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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CBL4</cusip>
        <identifiers>
          <isin value="US91282CBL46"/>
          <other otherDesc="Internal Id" value="91282CBL4"/>
        </identifiers>
        <balance>103000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81225.160000000000</valUSD>
        <pctVal>0.8468139065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</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</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CBS9</cusip>
        <identifiers>
          <isin value="US91282CBS98"/>
          <other otherDesc="Internal Id" value="91282CBS9"/>
        </identifiers>
        <balance>142000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122563.750000000000</valUSD>
        <pctVal>1.2777898860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-31</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CCH2</cusip>
        <identifiers>
          <isin value="US91282CCH25"/>
          <other otherDesc="Internal Id" value="91282CCH2"/>
        </identifiers>
        <balance>142000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121598.590000000000</valUSD>
        <pctVal>1.2677275985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-30</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CCS8</cusip>
        <identifiers>
          <isin value="US91282CCS89"/>
          <other otherDesc="Internal Id" value="91282CCS8"/>
        </identifiers>
        <balance>82000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64088.130000000000</valUSD>
        <pctVal>0.6681515891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CCY5</cusip>
        <identifiers>
          <isin value="US91282CCY57"/>
          <other otherDesc="Internal Id" value="91282CCY5"/>
        </identifiers>
        <balance>118000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100272.340000000000</valUSD>
        <pctVal>1.0453905163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-30</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CDF5</cusip>
        <identifiers>
          <isin value="US91282CDF59"/>
          <other otherDesc="Internal Id" value="91282CDF5"/>
        </identifiers>
        <balance>116000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98962.500000000000</valUSD>
        <pctVal>1.0317347633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-31</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CDL2</cusip>
        <identifiers>
          <isin value="US91282CDL28"/>
          <other otherDesc="Internal Id" value="91282CDL2"/>
        </identifiers>
        <balance>114000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97692.660000000000</valUSD>
        <pctVal>1.0184960307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CEM9</cusip>
        <identifiers>
          <isin value="US91282CEM91"/>
          <other otherDesc="Internal Id" value="91282CEM9"/>
        </identifiers>
        <balance>102600.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93686.630000000000</valUSD>
        <pctVal>0.9767311156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CHC8</cusip>
        <identifiers>
          <isin value="US91282CHC82"/>
          <other otherDesc="Internal Id" value="91282CHC8"/>
        </identifiers>
        <balance>440000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399093.750000000000</valUSD>
        <pctVal>4.1607568086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.3750</annualizedRt>
          <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</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CHF1</cusip>
        <identifiers>
          <isin value="US91282CHF14"/>
          <other otherDesc="Internal Id" value="91282CHF1"/>
        </identifiers>
        <balance>165000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156646.880000000000</valUSD>
        <pctVal>1.6331239778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-31</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY NOTE</title>
        <cusip>91282CHJ3</cusip>
        <identifiers>
          <isin value="US91282CHJ36"/>
          <other otherDesc="Internal Id" value="91282CHJ3"/>
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        <balance>145000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137614.060000000000</valUSD>
        <pctVal>1.4346970783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-30</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>FRANCE (REPUBLIC OF)</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRANCE (GOVT OF)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0011461037"/>
          <other otherDesc="Internal Id" value="B9MBCD0"/>
        </identifiers>
        <balance>20000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945850083"/>
        <valUSD>19411.670000000000</valUSD>
        <pctVal>0.2023766048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-25</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>NETHERLANDS (KINGDOM OF)</name>
        <lei>N/A</lei>
        <title>NETHERLANDS (KINGDOM OF)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL00150006U0"/>
          <other otherDesc="Internal Id" value="BKPSL50"/>
        </identifiers>
        <balance>73000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945850083"/>
        <valUSD>60979.180000000000</valUSD>
        <pctVal>0.6357391925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.000000000000</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>CHINA PEOPLES REPUBLIC OF (GOVERNMENT)</name>
        <lei>300300CHN201808MOF68</lei>
        <title>CHINA (PEOPLES REPUBLIC OF)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CND10002HV84"/>
          <other otherDesc="Internal Id" value="BKTFDX9"/>
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        <balance>100000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CNY" exchangeRt="7.304050000"/>
        <valUSD>14120.500000000000</valUSD>
        <pctVal>0.1472134468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.130000000000</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>CHINA PEOPLES REPUBLIC OF (GOVERNMENT)</name>
        <lei>300300CHN201808MOF68</lei>
        <title>CHINA PEOPLES REPUBLIC OF (GOVERNM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CND100036Q75"/>
          <other otherDesc="Internal Id" value="BL587Q0"/>
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        <balance>200000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CNY" exchangeRt="7.304050000"/>
        <valUSD>27370.830000000000</valUSD>
        <pctVal>0.2853549255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.680000000000</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>AUSTRIA (REPUBLIC OF)</name>
        <lei>529900QWWUI4XRVR7I03</lei>
        <title>AUSTRIA (REPUBLIC OF)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="AT0000A2CQD2"/>
          <other otherDesc="Internal Id" value="BL6VL11"/>
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        <balance>43000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945850083"/>
        <valUSD>36985.170000000000</valUSD>
        <pctVal>0.3855893456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.000000000000</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>JAPAN (GOVERNMENT OF)</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (GOVT OF) 20YR #184</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1201841P46"/>
          <other otherDesc="Internal Id" value="BMDZV79"/>
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        <balance>13100000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="149.440000000"/>
        <valUSD>82838.070000000000</valUSD>
        <pctVal>0.8636293196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>JAPAN (GOVERNMENT OF)</name>
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        <lei>969500KCGF3SUYJHPV70</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
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          <isin value="JP1201801N46"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-03-20</maturityDt>
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          <annualizedRt>0.800000000000</annualizedRt>
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      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
        <lei>353800WZS8AXZXFUC241</lei>
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          <isin value="JP1400161P53"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ITALY (REPUBLIC OF)</name>
        <lei>815600DE60799F5A9309</lei>
        <title>BUONI POLIENNALI DEL TES</title>
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          <isin value="IT0003934657"/>
          <other otherDesc="Internal Id" value="BRS1KREH4"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED KINGDOM (GOVERNMENT OF)</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UK TREASURY</title>
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          <isin value="GB00B1VWPJ53"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (GOVT OF) 30YR #78</title>
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          <isin value="JP1300781P48"/>
          <other otherDesc="Internal Id" value="BRYG60Y04"/>
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        <currencyConditional curCd="JPY" exchangeRt="149.440000000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.400000000000</annualizedRt>
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      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
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          <ticker value="BTSZ3"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>AUSTRIA (REPUBLIC OF)</name>
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        <invCountry>AT</invCountry>

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      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
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          <ticker value="ESZ3"/>
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        <curCd>USD</curCd>
        <valUSD>-55745.030000000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>S&amp;P500 EMINI DEC 23</issuerName>
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      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>US 5YR NOTE DEC 23</title>
        <cusip>000000000</cusip>
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          <ticker value="FVZ3"/>
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        <balance>-7.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>JPMorgan</counterpartyName>
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            <payOffProf>Short</payOffProf>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>LONG GILT DEC 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00KHKV5079"/>
          <ticker value="G Z3"/>
          <other otherDesc="Internal Id" value="G Z3C23"/>
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        <balance>1.000000000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.819604950"/>
        <valUSD>-438.940000000000</valUSD>
        <pctVal>-0.0045761744</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPMorgan</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LONG GILT DEC 23</issuerName>
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                <identifiers>
                  <cusip value="000000000"/>
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            </descRefInstrmnt>
            <expDate>2023-12-27</expDate>
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            <curCd>GBP</curCd>
            <unrealizedAppr>-438.940000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
        </identifiers>
        <balance>-91000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>862.100000000000</valUSD>
        <pctVal>0.0089878342</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>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
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            <amtCurSold>91000.000000000000000</amtCurSold>
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            <amtCurPur>111907.250000000000000</amtCurPur>
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            <settlementDt>2023-10-26</settlementDt>
            <unrealizedAppr>862.100000000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SPAIN (KINGDOM OF)</name>
        <lei>N/A</lei>
        <title>SPAIN (KINGDOM OF)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ES0000012L52"/>
          <other otherDesc="Internal Id" value="BAXBELN59"/>
        </identifiers>
        <balance>113000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945850083"/>
        <valUSD>112590.950000000000</valUSD>
        <pctVal>1.1738183367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHINA PEOPLES REPUBLIC OF (GOVERNMENT)</name>
        <lei>300300CHN201808MOF68</lei>
        <title>CHINA PEOPLES REPUBLIC OF (GOVERNM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CND100069PK9"/>
          <other otherDesc="Internal Id" value="BAXBPNUD8"/>
        </identifiers>
        <balance>200000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CNY" exchangeRt="7.304050000"/>
        <valUSD>28433.940000000000</valUSD>
        <pctVal>0.2964383919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.190000000000</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>KOREA (REPUBLIC OF)</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>KOREA (REPUBLIC OF)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="KR103502GD64"/>
          <other otherDesc="Internal Id" value="BAXBPW2Q0"/>
        </identifiers>
        <balance>110000000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1349.400000000"/>
        <valUSD>77356.470000000000</valUSD>
        <pctVal>0.8064808312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-10</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>
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      </invstOrSec>
      <invstOrSec>
        <name>CHINA PEOPLES REPUBLIC OF (GOVERNMENT)</name>
        <lei>300300CHN201808MOF68</lei>
        <title>CHINA PEOPLES REPUBLIC OF (GOVERNM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CND10006GPT1"/>
          <other otherDesc="Internal Id" value="BAXBU1G87"/>
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        <balance>470000.000000000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CNY" exchangeRt="7.304050000"/>
        <valUSD>64184.760000000000</valUSD>
        <pctVal>0.6691590063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.670000000000</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>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>10YR MINI JGB DEC 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="SGXDB0992857"/>
          <ticker value="BJZ3"/>
          <other otherDesc="Internal Id" value="BJZ3C23"/>
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        <balance>2.000000000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="149.440000000"/>
        <valUSD>-1375.750000000000</valUSD>
        <pctVal>-0.0143428986</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPMorgan</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>10YR MINI JGB DEC 23</issuerName>
                <issueTitle>10YR MINI JGB DEC 23</issueTitle>
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                  <cusip value="000000000"/>
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            <expDate>2023-12-12</expDate>
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            <unrealizedAppr>-1375.750000000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>ICE: (CDX.NA.IG.41.V1)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="Z9691XAJ3"/>
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        <balance>-623000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>7588.100000000000</valUSD>
        <pctVal>0.0791098301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
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            <swapFlag>Y</swapFlag>
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            <otherPmntDesc fixedOrFloating="Other">CDX.NA.IG.41.V1</otherPmntDesc>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>ICE: (CDX.NA.HY.41.V1)</title>
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          <other otherDesc="Internal Id" value="Z969ANHG4"/>
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        <balance>-1082000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>10750.070000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Morgan Stanley</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CDX.NA.HY.41.V1</indexName>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>1648.470000000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
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        <balance>-4000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>18.940000000000</valUSD>
        <pctVal>0.0001974592</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>4000.000000000000000</amtCurSold>
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            <settlementDt>2023-10-26</settlementDt>
            <unrealizedAppr>18.940000000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
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        <balance>-1534000.000000000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>-240.010000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
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        <balance>-61501034.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>5630.080000000000</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>
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              <counterpartyName>HSBC</counterpartyName>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
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        <balance>-107000000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>520.700000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC</counterpartyName>
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            <amtCurSold>107000000.000000000000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
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        <balance>-22000.000000000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>-0.200000000000</valUSD>
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        <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</counterpartyName>
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            <amtCurSold>22000.000000000000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
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          <isin value="DE000C7PB9W9"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.945850083"/>
        <valUSD>-3952.700000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPMorgan</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                  <cusip value="000000000"/>
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            <expDate>2023-12-07</expDate>
            <notionalAmt>113441.280000000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-3952.700000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="MESZ3"/>
          <other otherDesc="Internal Id" value="MESZ3I23"/>
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        <balance>5.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8509.250000000000</valUSD>
        <pctVal>-0.0887132907</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPMorgan</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MSCI EMER MKT INDEX (ICE) DEC 23</issuerName>
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                  <cusip value="000000000"/>
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            <expDate>2023-12-15</expDate>
            <notionalAmt>247384.250000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8509.250000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
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        <cusip>000000000</cusip>
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          <ticker value="MFSZ3"/>
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        <curCd>USD</curCd>
        <valUSD>-21246.560000000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPMorgan</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>MSCI EAFE INDEX DEC 23</issuerName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Id" value="CCTUSD"/>
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        <balance>-786000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>8321.160000000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <amtCurSold>786000.000000000000000</amtCurSold>
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            <unrealizedAppr>8321.160000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
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        <balance>-40000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>5.060000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <amtCurSold>40000.000000000000000</amtCurSold>
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            <amtCurPur>2113.320000000000164</amtCurPur>
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            <unrealizedAppr>5.060000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>EURO-BOBL DEC 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000C7PB9Z2"/>
          <ticker value="OEZ3"/>
          <other otherDesc="Internal Id" value="OEZ3C23"/>
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        <balance>1.000000000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945850083"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>JPMorgan</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>EURO-BOBL DEC 23</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPMorgan</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
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        <cusip>000000000</cusip>
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          <isin value="DE000C7PB9Y5"/>
          <ticker value="RXZ3"/>
          <other otherDesc="Internal Id" value="RXZ3C23"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.945850083"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>JPMorgan</counterpartyName>
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                <issuerName>EURO-BUND DEC 23</issuerName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>US 10YR NOTE DEC 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="TYZ3"/>
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        <balance>15.000000000000</balance>
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        <valUSD>-31842.380000000000</valUSD>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JPMorgan</counterpartyName>
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                <issuerName>US 10YR NOTE DEC 23</issuerName>
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      <invstOrSec>
        <name>UBS</name>
        <lei>T6FIZBDPKLYJKFCRVK44</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
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        <balance>-88000.000000000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
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      <invstOrSec>
        <name>UBS</name>
        <lei>T6FIZBDPKLYJKFCRVK44</lei>
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      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
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      <invstOrSec>
        <name>Wells Fargo</name>
        <lei>VYVVCKR63DVZZN70PB21</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
        </identifiers>
        <balance>-67000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>1046.590000000000</valUSD>
        <pctVal>0.0109112369</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Wells Fargo</counterpartyName>
              <counterpartyLei>VYVVCKR63DVZZN70PB21</counterpartyLei>
            </counterparties>
            <amtCurSold>67000.000000000000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>74427.160000000003492</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-10-26</settlementDt>
            <unrealizedAppr>1046.590000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo</name>
        <lei>VYVVCKR63DVZZN70PB21</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
        </identifiers>
        <balance>-137000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>21.930000000000</valUSD>
        <pctVal>0.0002286315</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Wells Fargo</counterpartyName>
              <counterpartyLei>VYVVCKR63DVZZN70PB21</counterpartyLei>
            </counterparties>
            <amtCurSold>137000.000000000000000</amtCurSold>
            <curSold>HKD</curSold>
            <amtCurPur>17526.130000000001019</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-10-26</settlementDt>
            <unrealizedAppr>21.930000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo</name>
        <lei>VYVVCKR63DVZZN70PB21</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
        </identifiers>
        <balance>-67000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>-46.520000000000</valUSD>
        <pctVal>-0.0004849948</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>Wells Fargo</counterpartyName>
              <counterpartyLei>VYVVCKR63DVZZN70PB21</counterpartyLei>
            </counterparties>
            <amtCurSold>67000.000000000000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>6221.239999999999782</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-10-26</settlementDt>
            <unrealizedAppr>-46.520000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo</name>
        <lei>VYVVCKR63DVZZN70PB21</lei>
        <title>US DOLLARS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTUSD"/>
        </identifiers>
        <balance>-252000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>-480.180000000000</valUSD>
        <pctVal>-0.0050061225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Wells Fargo</counterpartyName>
              <counterpartyLei>VYVVCKR63DVZZN70PB21</counterpartyLei>
            </counterparties>
            <amtCurSold>252000.000000000000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>22607.090000000000146</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-10-26</settlementDt>
            <unrealizedAppr>-480.180000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo</name>
        <lei>VYVVCKR63DVZZN70PB21</lei>
        <title>SWEDISH KRONA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="CCTSEK"/>
        </identifiers>
        <balance>3000.000000000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>N/A</curCd>
        <valUSD>5.720000000000</valUSD>
        <pctVal>0.0000596339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Wells Fargo</counterpartyName>
              <counterpartyLei>VYVVCKR63DVZZN70PB21</counterpartyLei>
            </counterparties>
            <amtCurSold>269.129999999999995</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3000.000000000000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2023-10-26</settlementDt>
            <unrealizedAppr>5.720000000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>AUST 10YR BOND DEC 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="XMZ3"/>
          <other otherDesc="Internal Id" value="XMZ3C23"/>
        </identifiers>
        <balance>2.000000000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.555330897"/>
        <valUSD>-3788.660000000000</valUSD>
        <pctVal>-0.0394987215</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPMorgan</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AUST 10YR BOND DEC 23</issuerName>
                <issueTitle>AUST 10YR BOND DEC 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="XMZ3C23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-15</expDate>
            <notionalAmt>229843.580000000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-3788.660000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Securities with ISO Country Code/ISO Country Code Other = XX have designations currently not accepted by the SEC schema (i.e. European Union and Supranational)." noteItem="C.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2023-10-24</ncom:dateSigned>
      <ncom:nameOfApplicant>Columbia Funds Series Trust I</ncom:nameOfApplicant>
      <ncom:signature>Martha Skinner</ncom:signature>
      <ncom:signerName>Martha Skinner</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
