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      </invstOrSec>
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        <name>REPUBLIC OF ZAMBIA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Virgin Media Bristol LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
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        <name>CREDIT AGRICOLE SA</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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      <invstOrSec>
        <name>IVORY COAST</name>
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        <invCountry>CI</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mor</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>Phoenix Guarantor Inc</name>
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        <name>Government National Mortgage A</name>
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        <name>DCP MIDSTREAM OPERATING</name>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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                  <payOffProf>Long</payOffProf>
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                    <otherRefInst>
                      <issuerName>US TREASURY N/B</issuerName>
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                        <cusip value="91282CHW4"/>
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                  <expDate>2023-12-19</expDate>
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            <shareNo>100000.00000000</shareNo>
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            <expDt>2023-10-27</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>118175.20000000</unrealizedAppr>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>01F0526B3</cusip>
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          <isin value="US01F0526B30"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-11-15</maturityDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BAUSCH HEALTH COS INC</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
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        <balance>5490000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MEX BONOS DESARR FIX RT</name>
        <lei>254900EGTWEU67VP6075</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-11-13</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810TT5</cusip>
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          <isin value="US912810TT51"/>
          <other otherDesc="SEDOL" value="BRT3QH7"/>
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        <balance>3580000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3063137.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
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          <isin value="US060505FL38"/>
          <other otherDesc="SEDOL" value="BF28VZ8"/>
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        <balance>2400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2069400.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</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>UNIV OF CALIFORNIA CA RGTS MED</name>
        <lei>N/A</lei>
        <title>Regents of the University of California Medical Center Pooled Revenue</title>
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          <isin value="US913366KD13"/>
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        <balance>205000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>118357.86000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2120-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>Three-Month SOFR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SFRZ3"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG00NKCXV78"/>
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        <balance>-2553.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1053588.70000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CHICAGO MERCANTILE EXCHANGE INC.</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>THE SECURED OVERNIGHT FINANCING RATE</issuerName>
                <issueTitle>THE SECURED OVERNIGHT FINANCING RATE</issueTitle>
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            <expDate>2024-03-19</expDate>
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            <unrealizedAppr>1053588.70000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PROVINCIA DE BUENOS AIRE</name>
        <lei>549300L6AYROPOTQ4L07</lei>
        <title>Provincia de Buenos Aires/Government Bonds</title>
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          <isin value="XS2385150417"/>
          <other otherDesc="SEDOL" value="BMDHK89"/>
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        <balance>5272121.99755100</balance>
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        <curCd>USD</curCd>
        <valUSD>1693669.19000000</valUSD>
        <pctVal>0.525951564703</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesia Treasury Bond</title>
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        <identifiers>
          <isin value="IDG000020801"/>
          <other otherDesc="SEDOL" value="BPK4YK4"/>
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        <balance>86483000000.00000000</balance>
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        <currencyConditional curCd="IDR" exchangeRt="15885.00000000"/>
        <valUSD>5402615.06000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SOFR 1 YEAR MIDCURVE</title>
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          <ticker value="0QH4C95.75"/>
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        <valUSD>231393.75000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                      <ticker value="0QH5"/>
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                  <payOffProf>Long</payOffProf>
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                      <issueTitle>THE SECURED OVERNIGHT FINANCING RATE</issueTitle>
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            <shareNo>2500.00000000</shareNo>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F0626B2</cusip>
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        <valUSD>-3876521.34000000</valUSD>
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      <invstOrSec>
        <name>TORONTO-DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank/The</title>
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        <curCd>USD</curCd>
        <valUSD>206548.04000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>LAS VEGAS SANDS CORP</name>
        <lei>549300DUOO1KXOHPM605</lei>
        <title>Las Vegas Sands Corp</title>
        <cusip>517834AE7</cusip>
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          <other otherDesc="SEDOL" value="BKM8MD8"/>
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        <curCd>USD</curCd>
        <valUSD>27481.97000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F060618</cusip>
        <identifiers>
          <isin value="US01F0606180"/>
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        <balance>10900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10598414.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>TRANSACTIONAL MASTER</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>Starwood Retail Property Trust</name>
        <lei>5493007115G809OI4R97</lei>
        <title>Starwood Retail Property Trust 2014-STAR</title>
        <cusip>85571XAS6</cusip>
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          <isin value="US85571XAS62"/>
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        <balance>5070000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25415.91000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLICA ORIENT URUGUAY</name>
        <lei>549300RDR012H2V82H43</lei>
        <title>Uruguay Government International Bond</title>
        <cusip>917288BL5</cusip>
        <identifiers>
          <isin value="US917288BL51"/>
          <other otherDesc="SEDOL" value="BKWGF99"/>
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        <balance>3581848.97000000</balance>
        <units>PA</units>
        <currencyConditional curCd="UYU" exchangeRt="39.96500000"/>
        <valUSD>90946.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</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>BANCO MERCANTIL DE NORTE</name>
        <lei>549300QTVYRPFHS0J362</lei>
        <title>Banco Mercantil del Norte SA/Grand Cayman</title>
        <cusip>05962GAJ8</cusip>
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          <isin value="US05962GAJ85"/>
          <other otherDesc="SEDOL" value="BYVX878"/>
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        <balance>1630000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1478274.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.62500000</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>PROVINCIA DE BUENOS AIRE</name>
        <lei>549300L6AYROPOTQ4L07</lei>
        <title>Provincia de Buenos Aires/Government Bonds</title>
        <cusip>000000000</cusip>
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          <isin value="XS2385150334"/>
          <other otherDesc="SEDOL" value="BMDHK12"/>
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        <balance>560000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179900.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>YAMANA GOLD INC</name>
        <lei>54930002VY22NXG01418</lei>
        <title>Yamana Gold Inc</title>
        <cusip>98462YAD2</cusip>
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          <isin value="US98462YAD22"/>
          <other otherDesc="SEDOL" value="BDSH9Q2"/>
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        <balance>530000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>487330.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IVORY COAST</name>
        <lei>254900ICW11T82O6H590</lei>
        <title>Ivory Coast Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2264968665"/>
          <other otherDesc="SEDOL" value="BMYD8X7"/>
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        <balance>2150000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.94509025"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>IRS MXN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="SW0WS076000"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.02900000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CHICAGO MERCANTILE EXCHANGE INC.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="N/A" curCd="MXN" fixedOrFloating="Fixed" fixedRt="9.26000000"/>
            <floatingPmntDesc curCd="MXN" fixedOrFloating="Floating" floatingRtIndex="28 DAY MEXICAN INTERBANK RATE" floatingRtSpread="0.00000000" pmntAmt="-228101667.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="28" resetDt="Day" resetDtUnit="28"/>
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            <terminationDt>2032-10-25</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>MXN</curCd>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EUROPEAN BK RECON &amp; DEV</name>
        <lei>549300HTGDOVDU6OGK19</lei>
        <title>European Bank for Reconstruction &amp; Development</title>
        <cusip>000000000</cusip>
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          <isin value="XS2665173782"/>
          <other otherDesc="SEDOL" value="BQVVWG3"/>
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        <balance>497000000.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="83.25875000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.05000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>APACHE CORP</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>Apache Corp</title>
        <cusip>037411AM7</cusip>
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          <isin value="US037411AM74"/>
          <other otherDesc="SEDOL" value="2307453"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>90894.50000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bluemountain CLO Ltd</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO XXIX Ltd</title>
        <cusip>09630LAE2</cusip>
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          <isin value="US09630LAE20"/>
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        <balance>4390000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4153752.20000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>21H0606B2</cusip>
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          <isin value="US21H0606B29"/>
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        <balance>9400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9209682.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>TRANSACTIONAL MASTER</name>
        <lei>N/A</lei>
        <title>10 YEAR US TREASURY NOTE</title>
        <cusip>000000000</cusip>
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          <ticker value="TYX3P 105.75"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG01JHMM4H9"/>
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        <balance>254.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <putOrCall>Put</putOrCall>
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                      <ticker value="TYZ3"/>
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        <name>REPUBLIC OF ANGOLA</name>
        <lei>549300QHR2R3J8JSGK83</lei>
        <title>Angolan Government International Bond</title>
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          <isin value="US035198AF76"/>
          <other otherDesc="SEDOL" value="BMCNF72"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>AO</invCountry>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>AUDUSD EURO CURRENCY 9AM</title>
        <cusip>000000000</cusip>
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          <other otherDesc="ID_BB_GLOBAL" value="BBG01BFJ5DR3"/>
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        <balance>-25.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-3000.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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                      <ticker value="AUAZ3"/>
                      <other otherDesc="ID_BB_GLOBAL" value="BBG00MRS7J47"/>
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                    <invCountry>US</invCountry>
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                  <payOffProf>Long</payOffProf>
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        <isRestrictedSec>N</isRestrictedSec>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WESLEYAN UNIVERSITY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
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      <invstOrSec>
        <name>Hunter Douglas Holding BV</name>
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      <invstOrSec>
        <name>CONTINENTAL RESOURCES</name>
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        <name>INTESA SANPAOLO SPA</name>
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      <invstOrSec>
        <name>UNITED RENTALS NORTH AM</name>
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        <name>OCCIDENTAL PETROLEUM COR</name>
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      <invstOrSec>
        <name>FORD MOTOR COMPANY</name>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <name>SANDS CHINA LTD</name>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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      <invstOrSec>
        <name>PETROBRAS GLOBAL FINANCE</name>
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        <name>TRANSACTIONAL MASTER</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <name>Fannie Mae or Freddie Mac</name>
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        <name>ML-CFC Commercial Mortgage Tru</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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      <invstOrSec>
        <name>PLAINS ALL AMER PIPELINE</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Jane Street Group LLC</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <fairValLevel>1</fairValLevel>
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                      <issuerName>US TREASURY N/B</issuerName>
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      <invstOrSec>
        <name>LAS VEGAS SANDS CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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          <ticker value="0QZ3P95.25"/>
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        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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                      <ticker value="0QZ4"/>
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                  <payOffProf>Short</payOffProf>
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                      <issuerName>THE SECURED OVERNIGHT FINANCING RATE</issuerName>
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      <invstOrSec>
        <name>CALIFORNIA INSTITUTE OF</name>
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          <isin value="US13034VAD64"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CREDIT AGRICOLE SA</name>
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          <isin value="US225313AJ46"/>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>TRANSACTIONAL MASTER</name>
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      <invstOrSec>
        <name>PROVINCIA DE CORDOBA</name>
        <lei>5299006CLM2Z97AATT29</lei>
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        <invCountry>AR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF NIGERIA</name>
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          <isin value="XS2384698994"/>
          <other otherDesc="SEDOL" value="BP6QFK1"/>
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        <balance>1080000.00000000</balance>
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        <valUSD>885062.16000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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            <upfrontPmnt>41152.91000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>55706000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-788676.89000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>THREE-MONTH SOFR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SFRH4C94.75"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG00SHLP3X3"/>
        </identifiers>
        <balance>-306.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-130050.00000000</valUSD>
        <pctVal>-0.04038569125</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CHICAGO MERCANTILE EXCHANGE INC.</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>CHICAGO MERCANTILE EXCHANGE INC.</counterpartyName>
                    <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
                    <lei>SNZ2OJLFK8MNNCLQOF39</lei>
                    <title>Three-Month SOFR</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <ticker value="SFRH4"/>
                      <other otherDesc="ID_BB_GLOBAL" value="BBG00PD5VSV8"/>
                    </identifiers>
                    <balance>0.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.00000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>THE SECURED OVERNIGHT FINANCING RATE</issuerName>
                      <issueTitle>THE SECURED OVERNIGHT FINANCING RATE</issueTitle>
                      <identifiers>
                        <cusip value="000000000"/>
                        <other otherDesc="INTERNAL" value="SOFR_RATE_US"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2024-06-18</expDate>
                  <notionalAmt>0.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>2500.00000000</shareNo>
            <exercisePrice>94.75000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2024-03-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>26094.90000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>10 YEAR US TREASURY NOTE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="TYZ3P107"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG01G21GXX2"/>
        </identifiers>
        <balance>-206.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-276812.50000000</valUSD>
        <pctVal>-0.08596127765</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</counterpartyName>
                    <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
                    <lei>549300EX04Q2QBFQTQ27</lei>
                    <title>10 YEAR US TREASURY NOTE</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <ticker value="TYZ3"/>
                      <other otherDesc="ID_BB_GLOBAL" value="BBG01FY50CJ9"/>
                    </identifiers>
                    <balance>0.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.00000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <payOffProf>Short</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>US TREASURY N/B</issuerName>
                      <issueTitle>United States Treasury Note/Bond</issueTitle>
                      <identifiers>
                        <cusip value="91282CHW4"/>
                        <isin value="US91282CHW47"/>
                        <other otherDesc="SEDOL" value="BMGC3L5"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-12-19</expDate>
                  <notionalAmt>0.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>100000.00000000</shareNo>
            <exercisePrice>107.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-11-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-66340.75000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co</title>
        <cusip>949746RN3</cusip>
        <identifiers>
          <isin value="US949746RN35"/>
          <other otherDesc="SEDOL" value="BVFJP14"/>
        </identifiers>
        <balance>497000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>484105.11000000</valUSD>
        <pctVal>0.150333867787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>3 MONTH EURO EURIBOR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ERZ3C96"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG015LF7B35"/>
        </identifiers>
        <balance>-170.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.94509025"/>
        <valUSD>-31389.03000000</valUSD>
        <pctVal>-0.00974754074</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>ICE FUTURES EUROPE</counterpartyName>
              <counterpartyLei>549300UF4R84F48NCH34</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>ICE FUTURES EUROPE</counterpartyName>
                    <counterpartyLei>549300UF4R84F48NCH34</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>ICE FUTURES EUROPE</name>
                    <lei>549300UF4R84F48NCH34</lei>
                    <title>3 Month Euro Euribor</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <ticker value="ERZ3"/>
                      <other otherDesc="ID_BB_GLOBAL" value="BBG00JKSCSC6"/>
                    </identifiers>
                    <balance>0.00000000</balance>
                    <units>NC</units>
                    <currencyConditional curCd="EUR" exchangeRt="0.00000000"/>
                    <valUSD>0.00000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>GB</invCountry>
                    <invOthCountry>US</invOthCountry>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>INTERCONTINENTAL EXCHANGE, INC.</issuerName>
                      <issueTitle>3 MONTH EURO INTERBANK OFFER RATE</issueTitle>
                      <identifiers>
                        <cusip value="000000000"/>
                        <ticker value="EUR003M"/>
                        <other otherDesc="INTERNAL" value="EUR003M_RATE_EU"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-12-18</expDate>
                  <notionalAmt>0.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1000000.00000000</shareNo>
            <exercisePrice>96.00000000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2023-12-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-9209.70000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesia Treasury Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IDG000012907"/>
          <other otherDesc="SEDOL" value="BF4Y9X8"/>
        </identifiers>
        <balance>124441000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15885.00000000"/>
        <valUSD>8217806.32000000</valUSD>
        <pctVal>2.551955315684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>Petroleos Mexicanos</title>
        <cusip>71654QBR2</cusip>
        <identifiers>
          <isin value="US71654QBR20"/>
          <other otherDesc="SEDOL" value="BRJ6RJ5"/>
        </identifiers>
        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>736008.65000000</valUSD>
        <pctVal>0.228559923855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>JPN YEN CURRENCY 9AM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="JADZ3C67.5"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG01B091KQ0"/>
        </identifiers>
        <balance>25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>12812.50000000</valUSD>
        <pctVal>0.003978790228</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CHICAGO MERCANTILE EXCHANGE INC.</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <futrDeriv derivCat="FUT">
                  <counterparties>
                    <counterpartyName>CHICAGO MERCANTILE EXCHANGE INC.</counterpartyName>
                    <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
                    <lei>SNZ2OJLFK8MNNCLQOF39</lei>
                    <title>JPN YEN CURRENCY 9AM</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <ticker value="JADZ3"/>
                      <other otherDesc="ID_BB_GLOBAL" value="BBG00MRS7JG4"/>
                    </identifiers>
                    <balance>0.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.00000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <payOffProf>Long</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>JAPANESE YEN CURRENCY</issuerName>
                      <issueTitle>JAPANESE YEN CURRENCY</issueTitle>
                      <identifiers>
                        <cusip value="000000000"/>
                        <other otherDesc="INTERNAL" value="JAPANESEYEN"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2023-12-18</expDate>
                  <notionalAmt>0.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>12500000.00000000</shareNo>
            <exercisePrice>67.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-12-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-6625.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2023-12-20</ncom:dateSigned>
      <ncom:nameOfApplicant>Western Asset Funds Inc</ncom:nameOfApplicant>
      <ncom:signature>Christopher Berarducci</ncom:signature>
      <ncom:signerName>Christopher Berarducci</ncom:signerName>
      <ncom:title>Principal Financial Officer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
