD>587178.62</valUSD>
        <pctVal>0.1562717860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</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>The Goldman Sachs Group Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 11/28 2</title>
        <cusip>AT7436534</cusip>
        <identifiers>
          <isin value="XS1861206636"/>
          <ticker value="GS"/>
        </identifiers>
        <balance>328000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>312279.17</valUSD>
        <pctVal>0.0831100145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</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>Indonesia Treasury Bond</name>
        <lei>N/A</lei>
        <title>INDONESIA TREASURY BOND BONDS 05/24 8.125</title>
        <cusip>AU6526555</cusip>
        <identifiers>
          <isin value="IDG000012808"/>
          <ticker value="INDOGB"/>
        </identifiers>
        <balance>3514000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15567.5"/>
        <valUSD>232794.44</valUSD>
        <pctVal>0.0619559393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</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>BMW Finance NV</name>
        <lei>N/A</lei>
        <title>BMW FINANCE NV COMPANY GUAR REGS 11/24 1</title>
        <cusip>AV5771762</cusip>
        <identifiers>
          <isin value="XS1910245676"/>
          <ticker value="BMW"/>
        </identifiers>
        <balance>410000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>422007.5</valUSD>
        <pctVal>0.1123131250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-14</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>Ireland Government Bonds</name>
        <lei>N/A</lei>
        <title>IRELAND GOVERNMENT BOND UNSECURED REGS 05/29 1.1</title>
        <cusip>AW5784847</cusip>
        <identifiers>
          <isin value="IE00BH3SQ895"/>
          <ticker value="IRISH"/>
        </identifiers>
        <balance>315000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>301966.5</valUSD>
        <pctVal>0.0803653993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</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>REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/29 0</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/29 0</title>
        <cusip>AW9459495</cusip>
        <identifiers>
          <isin value="AT0000A269M8"/>
          <ticker value="RAGB"/>
        </identifiers>
        <balance>755000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>695597.77</valUSD>
        <pctVal>0.1851264712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-20</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>Nordea Eiendomskreditt AS</name>
        <lei>N/A</lei>
        <title>NORDEA EIENDOMSKREDITT AS COVERED 06/24 VAR</title>
        <cusip>AX3200455</cusip>
        <identifiers>
          <isin value="NO0010843626"/>
          <ticker value="NDASS"/>
        </identifiers>
        <balance>12000000</balance>
        <units>PA</units>
        <currencyConditional curCd="NOK" exchangeRt="9.7968"/>
        <valUSD>1227364.04</valUSD>
        <pctVal>0.3266508079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.560000000000</annualizedRt>
          <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 SR UNSECURED 06/24 0.8</title>
        <cusip>14040HCB9</cusip>
        <identifiers>
          <isin value="XS2009011771"/>
          <ticker value="COF"/>
        </identifiers>
        <balance>155000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>157727.3</valUSD>
        <pctVal>0.0419775619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.800000000000</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>CEMEX S.A.B de C.V</name>
        <lei>549300RIG2CXWN6IV731</lei>
        <title>CEMEX SAB DE CV SR SECURED 144A 07/31 3.875</title>
        <cusip>151290BZ5</cusip>
        <identifiers>
          <isin value="US151290BZ57"/>
          <ticker value="CEMEX"/>
        </identifiers>
        <balance>1355000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1143667.29</valUSD>
        <pctVal>0.3043757452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-11</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>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP SR UNSECURED 02/30 3.375</title>
        <cusip>15135BAV3</cusip>
        <identifiers>
          <isin value="US15135BAV36"/>
          <ticker value="CNC"/>
        </identifiers>
        <balance>1765000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1492078.05</valUSD>
        <pctVal>0.3971018252</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>3.375000000000</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>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP SR UNSECURED 10/30 3</title>
        <cusip>15135BAW1</cusip>
        <identifiers>
          <isin value="US15135BAW19"/>
          <ticker value="CNC"/>
        </identifiers>
        <balance>1795000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1471449.87</valUSD>
        <pctVal>0.3916118390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP SR UNSECURED 03/31 2.5</title>
        <cusip>15135BAX9</cusip>
        <identifiers>
          <isin value="US15135BAX91"/>
          <ticker value="CNC"/>
        </identifiers>
        <balance>905000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>708138.16</valUSD>
        <pctVal>0.1884639720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</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>Cenovus Energy Inc.</name>
        <lei>N/A</lei>
        <title>CENOVUS ENERGY INC SR UNSECURED 11/39 6.75</title>
        <cusip>15135UAF6</cusip>
        <identifiers>
          <isin value="US15135UAF66"/>
          <ticker value="CVECN"/>
        </identifiers>
        <balance>1806000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1873837.51</valUSD>
        <pctVal>0.4987033322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-15</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>Cenovus Energy Inc.</name>
        <lei>N/A</lei>
        <title>CENOVUS ENERGY INC SR UNSECURED 06/37 5.25</title>
        <cusip>15135UAP4</cusip>
        <identifiers>
          <isin value="US15135UAP49"/>
          <ticker value="CVECN"/>
        </identifiers>
        <balance>194000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176727.04</valUSD>
        <pctVal>0.0470341549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>Cenovus Energy Inc.</name>
        <lei>N/A</lei>
        <title>CENOVUS ENERGY INC SR UNSECURED 06/47 5.4</title>
        <cusip>15135UAR0</cusip>
        <identifiers>
          <isin value="US15135UAR05"/>
          <ticker value="CVECN"/>
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        <balance>777000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>694977.7</valUSD>
        <pctVal>0.1849614457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</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>Cenovus Energy Inc.</name>
        <lei>N/A</lei>
        <title>CENOVUS ENERGY INC SR UNSECURED 02/28 3.5</title>
        <cusip>15135UAT6</cusip>
        <identifiers>
          <isin value="CA15135UAT66"/>
          <ticker value="CVECN"/>
        </identifiers>
        <balance>510000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.354"/>
        <valUSD>355542.32</valUSD>
        <pctVal>0.0946240743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-07</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>Charter Communications Operating LLC/Charter Communications Operating Capital C</name>
        <lei>N/A</lei>
        <title>CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75</title>
        <cusip>161175BN3</cusip>
        <identifiers>
          <isin value="US161175BN35"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>646765.21</valUSD>
        <pctVal>0.1721301680</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>5.750000000000</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>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="22JCKBBTNTG"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-98586.42</valUSD>
        <pctVal>-0.0262378012</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 CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1465000.000000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1471112.130000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-98586.420000000000</unrealizedAppr>
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        </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="22JGKBB3P0J"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13962.07</valUSD>
        <pctVal>-0.0037158669</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1262598.060000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>918600.530000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-13962.070000000000</unrealizedAppr>
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        </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="22JGKBB3T43"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12624.1</valUSD>
        <pctVal>-0.0033597794</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>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1260786.580000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>918600.530000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-12624.100000000000</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 CAD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD CAD/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JGKBB4R87"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11899.48</valUSD>
        <pctVal>-0.0031669290</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>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1259805.500000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>918600.520000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-11899.480000000000</unrealizedAppr>
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        </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="22JGKBB78CX"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1796.03</valUSD>
        <pctVal>-0.0004779956</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>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>200885.010000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>146578.860000000000</amtCurPur>
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            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-1796.030000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </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="22JGKBCLRQV"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9169.68</valUSD>
        <pctVal>-0.0024404197</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>UBS AG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>682466.380000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>494904.140000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
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        <securityLending>
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      </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="22JIKBCHRC4"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19476.69</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1974481.030000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1438887.000000000000</amtCurPur>
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        <securityLending>
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      <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="22JIKBCHRDL"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19508.57</valUSD>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
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            <amtCurSold>1974524.200000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1438887.000000000000</amtCurPur>
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        <securityLending>
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      </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="22JKKBB0CJ5"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13817.42</valUSD>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CANADIAN IMPERIAL BANK OF COMMERCE</counterpartyName>
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            <amtCurSold>1237084.190000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>899900.480000000000</amtCurPur>
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      </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="22JKKBB2LVP"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN SACHS BANK USA</counterpartyName>
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            <amtCurSold>1234951.440000000000</amtCurSold>
            <curSold>CAD</curSold>
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        <securityLending>
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      </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="22JKKBB438W"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK N.A.</counterpartyName>
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            <amtCurSold>408274.130000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>297500.000000000000</amtCurPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </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="22JKKBBX64S"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17898.51</valUSD>
        <pctVal>-0.0047635115</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>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1242609.590000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>899900.490000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-17898.510000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </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="22JKKBBX77K"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16823.4</valUSD>
        <pctVal>-0.0044773816</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>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1241153.990000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>899900.480000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-16823.400000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </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="22JLKBBPQTD"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8434.97</valUSD>
        <pctVal>-0.0022448839</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>JPMORGAN CHASE BANK N.A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1229796.900000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>899900.490000000000</amtCurPur>
            <curPur>USD</curPur>
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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="22JQKBB6VXV"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-100727.1</valUSD>
        <pctVal>-0.0268075221</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>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1481900.000000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1487079.240000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-100727.100000000000</unrealizedAppr>
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        <securityLending>
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      </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="22KDKBBS1TW"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2938.25</valUSD>
        <pctVal>-0.0007819862</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>UBS AG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>751163.670000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>551875.800000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-2938.250000000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </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="22KDKBBVFRL"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>566.66</valUSD>
        <pctVal>0.0001508110</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>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1479597.720000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1093406.530000000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>566.660000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </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="22KDKBBVNRX"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1288.79</valUSD>
        <pctVal>0.0003429987</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>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>738437.560000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>546703.260000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>1288.790000000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </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="22KDKBBVS00"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>880.95</valUSD>
        <pctVal>0.0002344561</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>JPMORGAN CHASE BANK N.A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>738989.730000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>546703.260000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>880.950000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Burlington Stores Inc.</name>
        <lei>N/A</lei>
        <title>BURLINGTON STORES INC SR UNSECURED 144A 04/25 2.25</title>
        <cusip>122017AB2</cusip>
        <identifiers>
          <isin value="US122017AB26"/>
          <ticker value="BURL"/>
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        <balance>705000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>810750</valUSD>
        <pctVal>0.2157730990</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>2.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Burlington Stores, Inc.</name>
              <title>Burlington Stores, Inc.</title>
              <curCd>USD</curCd>
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                <isin value="US1220171060"/>
                <ticker value="BURL"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000030786651"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4.541800000000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A</title>
        <cusip>12434FAA5</cusip>
        <identifiers>
          <isin value="US12434FAA57"/>
          <ticker value="BX"/>
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        <balance>470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>453498.58</valUSD>
        <pctVal>0.1206941647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.239000000000</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>CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A</name>
        <lei>N/A</lei>
        <title>CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A</title>
        <cusip>12482HAA2</cusip>
        <identifiers>
          <isin value="US12482HAA23"/>
          <ticker value="CAMB"/>
        </identifiers>
        <balance>364300</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>358803.81</valUSD>
        <pctVal>0.0954920876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.388000000000</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>CCO Holdings LLC/CCO Holdings Capital Corp.</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/30 4.75</title>
        <cusip>1248EPCD3</cusip>
        <identifiers>
          <isin value="US1248EPCD32"/>
          <ticker value="CHTR"/>
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        <balance>1030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>888287.45</valUSD>
        <pctVal>0.2364089249</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>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>
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      </invstOrSec>
      <invstOrSec>
        <name>CCO Holdings LLC/CCO Holdings Capital Corp.</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 08/30 4.5</title>
        <cusip>1248EPCE1</cusip>
        <identifiers>
          <isin value="US1248EPCE15"/>
          <ticker value="CHTR"/>
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        <balance>735000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>607223.93</valUSD>
        <pctVal>0.1616066471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</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>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>1645000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1319479.18</valUSD>
        <pctVal>0.3511663420</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>
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        <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 06/33 4.5</title>
        <cusip>1248EPCL5</cusip>
        <identifiers>
          <isin value="US1248EPCL57"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391287.3</valUSD>
        <pctVal>0.1041372474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</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>CDW LLC / CDW FINANCE CORP COMPANY GUAR 04/28 4.25</name>
        <lei>N/A</lei>
        <title>CDW LLC / CDW FINANCE CORP COMPANY GUAR 04/28 4.25</title>
        <cusip>12513GBD0</cusip>
        <identifiers>
          <isin value="US12513GBD07"/>
          <ticker value="CDWC"/>
        </identifiers>
        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151854.45</valUSD>
        <pctVal>0.0404145609</pctVal>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CPPIB Capital Inc.</name>
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        <identifiers>
          <isin value="CA12593CAR21"/>
          <ticker value="CPPIBC"/>
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        <balance>635000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.354"/>
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        <pctVal>0.1076663265</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </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="22IUKBBJD9V"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
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        <pctVal>0.0527208826</pctVal>
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        <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>
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            <amtCurSold>1997817.940000000000</amtCurSold>
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            <unrealizedAppr>198094.460000000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </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="22JDKBB7TQK"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>15040.76</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1076400.940000000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2023-01-18</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT EUR/SOLD GBP</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JDKBBNSSV"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
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        <pctVal>0.0023974248</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1305642.670000000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1482123.570000000000</amtCurPur>
            <curPur>EUR</curPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT CAD/SOLD JPY</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JDKBCCDKB"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>-17020.41</valUSD>
        <pctVal>-0.0045298139</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>30776335.000000000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>295000.000000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-17020.410000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </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="22JIKBBTB42"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>26313.2</valUSD>
        <pctVal>0.0070029981</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>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>899671.200000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1253691.820000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>26313.200000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </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="22JIKBBTZT9"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>25871.3</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>899671.200000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1253093.540000000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>25871.300000000000</unrealizedAppr>
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        <securityLending>
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      </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="22JJKBBHTR3"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-122057.04</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
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            <amtCurSold>2827022.970000000000</amtCurSold>
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            <amtCurPur>1989258.350000000000</amtCurPur>
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        <securityLending>
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      </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="22JLKBBPHV8"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <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>
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            <amtCurSold>2803564.730000000000</amtCurSold>
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        <securityLending>
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      </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="22JQKBB0WLZ"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</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>2825209.980000000000</amtCurSold>
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            <amtCurPur>1992285.300000000000</amtCurPur>
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        <securityLending>
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      <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="22JQKBBJK6F"/>
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        <units>NC</units>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC BANK USA</counterpartyName>
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      <invstOrSec>
        <name>SOLD SGD/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD SGD/BOUGHT USD</title>
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        <identifiers>
          <other otherDesc="TRADE ID" value="22JRKBBSPLG"/>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC BANK USA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT COP/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT COP/SOLD USD</title>
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          <other otherDesc="TRADE ID" value="22LBKBBXWXC"/>
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        <currencyConditional curCd="COP" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
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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="22IUKBB3XZ4"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK N.A</counterpartyName>
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            <amtCurSold>2234804.000000000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Greenko Solar (Mauritius) Limited</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US39530VAA61"/>
          <ticker value="GRNKEN"/>
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        <balance>430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403340</valUSD>
        <pctVal>0.1073449544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</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>Greenko Wind Projects (Mauritius) Ltd</name>
        <lei>N/A</lei>
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        <cusip>39531JAA2</cusip>
        <identifiers>
          <isin value="US39531JAA25"/>
          <ticker value="GRNKEN"/>
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        <balance>775000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>723774.33</valUSD>
        <pctVal>0.1926253841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC COMPANY GUAR 02/25 5.375</title>
        <cusip>404119BR9</cusip>
        <identifiers>
          <isin value="US404119BR91"/>
          <ticker value="HCA"/>
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        <balance>1305000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1303420.04</valUSD>
        <pctVal>0.3468923606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</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>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC SR SECURED 06/29 4.125</title>
        <cusip>404119BX6</cusip>
        <identifiers>
          <isin value="US404119BX69"/>
          <ticker value="HCA"/>
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        <balance>1175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1072647.07</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</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>
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      </invstOrSec>
      <invstOrSec>
        <name>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC COMPANY GUAR 09/30 3.5</title>
        <cusip>404119CA5</cusip>
        <identifiers>
          <isin value="US404119CA57"/>
          <ticker value="HCA"/>
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        <balance>3693000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3185124.68</valUSD>
        <pctVal>0.8476894516</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>3.500000000000</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>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>1530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1271812.5</valUSD>
        <pctVal>0.3384803262</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>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>765000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>636040.13</valUSD>
        <pctVal>0.1692757939</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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MSCI Inc.</name>
        <lei>549300HTIN2PD78UB763</lei>
        <title>MSCI INC COMPANY GUAR 144A 11/31 3.625</title>
        <cusip>55354GAM2</cusip>
        <identifiers>
          <isin value="US55354GAM24"/>
          <ticker value="MSCI"/>
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        <balance>844000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>697971.12</valUSD>
        <pctVal>0.1857581148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</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>CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 A 144A</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 A 144A</title>
        <cusip>12653VAA4</cusip>
        <identifiers>
          <isin value="US12653VAA44"/>
          <ticker value="CSMC"/>
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        <balance>1035000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1023580.53</valUSD>
        <pctVal>0.2724158409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.298000000000</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 EUR/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD EUR/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22IHKBB3ZV9"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-753909.43</valUSD>
        <pctVal>-0.2006455431</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>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>12437755.580000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>12572730.100000000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-753909.430000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </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="22IUKBBVFRN"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
        <valUSD>95098.27</valUSD>
        <pctVal>0.0253094646</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>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1055303.700000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>150718474.000000000000</amtCurPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT EUR/SOLD GBP</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JAKBB0TPJ"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
        <valUSD>16733.68</valUSD>
        <pctVal>0.0044535035</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 CAPITAL SERVICES INC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT EUR/SOLD GBP</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JFKBBPXDR"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
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            <amtCurSold>1306209.140000000000</amtCurSold>
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            <amtCurPur>1482123.570000000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT AUD/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT AUD/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JOKBBR5TP"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="N/A"/>
        <valUSD>17187.22</valUSD>
        <pctVal>0.0045742087</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>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
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            <amtCurSold>185480.270000000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT AUD/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT AUD/SOLD USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JOKBBWGM5"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="N/A"/>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>AUSTRALIA AND NEW ZEALAND BANKING GROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BOUGHT AUD/SOLD USD</name>
        <lei>N/A</lei>
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          <other otherDesc="TRADE ID" value="22JPKBB78HZ"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="N/A"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
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        <securityLending>
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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="22LCKBB3R74"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="N/A"/>
        <valUSD>-20429.79</valUSD>
        <pctVal>-0.0054371867</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>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1821285.870000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1489055.300000000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-20429.790000000000</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="22LCKBB7CL9"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="N/A"/>
        <valUSD>-11967.69</valUSD>
        <pctVal>-0.0031850824</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>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1337397.760000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1095944.700000000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-11967.690000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT AUD/SOLD NZD</name>
        <lei>N/A</lei>
        <title>BOUGHT AUD/SOLD NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LOKBBVHD9"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="N/A"/>
        <valUSD>15942.3</valUSD>
        <pctVal>0.0042428856</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>JPMORGAN CHASE BANK N.A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2915031.980000000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>2740657.640000000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>15942.300000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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="22LRKBB3K3P"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
        <valUSD>14547.68</valUSD>
        <pctVal>0.0038717212</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>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>902755.910000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>120179381.000000000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>14547.680000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ecopetrol S.A.</name>
        <lei>N/A</lei>
        <title>ECOPETROL SA SR UNSECURED 04/30 6.875</title>
        <cusip>279158AN9</cusip>
        <identifiers>
          <isin value="US279158AN94"/>
          <ticker value="ECOPET"/>
        </identifiers>
        <balance>470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>426211.29</valUSD>
        <pctVal>0.1134319221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-29</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>Prudential Financial Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRUDENTIAL FINANCIAL INC JR SUBORDINA 06/43 VAR</title>
        <cusip>744320AM4</cusip>
        <identifiers>
          <isin value="US744320AM42"/>
          <ticker value="PRU"/>
        </identifiers>
        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402825</valUSD>
        <pctVal>0.1072078922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-15</maturityDt>
          <couponKind>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>Indonesia Asahan Aluminium (Persero) PT</name>
        <lei>N/A</lei>
        <title>INDONESIA ASAHAN ALUMINIUM PER SR UNSECURED 144A 05/25 4.75</title>
        <cusip>74445PAE2</cusip>
        <identifiers>
          <isin value="US74445PAE25"/>
          <ticker value="IDASAL"/>
        </identifiers>
        <balance>1090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1071947.95</valUSD>
        <pctVal>0.2852883517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</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>QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817</name>
        <lei>N/A</lei>
        <title>QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817</title>
        <cusip>74727PBB6</cusip>
        <identifiers>
          <isin value="US74727PBB67"/>
          <ticker value="QATAR"/>
        </identifiers>
        <balance>710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>690475</valUSD>
        <pctVal>0.1837630966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.817000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QatarEnergy Trading LLC</name>
        <lei>N/A</lei>
        <title>QATAR PETROLEUM SR UNSECURED 144A 07/31 2.25</title>
        <cusip>74730DAC7</cusip>
        <identifiers>
          <isin value="US74730DAC74"/>
          <ticker value="QPETRO"/>
        </identifiers>
        <balance>935000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>773563.03</valUSD>
        <pctVal>0.2058761545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-12</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>Province of Quebec Canada</name>
        <lei>549300WN65YFEQH74Y36</lei>
        <title>PROVINCE OF QUEBEC CANADA UNSECURED 09/23 3</title>
        <cusip>74814ZEP4</cusip>
        <identifiers>
          <isin value="CA74814ZEP41"/>
          <ticker value="Q"/>
        </identifiers>
        <balance>650000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.354"/>
        <valUSD>475032.87</valUSD>
        <pctVal>0.1264253031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</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>Rede D'or Finance Sarl</name>
        <lei>N/A</lei>
        <title>REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5</title>
        <cusip>75735GAA6</cusip>
        <identifiers>
          <isin value="US75735GAA67"/>
          <ticker value="RDEDOR"/>
        </identifiers>
        <balance>367000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>315763.03</valUSD>
        <pctVal>0.0840372094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-22</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>Rede D'or Finance Sarl</name>
        <lei>N/A</lei>
        <title>REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/28 4.95</title>
        <cusip>75735KAA7</cusip>
        <identifiers>
          <isin value="US75735KAA79"/>
          <ticker value="RDEDOR"/>
        </identifiers>
        <balance>310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>286328.4</valUSD>
        <pctVal>0.0762034736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-17</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>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA JR SUBORDINA 12/99 VAR</title>
        <cusip>780086UF9</cusip>
        <identifiers>
          <isin value="CA780086UF96"/>
          <ticker value="RY"/>
        </identifiers>
        <balance>615000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.354"/>
        <valUSD>351363.04</valUSD>
        <pctVal>0.0935118002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-24</maturityDt>
          <couponKind>Variable</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>Royal Caribbean Cruises Ltd.</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 04/28 5.5</title>
        <cusip>780153BG6</cusip>
        <identifiers>
          <isin value="US780153BG60"/>
          <ticker value="RCL"/>
        </identifiers>
        <balance>1235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>985585.58</valUSD>
        <pctVal>0.2623038605</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>5.500000000000</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>264000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265116.72</valUSD>
        <pctVal>0.0705581946</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>SK hynix Inc.</name>
        <lei>N/A</lei>
        <title>SK HYNIX INC SR UNSECURED 144A 01/26 1.5</title>
        <cusip>78392BAB3</cusip>
        <identifiers>
          <isin value="US78392BAB36"/>
          <ticker value="HYUELE"/>
        </identifiers>
        <balance>485000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>420304.35</valUSD>
        <pctVal>0.1118598484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-19</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>SBA Tower Trust</name>
        <lei>N/A</lei>
        <title>SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599</title>
        <cusip>78403DAZ3</cusip>
        <identifiers>
          <isin value="US78403DAZ33"/>
          <ticker value="SBATOW"/>
        </identifiers>
        <balance>950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>951488.18</valUSD>
        <pctVal>0.2532291745</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>6.599000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SBA Senior Finance II LLC</name>
        <lei>N/A</lei>
        <title>SBA SR FIN II LLC TERM LOAN B</title>
        <cusip>78404XAH8</cusip>
        <identifiers>
          <isin value="US78404XAH89"/>
          <ticker value="SBAC"/>
        </identifiers>
        <balance>98235.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97799.01</valUSD>
        <pctVal>0.0260282399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-11</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>SBA Communications Corporation</name>
        <lei>N/A</lei>
        <title>SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875</title>
        <cusip>78410GAD6</cusip>
        <identifiers>
          <isin value="US78410GAD60"/>
          <ticker value="SBAC"/>
        </identifiers>
        <balance>2400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2168432.4</valUSD>
        <pctVal>0.5771068504</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>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>SBA Communications Corporation</name>
        <lei>N/A</lei>
        <title>SBA COMMUNICATIONS CORP SR UNSECURED 02/29 3.125</title>
        <cusip>78410GAG9</cusip>
        <identifiers>
          <isin value="US78410GAG91"/>
          <ticker value="SBAC"/>
        </identifiers>
        <balance>955000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>794072.95</valUSD>
        <pctVal>0.2113346670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>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>St. Marys Cement Inc. Canada</name>
        <lei>N/A</lei>
        <title>ST MARYS CEMENT INC CANADA COMPANY GUAR 144A 01/27 5.75</title>
        <cusip>78478EAA6</cusip>
        <identifiers>
          <isin value="US78478EAA64"/>
          <ticker value="VOTORA"/>
        </identifiers>
        <balance>830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>830423.3</valUSD>
        <pctVal>0.2210089533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-28</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>Sealed Air Corporation</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
        <title>SEALED AIR CORP COMPANY GUAR 144A 04/29 5</title>
        <cusip>81211KBA7</cusip>
        <identifiers>
          <isin value="US81211KBA79"/>
          <ticker value="SEE"/>
        </identifiers>
        <balance>425000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399500</valUSD>
        <pctVal>0.1063229763</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>5.000000000000</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>Shinhan Financial Group Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SHINHAN FINANCIAL GROUP CO LTD JR SUBORDINA 144A 12/99 VAR</title>
        <cusip>824596AA8</cusip>
        <identifiers>
          <isin value="US824596AA84"/>
          <ticker value="SHINFN"/>
        </identifiers>
        <balance>880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>746240</valUSD>
        <pctVal>0.1986044001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.875000000000</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>SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75</name>
        <lei>N/A</lei>
        <title>SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75</title>
        <cusip>82883AAA5</cusip>
        <identifiers>
          <isin value="US82883AAA51"/>
          <ticker value="SIMHBZ"/>
        </identifiers>
        <balance>2602000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975"/>
        <valUSD>355058.35</valUSD>
        <pctVal>0.0944952704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-12</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>Sirius XM Radio Inc.</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>SIRIUS XM RADIO INC COMPANY GUAR 144A 07/30 4.125</title>
        <cusip>82967NBG2</cusip>
        <identifiers>
          <isin value="US82967NBG25"/>
          <ticker value="SIRI"/>
        </identifiers>
        <balance>1160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>957243.6</valUSD>
        <pctVal>0.2547609227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</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>Berkshire Hathaway Inc.</name>
        <lei>5493000C01ZX7D35SD85</lei>
        <title>BERKSHIRE HATHAWAY INC SR UNSECURED 03/25 0.00000</title>
        <cusip>084670CH9</cusip>
        <identifiers>
          <isin value="XS2133056114"/>
          <ticker value="BRK"/>
        </identifiers>
        <balance>975000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>966158.52</valUSD>
        <pctVal>0.2571335405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-12</maturityDt>
          <couponKind>Fixed</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>Berry Global Inc.</name>
        <lei>549300AP2Q7ERHX6RI89</lei>
        <title>BERRY GLOBAL INC SECURED 144A 07/27 5.625</title>
        <cusip>085770AB1</cusip>
        <identifiers>
          <isin value="US085770AB14"/>
          <ticker value="BERY"/>
        </identifiers>
        <balance>590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>575568.47</valUSD>
        <pctVal>0.1531818593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</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>BNP Paribas</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS SA SR UNSECURED 144A 06/26 VAR</title>
        <cusip>09659W2L7</cusip>
        <identifiers>
          <isin value="US09659W2L77"/>
          <ticker value="BNP"/>
        </identifiers>
        <balance>990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>908956.8</valUSD>
        <pctVal>0.2419098681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.219000000000</annualizedRt>
          <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 EUR/BOUGHT USD</name>
        <lei>N/A</lei>
        <title>SOLD EUR/BOUGHT USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22JBKBCLVWM"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-93857.55</valUSD>
        <pctVal>-0.0249792592</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>UBS AG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1465000.000000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1475841.000000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-93857.550000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liberty Broadband Corporation</name>
        <lei>N/A</lei>
        <title>LIBERTY BROADBAND CORP SR UNSECURED 144A 09/50 1.25</title>
        <cusip>530307AC1</cusip>
        <identifiers>
          <isin value="US530307AC10"/>
          <ticker value="LBRDA"/>
        </identifiers>
        <balance>1205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1162825</valUSD>
        <pctVal>0.3094743803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Liberty Broadband Corp.</name>
              <title>Liberty Broadband Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US16119P1084"/>
                <ticker value="CHTR"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000008058323"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1.111100000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A</name>
        <lei>N/A</lei>
        <title>LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A</title>
        <cusip>53218DAA6</cusip>
        <identifiers>
          <isin value="US53218DAA63"/>
          <ticker value="LIFE"/>
        </identifiers>
        <balance>1155000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1126063.9</valUSD>
        <pctVal>0.2996907769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.630850000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIFE MORTGAGE TRUST US LIFE 2022 BMR2 B 144A</name>
        <lei>N/A</lei>
        <title>LIFE MORTGAGE TRUST US LIFE 2022 BMR2 B 144A</title>
        <cusip>53218DAE8</cusip>
        <identifiers>
          <isin value="US53218DAE85"/>
          <ticker value="LIFE"/>
        </identifiers>
        <balance>1090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1055866.65</valUSD>
        <pctVal>0.2810084727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.129520000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIFE MORTGAGE TRUST US LIFE 2022 BMR2 D 144A</name>
        <lei>N/A</lei>
        <title>LIFE MORTGAGE TRUST US LIFE 2022 BMR2 D 144A</title>
        <cusip>53218DAJ7</cusip>
        <identifiers>
          <isin value="US53218DAJ72"/>
          <ticker value="LIFE"/>
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        <balance>880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>842667.94</valUSD>
        <pctVal>0.2242677433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.877520000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MC Brazil Downstream Trading S.a r.l.</name>
        <lei>N/A</lei>
        <title>MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25</title>
        <cusip>55292WAA8</cusip>
        <identifiers>
          <isin value="US55292WAA80"/>
          <ticker value="MCBRAC"/>
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        <balance>955000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>787495.77</valUSD>
        <pctVal>0.2095842155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.250000000000</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>MGM Resorts International</name>
        <lei>54930066VBP7DZEGGJ87</lei>
        <title>MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75</title>
        <cusip>552953CH2</cusip>
        <identifiers>
          <isin value="US552953CH22"/>
          <ticker value="MGM"/>
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        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91649.68</valUSD>
        <pctVal>0.0243916565</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>4.750000000000</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>Marriott Vacations Worldwide Corporation</name>
        <lei>549300WA6BT5H4F7IO94</lei>
        <title>MARRIOTT VACATIONS WORLDWIDE C COMPANY GUAR 144A 12/27 3.25</title>
        <cusip>57164YAE7</cusip>
        <identifiers>
          <isin value="US57164YAE77"/>
          <ticker value="VAC"/>
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        <balance>755000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>745562.5</valUSD>
        <pctVal>0.1984240902</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>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Marriott Vacations Worldwide, Corp.</name>
              <title>Marriott Vacations Worldwide, Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US57164Y1073"/>
                <ticker value="VAC"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000016777886"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.272900000000" 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>
        <name>Match Group Holdings II LLC</name>
        <lei>N/A</lei>
        <title>MATCH GROUP INC SR UNSECURED 144A 08/30 4.125</title>
        <cusip>57665RAL0</cusip>
        <identifiers>
          <isin value="US57665RAL06"/>
          <ticker value="MTCH"/>
        </identifiers>
        <balance>705000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>575539.26</valUSD>
        <pctVal>0.1531740854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-01</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>Medco Oak Tree Pte. Ltd.</name>
        <lei>N/A</lei>
        <title>MEDCO OAK TREE PTE LTD SR SECURED 144A 05/26 7.375</title>
        <cusip>58405FAA3</cusip>
        <identifiers>
          <isin value="US58405FAA30"/>
          <ticker value="MEDCIJ"/>
        </identifiers>
        <balance>1180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1121484.56</valUSD>
        <pctVal>0.2984720308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-14</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>METRONET INFRASTRUCTURE ISSUER MNET 2022 1A A2 144A</name>
        <lei>N/A</lei>
        <title>METRONET INFRASTRUCTURE ISSUER MNET 2022 1A A2 144A</title>
        <cusip>59170JAA6</cusip>
        <identifiers>
          <isin value="US59170JAA60"/>
          <ticker value="MNET"/>
        </identifiers>
        <balance>665000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>631756.98</valUSD>
        <pctVal>0.1681358759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-20</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>Mileage Plus Holdings LLC</name>
        <lei>N/A</lei>
        <title>MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B</title>
        <cusip>59921PAB2</cusip>
        <identifiers>
          <isin value="US59921PAB22"/>
          <ticker value="UAL"/>
        </identifiers>
        <balance>751500</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>771978.38</valUSD>
        <pctVal>0.2054544156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.996</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Millicom International Cellular S.A.</name>
        <lei>549300CTHC1CP86P2G96</lei>
        <title>MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 04/31 4.5</title>
        <cusip>600814AR8</cusip>
        <identifiers>
          <isin value="US600814AR85"/>
          <ticker value="TIGO"/>
        </identifiers>
        <balance>530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>445792.57</valUSD>
        <pctVal>0.1186432863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-27</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>Morgan Stanley Mortgage Loan Trust 2004-9</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY MORTGAGE LOAN T MSM 2004 9 1A</title>
        <cusip>61748HFT3</cusip>
        <identifiers>
          <isin value="US61748HFT32"/>
          <ticker value="MSM"/>
        </identifiers>
        <balance>74080.47</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73402.17</valUSD>
        <pctVal>0.0195352620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.369723000000</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>Movida Europe S.A.</name>
        <lei>N/A</lei>
        <title>MOVIDA EUROPE SA COMPANY GUAR 144A 02/31 5.25</title>
        <cusip>62459LAA7</cusip>
        <identifiers>
          <isin value="US62459LAA70"/>
          <ticker value="MOVIBZ"/>
        </identifiers>
        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176194.38</valUSD>
        <pctVal>0.0468923927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-08</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>MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A</name>
        <lei>N/A</lei>
        <title>MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A</title>
        <cusip>62848BAA9</cusip>
        <identifiers>
          <isin value="US62848BAA98"/>
          <ticker value="MVWOT"/>
        </identifiers>
        <balance>131735.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127584.92</valUSD>
        <pctVal>0.0339554654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-21</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NBM US Holdings Inc.</name>
        <lei>N/A</lei>
        <title>NBM US HOLDINGS INC COMPANY GUAR 144A 05/26 7</title>
        <cusip>62877VAA9</cusip>
        <identifiers>
          <isin value="US62877VAA98"/>
          <ticker value="MRFGBZ"/>
        </identifiers>
        <balance>205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203567.05</valUSD>
        <pctVal>0.0541773583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</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>Natura Cosmeticos S.A.</name>
        <lei>N/A</lei>
        <title>NATURA COSMETICOS SA COMPANY GUAR 144A 05/28 4.125</title>
        <cusip>63883KAB1</cusip>
        <identifiers>
          <isin value="US63883KAB17"/>
          <ticker value="NATURA"/>
        </identifiers>
        <balance>830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>677288.3</valUSD>
        <pctVal>0.1802535867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-03</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>Natura andCo Luxembourg Holdings S.a r.l.</name>
        <lei>N/A</lei>
        <title>NATURA andCO LUXEMBOURG HOLDINGS COMPANY GUAR 144A 04/29 6</title>
        <cusip>63884WAA6</cusip>
        <identifiers>
          <isin value="US63884WAA62"/>
          <ticker value="NATURA"/>
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        <balance>390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>341325.43</valUSD>
        <pctVal>0.0908403895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-19</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>News Corporation</name>
        <lei>549300ITS31QK8VRBQ14</lei>
        <title>NEWS CORP SR UNSECURED 144A 05/29 3.875</title>
        <cusip>65249BAA7</cusip>
        <identifiers>
          <isin value="US65249BAA70"/>
          <ticker value="NWSA"/>
        </identifiers>
        <balance>1685000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1461552.15</valUSD>
        <pctVal>0.3889776587</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>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>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>51700</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2594823</valUSD>
        <pctVal>0.6905864941</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>
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      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Inc.</name>
        <lei>N/A</lei>
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          <ticker value="NEE"/>
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        <balance>17400</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>878526</valUSD>
        <pctVal>0.2338110115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A3 144A</name>
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        <title>OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A3 144A</title>
        <cusip>67115YAC0</cusip>
        <identifiers>
          <isin value="US67115YAC03"/>
          <ticker value="OCCU"/>
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        <balance>605000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>606929.95</valUSD>
        <pctVal>0.1615284073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP SR UNSECURED 04/26 3.4</title>
        <cusip>674599CH6</cusip>
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          <isin value="US674599CH65"/>
          <ticker value="OXY"/>
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        <balance>238000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222713.26</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP SR UNSECURED 08/26 3.2</title>
        <cusip>674599CR4</cusip>
        <identifiers>
          <isin value="US674599CR48"/>
          <ticker value="OXY"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141487.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP SR UNSECURED 05/31 7.5</title>
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          <isin value="US674599DD43"/>
          <ticker value="OXY"/>
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        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>357937.45</valUSD>
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        <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>
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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>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625</title>
        <cusip>674599ED3</cusip>
        <identifiers>
          <isin value="US674599ED34"/>
          <ticker value="OXY"/>
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        <balance>1160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1198720.8</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</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>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="22JOKBBWGM7"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
        <valUSD>63527.6</valUSD>
        <pctVal>0.0169072428</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>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>463228.420000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>69012280.000000000000</amtCurPur>
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            <unrealizedAppr>63527.600000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT JPY/SOLD CAD</name>
        <lei>N/A</lei>
        <title>BOUGHT JPY/SOLD CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LKKBB47HV"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
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        <pctVal>0.0024161264</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>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>300000.000000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>30219660.000000000000</amtCurPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT AUD/SOLD NZD</name>
        <lei>N/A</lei>
        <title>BOUGHT AUD/SOLD NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LKKBBT4G5"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="N/A"/>
        <valUSD>11953.11</valUSD>
        <pctVal>0.0031812021</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>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
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            <amtCurPur>1496250.000000000000</amtCurPur>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/31 6.125</title>
        <cusip>674599EF8</cusip>
        <identifiers>
          <isin value="US674599EF81"/>
          <ticker value="OXY"/>
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        <balance>775000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>782121.96</valUSD>
        <pctVal>0.2081540291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TR 09/67 6.13</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TR 09/67 6.13</title>
        <cusip>924922AC1</cusip>
        <identifiers>
          <isin value="US924922AC10"/>
          <ticker value="VERUS"/>
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        <balance>300962.57</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291720.52</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Variable</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>
      <invstOrSec>
        <name>BOUGHT AUD/SOLD NZD</name>
        <lei>N/A</lei>
        <title>BOUGHT AUD/SOLD NZD</title>
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          <other otherDesc="TRADE ID" value="22LLKBBX6LF"/>
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        <balance>1</balance>
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        <currencyConditional curCd="AUD" exchangeRt="N/A"/>
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      <invstOrSec>
        <name>BOUGHT CAD/SOLD JPY</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD JPY</title>
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          <other otherDesc="TRADE ID" value="22LLKBCCD65"/>
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        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST 202 VERUS 2022 4 A2 144A</name>
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        <title>VERUS SECURITIZATION TRUST 202 VERUS 2022 4 A2 144A</title>
        <cusip>92538NAB3</cusip>
        <identifiers>
          <isin value="US92538NAB38"/>
          <ticker value="VERUS"/>
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      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST 202 VERUS 2022 INV1 A1 144A</name>
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        <title>VERUS SECURITIZATION TRUST 202 VERUS 2022 INV1 A1 144A</title>
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        <identifiers>
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          <couponKind>Variable</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>
      <invstOrSec>
        <name>BOUGHT CAD/SOLD JPY</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LLKBCDMLH"/>
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        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
        <valUSD>-6040.75</valUSD>
        <pctVal>-0.0016076859</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK N.A.</counterpartyName>
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            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-6040.750000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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="22LMKBB3C66"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
        <valUSD>29501.41</valUSD>
        <pctVal>0.0078515087</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>HSBC BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>761027.000000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>103570090.000000000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>29501.410000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT NZD/SOLD CAD</name>
        <lei>N/A</lei>
        <title>BOUGHT NZD/SOLD CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LMKBCPGL8"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="N/A"/>
        <valUSD>-12609.47</valUSD>
        <pctVal>-0.0033558858</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>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2583299.450000000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>2984858.420000000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-12609.470000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT AUD/SOLD NZD</name>
        <lei>N/A</lei>
        <title>BOUGHT AUD/SOLD NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LOKBBVFD3"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="N/A"/>
        <valUSD>9614.81</valUSD>
        <pctVal>0.0025588866</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>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1590014.000000000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>1496250.000000000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>9614.810000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT AUD/SOLD NZD</name>
        <lei>N/A</lei>
        <title>BOUGHT AUD/SOLD NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LOKBBVFG0"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="N/A"/>
        <valUSD>17513.84</valUSD>
        <pctVal>0.0046611354</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>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>2912557.160000000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>2740657.630000000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>17513.840000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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="22LPKBBVMJ7"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
        <valUSD>7254.03</valUSD>
        <pctVal>0.0019305884</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>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>902755.910000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>119223813.000000000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>7254.030000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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="22LRKBB3CFN"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
        <valUSD>24120.24</valUSD>
        <pctVal>0.0064193635</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>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1496781.420000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>199259027.000000000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>24120.240000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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 06/46 4.375</title>
        <cusip>50077LAB2</cusip>
        <identifiers>
          <isin value="US50077LAB27"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227528.83</valUSD>
        <pctVal>0.0605545492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</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>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 10/39 4.625</title>
        <cusip>50077LAX4</cusip>
        <identifiers>
          <isin value="US50077LAX47"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>1090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>956183.32</valUSD>
        <pctVal>0.2544787397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-01</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>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 05/27 3.875</title>
        <cusip>50077LBC9</cusip>
        <identifiers>
          <isin value="US50077LBC90"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>353496.82</valUSD>
        <pctVal>0.0940796847</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>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>Paramount Global</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>VIACOMCBS INC PREFERRED STOCK 04/24 5.75</title>
        <cusip>92556H305</cusip>
        <identifiers>
          <isin value="US92556H3057"/>
          <ticker value="VIAC"/>
        </identifiers>
        <balance>9700</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>240269</valUSD>
        <pctVal>0.0639452195</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>VICI Properties LP / VICI Note Co Inc</name>
        <lei>N/A</lei>
        <title>VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625</title>
        <cusip>92564RAB1</cusip>
        <identifiers>
          <isin value="US92564RAB15"/>
          <ticker value="VICI"/>
        </identifiers>
        <balance>385000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350350</valUSD>
        <pctVal>0.0932421896</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>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>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO COMPANY GUAR 03/31 4.25</title>
        <cusip>50077LBF2</cusip>
        <identifiers>
          <isin value="US50077LBF22"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>1525000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1425654.07</valUSD>
        <pctVal>0.3794237395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</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>Lcpr Senior Secured Financing Designated Activity Company</name>
        <lei>N/A</lei>
        <title>LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125</title>
        <cusip>50201DAD5</cusip>
        <identifiers>
          <isin value="US50201DAD57"/>
          <ticker value="LILAPR"/>
        </identifiers>
        <balance>785000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>650300.41</valUSD>
        <pctVal>0.1730710265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</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>VICI Properties LP / VICI Note Co Inc</name>
        <lei>N/A</lei>
        <title>VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125</title>
        <cusip>92564RAE5</cusip>
        <identifiers>
          <isin value="US92564RAE53"/>
          <ticker value="VICI"/>
        </identifiers>
        <balance>895000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>783272.68</valUSD>
        <pctVal>0.2084602819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</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>VICI Properties L.P.</name>
        <lei>N/A</lei>
        <title>VICI PROPERTIES LP SR UNSECURED 05/32 5.125</title>
        <cusip>925650AD5</cusip>
        <identifiers>
          <isin value="US925650AD55"/>
          <ticker value="VICI"/>
        </identifiers>
        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>694462.5</valUSD>
        <pctVal>0.1848243303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</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>Vertis Holdings Inc.</name>
        <lei>N/A</lei>
        <title>VERTIS HLDGS INC COM</title>
        <cusip>92599V931</cusip>
        <identifiers>
          <ticker value="92599V931"/>
        </identifiers>
        <balance>8371</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0.01</valUSD>
        <pctVal>0.0000000027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Virgin Media Finance plc</name>
        <lei>N/A</lei>
        <title>VIRGIN MEDIA FINANCE PLC SR UNSECURED 144A 07/30 5</title>
        <cusip>92769VAJ8</cusip>
        <identifiers>
          <isin value="US92769VAJ89"/>
          <ticker value="VMED"/>
        </identifiers>
        <balance>720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>577483.2</valUSD>
        <pctVal>0.1536914458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</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>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="22IKKBBPMZV"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-190114.77</valUSD>
        <pctVal>-0.0505971669</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>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2930000.000000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2949282.330000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-190114.770000000000</unrealizedAppr>
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        </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="22JQKBBX1P8"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-99178.51</valUSD>
        <pctVal>-0.0263953802</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>1481900.000000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1488627.830000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-99178.510000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Liberty Broadband Corporation</name>
        <lei>N/A</lei>
        <title>LIBERTY BROADBAND CORP SR UNSECURED 144A 09/50 2.75</title>
        <cusip>530307AA5</cusip>
        <identifiers>
          <isin value="US530307AA53"/>
          <ticker value="LBRDA"/>
        </identifiers>
        <balance>815000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>793770.67</valUSD>
        <pctVal>0.2112542182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Liberty Broadband Corp.</name>
              <title>Liberty Broadband Corp.</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="US16119P1084"/>
                <ticker value="CHTR"/>
                <other otherDesc="BLOOMBERG" value="EQ0000000008058323"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1.166100000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MSCI Inc.</name>
        <lei>549300HTIN2PD78UB763</lei>
        <title>MSCI INC COMPANY GUAR 144A 08/33 3.25</title>
        <cusip>55354GAQ3</cusip>
        <identifiers>
          <isin value="US55354GAQ38"/>
          <ticker value="MSCI"/>
        </identifiers>
        <balance>390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301180.82</valUSD>
        <pctVal>0.0801562984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-15</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>Virgin Media Secured Finance plc</name>
        <lei>N/A</lei>
        <title>VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5</title>
        <cusip>92769XAP0</cusip>
        <identifiers>
          <isin value="US92769XAP06"/>
          <ticker value="VMED"/>
        </identifiers>
        <balance>1161000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1040000.58</valUSD>
        <pctVal>0.2767858749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</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>Virgin Media Secured Finance plc</name>
        <lei>N/A</lei>
        <title>VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 08/30 4.5</title>
        <cusip>92769XAR6</cusip>
        <identifiers>
          <isin value="US92769XAR61"/>
          <ticker value="VMED"/>
        </identifiers>
        <balance>670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>559734.75</valUSD>
        <pctVal>0.1489678713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</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>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="22KSKBBWBQH"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41249.62</valUSD>
        <pctVal>-0.0109781786</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>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2138217.880000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2249779.400000000000</amtCurPur>
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            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-41249.620000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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="22LAKBBXZ5K"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-37899.98</valUSD>
        <pctVal>-0.0100867051</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>STATE STREET BANK AND TRUST COMPANY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2071355.500000000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2181488.230000000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>-37899.980000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VMED O2 UK Financing I plc</name>
        <lei>N/A</lei>
        <title>VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 4.25</title>
        <cusip>92858RAA8</cusip>
        <identifiers>
          <isin value="US92858RAA86"/>
          <ticker value="VMDTEF"/>
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        <balance>1225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>991655.88</valUSD>
        <pctVal>0.2639194109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>WMG Acquisition Corp.</name>
        <lei>549300NAS11NXI33CP80</lei>
        <title>WMG ACQUISITION CORP SR SECURED 144A 02/31 3</title>
        <cusip>92933BAR5</cusip>
        <identifiers>
          <isin value="US92933BAR50"/>
          <ticker value="WMG"/>
        </identifiers>
        <balance>1910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1526261.9</valUSD>
        <pctVal>0.4061995190</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>3.000000000000</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>MARB Bondco PLC</name>
        <lei>N/A</lei>
        <title>MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95</title>
        <cusip>566007AC4</cusip>
        <identifiers>
          <isin value="US566007AC41"/>
          <ticker value="MRFGBZ"/>
        </identifiers>
        <balance>1205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>924938.61</valUSD>
        <pctVal>0.2461632689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-29</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>MercadoLibre Inc.</name>
        <lei>N/A</lei>
        <title>MERCADOLIBRE INC COMPANY GUAR 01/26 2.375</title>
        <cusip>58733RAE2</cusip>
        <identifiers>
          <isin value="US58733RAE27"/>
          <ticker value="MELI"/>
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        <balance>565000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>506861.5</valUSD>
        <pctVal>0.1348961784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>UY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-14</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>WEC Energy Group Inc.</name>
        <lei>549300IGLYTZUK3PVP70</lei>
        <title>WEC ENERGY GROUP INC SR UNSECURED 03/24 0.8</title>
        <cusip>92939UAF3</cusip>
        <identifiers>
          <isin value="US92939UAF30"/>
          <ticker value="WEC"/>
        </identifiers>
        <balance>314000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>297480.22</valUSD>
        <pctVal>0.0791714202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.800000000000</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>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"/>
        </identifiers>
        <balance>27605</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>635191.05</valUSD>
        <pctVal>0.1690498197</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>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>975000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>851097</valUSD>
        <pctVal>0.2265110543</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>Westlake Corporation</name>
        <lei>GOXNEVUM0LL78B1OS344</lei>
        <title>WESTLAKE CORP SR UNSECURED 08/24 0.875</title>
        <cusip>960413AX0</cusip>
        <identifiers>
          <isin value="US960413AX07"/>
          <ticker value="WLK"/>
        </identifiers>
        <balance>475000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>441044.53</valUSD>
        <pctVal>0.1173796424</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>0.875000000000</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>MercadoLibre Inc.</name>
        <lei>N/A</lei>
        <title>MERCADOLIBRE INC COMPANY GUAR 01/31 3.125</title>
        <cusip>58733RAF9</cusip>
        <identifiers>
          <isin value="US58733RAF91"/>
          <ticker value="MELI"/>
        </identifiers>
        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347895</valUSD>
        <pctVal>0.0925888156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>UY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-14</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>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 03/29 2.375</title>
        <cusip>91282CEE7</cusip>
        <identifiers>
          <isin value="US91282CEE75"/>
          <ticker value="T"/>
        </identifiers>
        <balance>2195000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1995906.65</valUSD>
        <pctVal>0.5311908273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-31</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>Whatabrands LLC</name>
        <lei>N/A</lei>
        <title>WHATABRANDS LLC 2021 TERM LOAN B</title>
        <cusip>96244UAF4</cusip>
        <identifiers>
          <isin value="US96244UAF49"/>
          <ticker value="WHABRA"/>
        </identifiers>
        <balance>393.48</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379.79</valUSD>
        <pctVal>0.0001010774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-03</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>The Williams Companies Inc.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC/THE SR UNSECURED 11/30 3.5</title>
        <cusip>969457BX7</cusip>
        <identifiers>
          <isin value="US969457BX79"/>
          <ticker value="WMB"/>
        </identifiers>
        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69942.31</valUSD>
        <pctVal>0.0186144545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</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>YUM! Brands Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75</title>
        <cusip>988498AL5</cusip>
        <identifiers>
          <isin value="US988498AL59"/>
          <ticker value="YUM"/>
        </identifiers>
        <balance>1773000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1626727.5</valUSD>
        <pctVal>0.4329374455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</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>FISERV INC SR UNSECURED 07/27 1.125</name>
        <lei>N/A</lei>
        <title>FISERV INC SR UNSECURED 07/27 1.125</title>
        <cusip>ACI1CPRP0</cusip>
        <identifiers>
          <isin value="XS1843434280"/>
        </identifiers>
        <balance>290000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>275654.51</valUSD>
        <pctVal>0.0733627233</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>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>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 02/32 1.875</title>
        <cusip>91282CEP2</cusip>
        <identifiers>
          <isin value="US91282CEP23"/>
          <ticker value="WIT"/>
        </identifiers>
        <balance>10035000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9247879.69</valUSD>
        <pctVal>2.4612317730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</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>United States Treasury Note/Bond</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BO 05/27 2.625</title>
        <cusip>91282CET4</cusip>
        <identifiers>
          <isin value="US91282CET45"/>
          <ticker value="T"/>
        </identifiers>
        <balance>1015000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>956756.45</valUSD>
        <pctVal>0.2546312725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-31</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>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"/>
        </identifiers>
        <balance>17</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>51723.03</valUSD>
        <pctVal>0.0137655732</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 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>-1957582.410000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>51723.030000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>5</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>43936.9205523091</valUSD>
        <pctVal>0.0116933771</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-Bund 10yr 6%</issuerName>
                <issueTitle>Euro-Bund 10yr 6%</issueTitle>
                <identifiers>
                  <other otherDesc="NOTIONAL BOND" value="Euro-Bund 10yr 6%"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-03-08</expDate>
            <notionalAmt>-705045.300000000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>43936.920552309100</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <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 08/32 2.75</title>
        <cusip>91282CFF3</cusip>
        <identifiers>
          <isin value="US91282CFF32"/>
          <ticker value="T"/>
        </identifiers>
        <balance>4205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3829178.13</valUSD>
        <pctVal>1.0190979115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</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>UnitedHealth Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP INC SR UNSECURED 05/24 0.55</title>
        <cusip>91324PEB4</cusip>
        <identifiers>
          <isin value="US91324PEB40"/>
          <ticker value="UNH"/>
        </identifiers>
        <balance>395000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372682.31</valUSD>
        <pctVal>0.0991857132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USB CAPITAL IX</name>
        <lei>N/A</lei>
        <title>USB CAPITAL IX LIMITD GUARA 10/49 VAR</title>
        <cusip>91731KAA8</cusip>
        <identifiers>
          <isin value="US91731KAA88"/>
          <ticker value="USB"/>
        </identifiers>
        <balance>587000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>462262.33</valUSD>
        <pctVal>0.1230265501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.099140000000</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>VTR Comunicaciones S.p.A.</name>
        <lei>N/A</lei>
        <title>VTR COMUNICACIONES SPA SR SECURED 144A 01/28 5.125</title>
        <cusip>918367AA1</cusip>
        <identifiers>
          <isin value="US918367AA16"/>
          <ticker value="VTRCOM"/>
        </identifiers>
        <balance>415000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257736.64</valUSD>
        <pctVal>0.0685940593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</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>VTR Comunicaciones S.p.A.</name>
        <lei>N/A</lei>
        <title>VTR COMUNICACIONES SPA SR SECURED 144A 04/29 4.375</title>
        <cusip>918367AC7</cusip>
        <identifiers>
          <isin value="US918367AC71"/>
          <ticker value="VTRCOM"/>
        </identifiers>
        <balance>315000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183487.5</valUSD>
        <pctVal>0.0488333845</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>VTR Finance NV</name>
        <lei>N/A</lei>
        <title>VTR FINANCE NV SR UNSECURED 144A 07/28 6.375</title>
        <cusip>918374AA7</cusip>
        <identifiers>
          <isin value="US918374AA74"/>
          <ticker value="VTRFIN"/>
        </identifiers>
        <balance>510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193950.86</valUSD>
        <pctVal>0.0516181044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Valley National Bancorp</name>
        <lei>549300ET52S1UBIB9762</lei>
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          <isin value="US9197943056"/>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <curCd>USD</curCd>
        <valUSD>223889.06</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BX TRUST 2022-PSB BX 2022 GPA D</name>
        <lei>N/A</lei>
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          <isin value="US05608UAN81"/>
          <ticker value="BX"/>
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        <balance>330000</balance>
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        <curCd>USD</curCd>
        <valUSD>325890.84</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BX TRUST 2022-CLS BX 2022 CLS A 144A</name>
        <lei>N/A</lei>
        <title>BX TRUST 2022-CLS BX 2022 CLS A 144A</title>
        <cusip>05609XAA9</cusip>
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          <isin value="US05609XAA90"/>
          <ticker value="BX"/>
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        <balance>595000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Ball Corporation</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <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="22IHKBB3359"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-169764.4</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <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="22IUKBBZQ5Q"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-296468.83</valUSD>
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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>STANDARD CHARTERED BANK</counterpartyName>
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            <amtCurSold>2641500.000000000000</amtCurSold>
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        <securityLending>
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      </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="22IUKBCLJ5G"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC BANK USA</counterpartyName>
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            <amtCurSold>1467500.000000000000</amtCurSold>
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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>
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          <other otherDesc="TRADE ID" value="22JQKBBWVHC"/>
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        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>BOUGHT CAD/SOLD USD</name>
        <lei>N/A</lei>
        <title>BOUGHT CAD/SOLD USD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="TRADE ID" value="22KMKBBTC7H"/>
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        <currencyConditional curCd="CAD" exchangeRt="N/A"/>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BOUGHT CAD/SOLD USD</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>BOUGHT CAD/SOLD USD</name>
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      <invstOrSec>
        <name>BOUGHT JPY/SOLD USD</name>
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      <invstOrSec>
        <name>BOUGHT JPY/SOLD USD</name>
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      <invstOrSec>
        <name>BOUGHT JPY/SOLD USD</name>
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      <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="22LSKBBH6ZP"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="N/A"/>
        <valUSD>18083.63</valUSD>
        <pctVal>0.0048127794</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>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>904189.580000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>120830470.000000000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>18083.630000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOUGHT AUD/SOLD NZD</name>
        <lei>N/A</lei>
        <title>BOUGHT AUD/SOLD NZD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="TRADE ID" value="22LSKBBTH22"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="N/A"/>
        <valUSD>1045.16</valUSD>
        <pctVal>0.0002781590</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>CITIBANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>3327626.520000000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>3103391.000000000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>1045.160000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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 COMPANY GUAR 02/29 2.625</title>
        <cusip>87264ABS3</cusip>
        <identifiers>
          <isin value="US87264ABS33"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>435000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>368240.9</valUSD>
        <pctVal>0.0980036758</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>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>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC COMPANY GUAR 02/31 2.875</title>
        <cusip>87264ABT1</cusip>
        <identifiers>
          <isin value="US87264ABT16"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>330531.28</valUSD>
        <pctVal>0.0879676332</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>2.875000000000</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>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC COMPANY GUAR 04/26 2.625</title>
        <cusip>87264ABU8</cusip>
        <identifiers>
          <isin value="US87264ABU88"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215356.61</valUSD>
        <pctVal>0.0573150332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</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>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>470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>413961.67</valUSD>
        <pctVal>0.1101718069</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>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC COMPANY GUAR 04/31 3.5</title>
        <cusip>87264ABW4</cusip>
        <identifiers>
          <isin value="US87264ABW45"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>785000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>678082.54</valUSD>
        <pctVal>0.1804649658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</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>T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A</name>
        <lei>N/A</lei>
        <title>T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A</title>
        <cusip>87267WAA2</cusip>
        <identifiers>
          <isin value="US87267WAA27"/>
          <ticker value="TMUST"/>
        </identifiers>
        <balance>720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>718802.86</valUSD>
        <pctVal>0.1913022765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.910000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Taco Bell Funding LLC</name>
        <lei>N/A</lei>
        <title>TACO BELL FUNDING LLC BELL 2016 1A A23 144A</title>
        <cusip>87342RAC8</cusip>
        <identifiers>
          <isin value="US87342RAC88"/>
          <ticker value="BELL"/>
        </identifiers>
        <balance>1474200</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1413999.57</valUSD>
        <pctVal>0.3763220095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.970000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. Bancorp</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>US BANCORP PREFERRED STOCK VAR</title>
        <cusip>902973866</cusip>
        <identifiers>
          <isin value="US9029738666"/>
          <ticker value="USB"/>
        </identifiers>
        <balance>796</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>649289.24</valUSD>
        <pctVal>0.1728019136</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>U.S. Bancorp</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>US BANCORP SR UNSECURED 06/24 0.85</title>
        <cusip>902973BB1</cusip>
        <identifiers>
          <isin value="XS1623404412"/>
          <ticker value="USB"/>
        </identifiers>
        <balance>2560000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.934187"/>
        <valUSD>2645186.63</valUSD>
        <pctVal>0.7039902764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.850000000000</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>U.S. Bancorp</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>US BANCORP JR SUBORDINA 12/99 VAR</title>
        <cusip>902973BC9</cusip>
        <identifiers>
          <isin value="US902973BC96"/>
          <ticker value="USB"/>
        </identifiers>
        <balance>637000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>520747.5</valUSD>
        <pctVal>0.1385918000</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>Variable</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>Uber Technologies Inc</name>
        <lei>N/A</lei>
        <title>UBER TECHNOLOGIES INC COMPANY GUAR 144A 11/26 8</title>
        <cusip>90353TAC4</cusip>
        <identifiers>
          <isin value="US90353TAC45"/>
          <ticker value="UBERUS"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501720.88</valUSD>
        <pctVal>0.1335280532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</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>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="22ITKBBCFJW"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="N/A"/>
        <valUSD>137590.94</valUSD>
        <pctVal>0.0366184687</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>JPMORGAN CHASE BANK N.A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1234297.650000000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1280383.920000000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2023-01-18</settlementDt>
            <unrealizedAppr>137590.940000000000</unrealizedAppr>
          </fwdDeriv>
        </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>
