<SEC-DOCUMENT>0000869392-25-001091.txt : 20250529
<SEC-HEADER>0000869392-25-001091.hdr.sgml : 20250529
<ACCEPTANCE-DATETIME>20250529152926
ACCESSION NUMBER:		0000869392-25-001091
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20250331
FILED AS OF DATE:		20250529
DATE AS OF CHANGE:		20250529
PERIOD START:           	20250930

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			PUTNAM MASTER INTERMEDIATE INCOME TRUST
		CENTRAL INDEX KEY:			0000830622
		ORGANIZATION NAME:           	
		EIN:				046584465
		STATE OF INCORPORATION:			MA
		FISCAL YEAR END:			1117

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-05498
		FILM NUMBER:		251002532

	BUSINESS ADDRESS:	
		STREET 1:		100 FEDERAL STREET
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02110
		BUSINESS PHONE:		6172921000

	MAIL ADDRESS:	
		STREET 1:		100 FEDERAL STREET
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02110
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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            <seriesName>Putnam Master Intermediate Income Trust</seriesName>
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            <repPdDate>2025-03-31</repPdDate>
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                <name>FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4</name>
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            <invstOrSec>
                <name>TOWD POINT MORTGAGE TRUST 2019-2</name>
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                    <isin value="US89177JAB44"/>
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                <name>CSC HOLDINGS LLC</name>
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                <name>AADVANTAGE LOYALTY IP LTD</name>
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            <invstOrSec>
                <name>MADISON IAQ LLC</name>
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                <title>BANK LOAN NOTE</title>
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                    <maturityDt>2028-06-15</maturityDt>
                    <couponKind>Floating</couponKind>
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            <invstOrSec>
                <name>GRAY MEDIA INC</name>
                <lei>529900TM5726KDN7UU35</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>389376AZ7</cusip>
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                    <other otherDesc="Internal ID" value="2556033"/>
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                    <maturityDt>2028-10-27</maturityDt>
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            <invstOrSec>
                <name>FERTITTA ENTERTAINMENT LLC/NV</name>
                <lei>984500A0805D8V551D35</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
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                    <isin value="US31556PAB31"/>
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                <balance>200000</balance>
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                <curCd>USD</curCd>
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                    <couponKind>Floating</couponKind>
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                <name>BAUSCH + LOMB CORP</name>
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                <title>BANK LOAN NOTE</title>
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                    <maturityDt>2027-05-05</maturityDt>
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                <name>CPM HOLDINGS INC</name>
                <lei>549300FBUISJCXV8IB65</lei>
                <title>BANK LOAN NOTE</title>
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                    <isin value="US12620BAR15"/>
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                <name>BAUSCH + LOMB CORP</name>
                <lei>549300NY6OZM39SO6475</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>C0787FAG7</cusip>
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                    <other otherDesc="Internal ID" value="2692587"/>
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                <invCountry>CA</invCountry>

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                    <maturityDt>2028-09-29</maturityDt>
                    <couponKind>Floating</couponKind>
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                <name>TRANSDIGM INC</name>
                <lei>88Q84GB3X55CF5OC7582</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>89364MCA0</cusip>
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                    <isin value="US89364MCA09"/>
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                    <maturityDt>2031-02-28</maturityDt>
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                <name>VERDE PURCHASER LLC</name>
                <lei>2549004HFEKMUGBG3Z35</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
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                    <isin value="US92338TAB26"/>
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                <balance>33174.42</balance>
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                <invCountry>US</invCountry>
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                    <maturityDt>2030-12-02</maturityDt>
                    <couponKind>Floating</couponKind>
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                <name>DIRECTV FINANCING LLC</name>
                <lei>N/A</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>25460HAD4</cusip>
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                    <maturityDt>2029-08-02</maturityDt>
                    <couponKind>Floating</couponKind>
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                <name>WEC US HOLDINGS INC</name>
                <lei>5493002M6GRSU1IWMG57</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>92943LAC4</cusip>
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                <balance>199000</balance>
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                <invCountry>US</invCountry>
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                    <maturityDt>2031-01-20</maturityDt>
                    <couponKind>Floating</couponKind>
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            <invstOrSec>
                <name>CAESARS ENTERTAINMENT INC</name>
                <lei>549300FA4CTCW903Y781</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2705023"/>
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                <balance>217800</balance>
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                <curCd>USD</curCd>
                <valUSD>216711</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-01-24</maturityDt>
                    <couponKind>Floating</couponKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UKG INC</name>
                <lei>529900FKHWSTQ1GXK240</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>89841EAB1</cusip>
                <identifiers>
                    <isin value="US89841EAB11"/>
                </identifiers>
                <balance>208425</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>208217.62</valUSD>
                <pctVal>0.125957850533</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-01-31</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>7.3</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>WESTJET LOYALTY LP</name>
                <lei>N/A</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="XAC9763HAB33"/>
                </identifiers>
                <balance>168300</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>162451.58</valUSD>
                <pctVal>0.098272431663</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CA</invCountry>

                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-02-14</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>7.549</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PG POLARIS BIDCO SARL</name>
                <lei>254900XMCCB3IEZ2A005</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>91728NAB5</cusip>
                <identifiers>
                    <isin value="US91728NAB55"/>
                </identifiers>
                <balance>89550.56</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>89662.5</valUSD>
                <pctVal>0.054239865836</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>LU</invCountry>

                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-03-26</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>7.299</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>STATION CASINOS LLC</name>
                <lei>5493004E7Q60TX54WL62</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2711597"/>
                </identifiers>
                <balance>49500</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>49299.03</valUSD>
                <pctVal>0.029822643502</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-03-07</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.325</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PACIFIC DENTAL SERVICES INC</name>
                <lei>N/A</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2711609"/>
                </identifiers>
                <balance>178650</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>177952.37</valUSD>
                <pctVal>0.107649381558</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-03-10</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>7.072</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>TK ELEVATOR US NEWCO INC</name>
                <lei>549300C2AFWPAYWS5574</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="XAD9000BAG77"/>
                </identifiers>
                <balance>132080.32</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>131890.78</valUSD>
                <pctVal>0.079785174539</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-04-15</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>7.737</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>GENESEE  AND  WYOMING INC</name>
                <lei>G617XSG94Z7G0RMW3L02</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2715174"/>
                </identifiers>
                <balance>134325</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>133233.61</valUSD>
                <pctVal>0.080597497629</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-04-05</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.049</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>QUIKRETE HOLDINGS INC</name>
                <lei>5493007KIN86DIZWZT22</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>74839XAK5</cusip>
                <identifiers>
                    <isin value="US74839XAK54"/>
                </identifiers>
                <balance>202433.57</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>200774.63</valUSD>
                <pctVal>0.121455335222</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-03-26</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.575</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>DAVITA INC</name>
                <lei>M2XHYMU3TZNEZURC6H66</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2717715"/>
                </identifiers>
                <balance>114425</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>114420.42</valUSD>
                <pctVal>0.069216765422</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-05-06</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.325</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PROOFPOINT INC</name>
                <lei>529900C5FODDK0WSR085</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>74345HAG6</cusip>
                <identifiers>
                    <isin value="US74345HAG65"/>
                </identifiers>
                <balance>236386.39</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>235906.53</valUSD>
                <pctVal>0.142707804678</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-08-31</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>7.325</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>NOURYON FINANCE BV</name>
                <lei>549300GD4NJGLPVYB245</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2722902"/>
                </identifiers>
                <balance>200000</balance>
                <units>PA</units>
                <currencyConditional curCd="EUR" exchangeRt="1.08130003"/>
                <valUSD>216540.06</valUSD>
                <pctVal>0.130992374766</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>NL</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-04-03</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.204</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MEDLINE BORROWER LP</name>
                <lei>254900QT3R363TVK6F09</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2724120"/>
                </identifiers>
                <balance>179900.04</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>179762.42</valUSD>
                <pctVal>0.108744341760</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-10-23</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.575</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>FLASH CHARM INC</name>
                <lei>549300VQ6S3PWR8NUC48</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2724136"/>
                </identifiers>
                <balance>198500</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>184511.71</valUSD>
                <pctVal>0.111617347224</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-03-02</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>7.791</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>WHITE CAP BUYER LLC</name>
                <lei>N/A</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>96350TAH3</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2724150"/>
                </identifiers>
                <balance>467629.02</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>454519.04</valUSD>
                <pctVal>0.274953874243</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-10-19</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>7.575</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>SCIENTIFIC GAMES HOLDINGS LP</name>
                <lei>549300W5GPFXXB6TQ330</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="US80875CAE75"/>
                </identifiers>
                <balance>203458.61</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>202525.75</valUSD>
                <pctVal>0.122514646683</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-04-04</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>7.296</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CHART INDUSTRIES INC</name>
                <lei>EM7QGKC1GYOF3LSZSL80</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2725215"/>
                </identifiers>
                <balance>416901.46</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>417595.6</valUSD>
                <pctVal>0.252617641907</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-03-18</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.805</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>EMRLD BORROWER LP</name>
                <lei>5493000GJYE7GAQCUC61</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2725885"/>
                </identifiers>
                <balance>194461.4</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>192916.4</valUSD>
                <pctVal>0.116701627252</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-06-18</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.799</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>AHEAD DB HOLDINGS LLC</name>
                <lei>254900L07WFL833JX193</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2729579"/>
                </identifiers>
                <balance>93696.56</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>93645.5</valUSD>
                <pctVal>0.056649316672</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2031-02-03</maturityDt>
                    <couponKind>Floating</couponKind>
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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>ALLIANT HOLDINGS INTERMEDIATE LLC</name>
                <lei>5493006Q26653NF8SI73</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>01881UAM7</cusip>
                <identifiers>
                    <isin value="US01881UAM71"/>
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                <balance>198002.51</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>197012.5</valUSD>
                <pctVal>0.119179496087</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-09-12</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>7.069</annualizedRt>
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                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>TREASURE HOLDCO INC</name>
                <lei>N/A</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2742195"/>
                </identifiers>
                <balance>89775</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>89606.67</valUSD>
                <pctVal>0.054206092388</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-10-10</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>8.563</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>DUN  AND  BRADSTREET CORP/THE</name>
                <lei>RI37BMPWE56BCJ747E14</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2747507"/>
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                <balance>198000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>197752.5</valUSD>
                <pctVal>0.119627147008</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-01-18</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.572</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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            <invstOrSec>
                <name>CLOUD SOFTWARE GROUP INC</name>
                <lei>04EEB871XLHVNY4RZJ65</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2748792"/>
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                <balance>342100.35</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>339378.94</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-03-29</maturityDt>
                    <couponKind>Floating</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>IRB HOLDING CORP</name>
                <lei>549300HVW4WNWYBXN830</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="US44988LAL18"/>
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                <balance>265861.94</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>264499.4</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-03-10</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.825</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>PHOENIX GUARANTOR INC</name>
                <lei>254900JIOIDL3GSUFE55</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>71913BAK8</cusip>
                <identifiers>
                    <isin value="US71913BAK89"/>
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                <balance>202955.12</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>202389.89</valUSD>
                <pctVal>0.122432460394</pctVal>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-02-21</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.825</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>WAYSTAR TECHNOLOGIES INC</name>
                <lei>549300BIRBTAWWHCSZ09</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2750951"/>
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                <balance>92322.73</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>92091.92</valUSD>
                <pctVal>0.055709503810</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-10-22</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.575</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>CQP HOLDCO LP</name>
                <lei>549300LPL012JY5D4B69</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>12657QAE3</cusip>
                <identifiers>
                    <isin value="US12657QAE35"/>
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                <balance>691315.22</balance>
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                <curCd>USD</curCd>
                <valUSD>690302.44</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-12-31</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.299</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>FLUTTER ENTERTAINMENT PLC</name>
                <lei>635400EG4YIJLJMZJ782</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2751681"/>
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                <balance>108900</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>108608.15</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-11-29</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.049</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>MCAFEE CORP</name>
                <lei>2549009UKR8UEZYVCR93</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2752211"/>
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                <balance>218901.37</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>209488.61</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-03-01</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>7.323</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>CARNIVAL CORP</name>
                <lei>F1OF2ZSX47CR0BCWA982</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2753959"/>
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                <balance>360663.82</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>360889.23</valUSD>
                <pctVal>0.218314048980</pctVal>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-10-18</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.325</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>PHOENIX NEWCO INC</name>
                <lei>254900PHGVI5379Z9791</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="US71911KAE47"/>
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                <balance>240802.35</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>240547.1</valUSD>
                <pctVal>0.145515041752</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-11-15</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.825</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>CLARIOS GLOBAL LP</name>
                <lei>549300474L1ZLXZY2P98</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2754538"/>
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                <balance>59983</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>59183.13</valUSD>
                <pctVal>0.035801868461</pctVal>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-01-14</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>7.075</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>HUNTER DOUGLAS INC</name>
                <lei>529900811T142NS3H544</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2754613"/>
                </identifiers>
                <balance>179969.58</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>172500.84</valUSD>
                <pctVal>0.104351567468</pctVal>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-01-14</maturityDt>
                    <couponKind>Floating</couponKind>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>BANIJAY US HOLDING INC</name>
                <lei>5493008PW5N0VVCH7279</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>F6456UAE3</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2755402"/>
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                <balance>80964.38</balance>
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                <curCd>USD</curCd>
                <valUSD>81040.49</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>FR</invCountry>

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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2028-03-01</maturityDt>
                    <couponKind>Floating</couponKind>
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                    <isDefault>N</isDefault>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>API GROUP DE INC</name>
                <lei>549300XP4G7B4QYA0G83</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>00186XAN3</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2758543"/>
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                <balance>86013.09</balance>
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                <curCd>USD</curCd>
                <valUSD>85830.74</valUSD>
                <pctVal>0.051921905168</pctVal>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-01-03</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>6.075</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PETSMART LLC</name>
                <lei>N/A</lei>
                <title>BANK LOAN NOTE</title>
                <cusip>71677HAL9</cusip>
                <identifiers>
                    <isin value="US71677HAL96"/>
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                <balance>200102.98</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>197392.59</valUSD>
                <pctVal>0.119409425329</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-01-29</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>8.175</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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            <invstOrSec>
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                <name>BDS 2021-FL9 LTD</name>
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                <name>BBCMS MORTGAGE TRUST 2024-C26</name>
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                <name>BMO 2024-5C6 MORTGAGE TRUST</name>
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                <name>BBCMS MORTGAGE TRUST 2024-5C29</name>
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                <name>BENCHMARK 2024-V10 MORTGAGE TRUST</name>
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                <name>BANK 2024-BNK48</name>
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                <name>BANK5 2024-5YR10</name>
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                <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52</name>
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                <name>BANK 2020-BNK30</name>
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                <name>BANK5 2024-5YR12</name>
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                <name>BENCHMARK 2024-V11 MORTGAGE TRUST</name>
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                <name>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11</name>
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                <name>COMM 2012-LC4 MORTGAGE TRUST</name>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2048-10-10</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>4.444</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31</name>
                <lei>N/A</lei>
                <title>COMMERCIAL MORTGAGE BACKED SECURITIES</title>
                <cusip>94989WAS6</cusip>
                <identifiers>
                    <isin value="US94989WAS61"/>
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                <balance>399000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>396072.18</valUSD>
                <pctVal>0.239597400300</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-MBS</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2048-11-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.695</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS4</name>
                <lei>549300RD723OFH36TP29</lei>
                <title>COMMERCIAL MORTGAGE BACKED SECURITIES</title>
                <cusip>94989XBC8</cusip>
                <identifiers>
                    <isin value="US94989XBC83"/>
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                <balance>178000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>176579.1</valUSD>
                <pctVal>0.106818644287</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-MBS</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2048-12-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.718</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-SG1</name>
                <lei>549300ZJL46M82UL2Z22</lei>
                <title>COMMERCIAL MORTGAGE BACKED SECURITIES</title>
                <cusip>94989QBA7</cusip>
                <identifiers>
                    <isin value="US94989QBA76"/>
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                <balance>273000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>262102.55</valUSD>
                <pctVal>0.158554659385</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-MBS</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2048-09-15</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>4.464</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PATRICK INDUSTRIES INC</name>
                <lei>549300FZ5ZTCCJ3Z5W14</lei>
                <title>CONV. NOTE</title>
                <cusip>703343AG8</cusip>
                <identifiers>
                    <isin value="US703343AG80"/>
                </identifiers>
                <balance>38000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>53290.25</valUSD>
                <pctVal>0.032237066894</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-12-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.75</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>PATRICK INDUSTRIES INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="703343103"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="15.1559" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LUMENTUM HOLDINGS INC</name>
                <lei>549300JLWRRC38DWEF52</lei>
                <title>CONV. NOTE</title>
                <cusip>55024UAF6</cusip>
                <identifiers>
                    <isin value="US55024UAF66"/>
                </identifiers>
                <balance>112000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>103768</valUSD>
                <pctVal>0.062772757820</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-06-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>LUMENTUM HOLDINGS INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="55024U109"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="7.6319" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>DIGITAL REALTY TRUST LP</name>
                <lei>CD4SPTZ3YBTHY0C1AH38</lei>
                <title>CONV. NOTE</title>
                <cusip>25389JAX4</cusip>
                <identifiers>
                    <isin value="US25389JAX46"/>
                </identifiers>
                <balance>117000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>116157.6</valUSD>
                <pctVal>0.070267644107</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-11-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.875</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>DIGITAL REALTY TRUST INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="253868103"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="4.7998" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LIVE NATION ENTERTAINMENT INC</name>
                <lei>5493007B9BM9ZXJINO78</lei>
                <title>CONV. NOTE</title>
                <cusip>538034BB4</cusip>
                <identifiers>
                    <isin value="US538034BB47"/>
                </identifiers>
                <balance>74000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>76775</valUSD>
                <pctVal>0.046443783070</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-01-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.875</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>LIVE NATION ENTERTAINMENT INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="538034109"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="5.2005" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>NUTANIX INC</name>
                <lei>549300X7J6E8TKVIXW09</lei>
                <title>CONV. NOTE</title>
                <cusip>67059NAJ7</cusip>
                <identifiers>
                    <isin value="US67059NAJ72"/>
                </identifiers>
                <balance>66000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>69895.91</valUSD>
                <pctVal>0.042282389860</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-12-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>NUTANIX INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="67059N108"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="11.6505" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>HERCULES CAPITAL INC</name>
                <lei>549300UJ5OC256GR2B73</lei>
                <title>CONV. NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="US427096AL62"/>
                </identifiers>
                <balance>33000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>32505</valUSD>
                <pctVal>0.019663369179</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-09-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.75</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>HERCULES CAPITAL INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="427096508"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="46.5631" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>INTEGER HOLDINGS CORP</name>
                <lei>549300SUD2ED5XG6X569</lei>
                <title>CONV. NOTE</title>
                <cusip>45826HAC3</cusip>
                <identifiers>
                    <isin value="US45826HAC34"/>
                </identifiers>
                <balance>66000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>66858</valUSD>
                <pctVal>0.040444655793</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-03-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.875</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>INTEGER HOLDINGS CORP</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="45826H109"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="6.6243" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LIBERTY MEDIA CORP-LIBERTY FORMULA ONE</name>
                <lei>N/A</lei>
                <title>CONV. NOTE</title>
                <cusip>531229AQ5</cusip>
                <identifiers>
                    <isin value="US531229AQ58"/>
                </identifiers>
                <balance>91000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>110792.5</valUSD>
                <pctVal>0.067022114436</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-08-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>LIBERTY MEDIA CORP-LIBERTY FORMULA ONE</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="531229854"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                        <dbtSecRefInstrument>
                            <name>LIBERTY MEDIA CORP-LIBERTY FORMULA ONE</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="531229755"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="11.6198" curCd="USD"/>
                        <currencyInfo convRatio="11.6198" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>HALOZYME THERAPEUTICS INC</name>
                <lei>529900242I3SV9AGM753</lei>
                <title>CONV. NOTE</title>
                <cusip>40637HAF6</cusip>
                <identifiers>
                    <isin value="US40637HAF64"/>
                </identifiers>
                <balance>65000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>83286.34</valUSD>
                <pctVal>0.050382711920</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-08-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>HALOZYME THERAPEUTICS INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="40637H109"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="17.8517" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>POST HOLDINGS INC</name>
                <lei>JM1I5YUAURL6DC8N1468</lei>
                <title>CONV. NOTE</title>
                <cusip>737446AT1</cusip>
                <identifiers>
                    <isin value="US737446AT14"/>
                </identifiers>
                <balance>43000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>51363.5</valUSD>
                <pctVal>0.031071510931</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-08-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>POST HOLDINGS INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="737446104"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="9.4248" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ALNYLAM PHARMACEUTICALS INC</name>
                <lei>529900S3ZI14OWRJII50</lei>
                <title>CONV. NOTE</title>
                <cusip>02043QAB3</cusip>
                <identifiers>
                    <isin value="US02043QAB32"/>
                </identifiers>
                <balance>63000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>72702</valUSD>
                <pctVal>0.043979888203</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-09-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>ALNYLAM PHARMACEUTICALS INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="02043Q107"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="3.4941" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>SAREPTA THERAPEUTICS INC</name>
                <lei>549300IKDPIED8J8IG21</lei>
                <title>CONV. NOTE</title>
                <cusip>803607AD2</cusip>
                <identifiers>
                    <isin value="US803607AD25"/>
                </identifiers>
                <balance>21000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>19551</valUSD>
                <pctVal>0.011827058324</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-09-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>SAREPTA THERAPEUTICS INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="803607100"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="7.0439" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>WAYFAIR INC</name>
                <lei>54930027N9ZAVYFDHK53</lei>
                <title>CONV. NOTE</title>
                <cusip>94419LAP6</cusip>
                <identifiers>
                    <isin value="US94419LAP67"/>
                </identifiers>
                <balance>79000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>77420</valUSD>
                <pctVal>0.046833965292</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-09-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>WAYFAIR INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="94419L101"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="15.7597" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>NORTHERN OIL  AND  GAS INC</name>
                <lei>OKFF0PIZDDMNH4UCYE51</lei>
                <title>CONV. NOTE</title>
                <cusip>665531AJ8</cusip>
                <identifiers>
                    <isin value="US665531AJ80"/>
                </identifiers>
                <balance>61000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>64510.55</valUSD>
                <pctVal>0.039024604232</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-04-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.625</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>NORTHERN OIL &amp; GAS INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="665531307"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="26.9811" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>WOLFSPEED INC</name>
                <lei>549300OGU88P3AW3TO93</lei>
                <title>CONV. NOTE</title>
                <cusip>977852AD4</cusip>
                <identifiers>
                    <isin value="US977852AD45"/>
                </identifiers>
                <balance>82000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>18450</valUSD>
                <pctVal>0.011161026345</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-12-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.875</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>WOLFSPEED INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="977852102"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="8.4118" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CARNIVAL CORP</name>
                <lei>F1OF2ZSX47CR0BCWA982</lei>
                <title>CONV. NOTE</title>
                <cusip>143658BV3</cusip>
                <identifiers>
                    <isin value="US143658BV39"/>
                </identifiers>
                <balance>42000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>70182</valUSD>
                <pctVal>0.042455455336</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-12-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.75</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>CARNIVAL CORP</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="143658300"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="74.6714" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LANTHEUS HOLDINGS INC</name>
                <lei>5299005HUB5IOJGO7S39</lei>
                <title>CONV. NOTE</title>
                <cusip>516544AB9</cusip>
                <identifiers>
                    <isin value="US516544AB96"/>
                </identifiers>
                <balance>46000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>65032.5</valUSD>
                <pctVal>0.039340349365</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-12-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.625</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>LANTHEUS HOLDINGS INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="516544103"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="12.5291" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>AXON ENTERPRISE INC</name>
                <lei>549300QP2IEEGFE16681</lei>
                <title>CONV. NOTE</title>
                <cusip>05464CAB7</cusip>
                <identifiers>
                    <isin value="US05464CAB72"/>
                </identifiers>
                <balance>22000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>51639.5</valUSD>
                <pctVal>0.031238472626</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-12-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>AXON ENTERPRISE INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="05464C101"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="4.372" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CHEFS' WAREHOUSE INC/THE</name>
                <lei>549300JYEDC8C547E980</lei>
                <title>CONV. NOTE</title>
                <cusip>163086AE1</cusip>
                <identifiers>
                    <isin value="US163086AE15"/>
                </identifiers>
                <balance>40000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>55679.33</valUSD>
                <pctVal>0.033682301843</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-12-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.375</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>CHEFS' WAREHOUSE INC/THE</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="163086101"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="22.5912" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LIVE NATION ENTERTAINMENT INC</name>
                <lei>5493007B9BM9ZXJINO78</lei>
                <title>CONV. NOTE</title>
                <cusip>538034BA6</cusip>
                <identifiers>
                    <isin value="US538034BA63"/>
                </identifiers>
                <balance>71000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>98832</valUSD>
                <pctVal>0.059786805189</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-01-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.125</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>LIVE NATION ENTERTAINMENT INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="538034109"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="9.2259" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>NABORS INDUSTRIES INC</name>
                <lei>549300VFQWRKICUFNU92</lei>
                <title>CONV. NOTE</title>
                <cusip>62957HAL9</cusip>
                <identifiers>
                    <isin value="US62957HAL96"/>
                </identifiers>
                <balance>62000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>41757</valUSD>
                <pctVal>0.025260215560</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-06-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.75</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>NABORS INDUSTRIES LTD</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="G6359F137"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="4.7056" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>SOUTHERN CO/THE</name>
                <lei>549300FC3G3YU2FBZD92</lei>
                <title>CONV. NOTE</title>
                <cusip>842587DP9</cusip>
                <identifiers>
                    <isin value="US842587DP95"/>
                </identifiers>
                <balance>94000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>104739.5</valUSD>
                <pctVal>0.063360450887</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2025-12-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.875</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>SOUTHERN CO/THE</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="842587107"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="11.8818" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ON SEMICONDUCTOR CORP</name>
                <lei>ZV20P4CNJVT8V1ZGJ064</lei>
                <title>CONV. NOTE</title>
                <cusip>682189AU9</cusip>
                <identifiers>
                    <isin value="US682189AU93"/>
                </identifiers>
                <balance>88000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>76124.4</valUSD>
                <pctVal>0.046050213220</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-03-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>ON SEMICONDUCTOR CORP</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="682189105"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="9.6277" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PPL CAPITAL FUNDING INC</name>
                <lei>549300MROK5WY0D2NU17</lei>
                <title>CONV. NOTE</title>
                <cusip>69352PAS2</cusip>
                <identifiers>
                    <isin value="US69352PAS20"/>
                </identifiers>
                <balance>92000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>103178</valUSD>
                <pctVal>0.062415846950</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-03-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.875</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>PPL CORP</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="69351T106"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="29.3432" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>RIVIAN AUTOMOTIVE INC</name>
                <lei>25490004LNKJ84MFYY24</lei>
                <title>CONV. NOTE</title>
                <cusip>76954AAB9</cusip>
                <identifiers>
                    <isin value="US76954AAB98"/>
                </identifiers>
                <balance>55000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>53796.88</valUSD>
                <pctVal>0.032543544442</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-03-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.625</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>RIVIAN AUTOMOTIVE INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="76954A103"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="49.6771" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CMS ENERGY CORP</name>
                <lei>549300IA9XFBAGNIBW29</lei>
                <title>CONV. NOTE</title>
                <cusip>125896BX7</cusip>
                <identifiers>
                    <isin value="US125896BX77"/>
                </identifiers>
                <balance>51000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>56533.5</valUSD>
                <pctVal>0.034199018042</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-05-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.375</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>CMS ENERGY CORP</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="125896100"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="13.5194" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>DEXCOM INC</name>
                <lei>549300YSK3QDSFR5EU59</lei>
                <title>CONV. NOTE</title>
                <cusip>252131AM9</cusip>
                <identifiers>
                    <isin value="US252131AM94"/>
                </identifiers>
                <balance>113000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>101248</valUSD>
                <pctVal>0.061248324953</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-05-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.375</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>DEXCOM INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="252131107"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="6.1571" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>WELLTOWER OP LLC</name>
                <lei>T6IZ0MBEG5ACZDTR7D06</lei>
                <title>CONV. NOTE</title>
                <cusip>95041AAB4</cusip>
                <identifiers>
                    <isin value="US95041AAB44"/>
                </identifiers>
                <balance>51000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>83257.5</valUSD>
                <pctVal>0.050365265633</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-05-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.75</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>WELLTOWER INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="95040Q104"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="10.4862" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>FLUOR CORP</name>
                <lei>CQ7WZ4NOFWT7FAE6Q943</lei>
                <title>CONV. NOTE</title>
                <cusip>343412AJ1</cusip>
                <identifiers>
                    <isin value="US343412AJ13"/>
                </identifiers>
                <balance>64000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>68080</valUSD>
                <pctVal>0.041183884746</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-08-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.125</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>FLUOR CORP</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="343412102"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="22.042" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>WORKIVA INC</name>
                <lei>529900RTOQ8GRWHY1O58</lei>
                <title>CONV. NOTE</title>
                <cusip>98139AAD7</cusip>
                <identifiers>
                    <isin value="US98139AAD72"/>
                </identifiers>
                <balance>39000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>36377.25</valUSD>
                <pctVal>0.022005823610</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-08-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>WORKIVA INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="98139A105"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="7.469" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>SEAGATE HDD CAYMAN</name>
                <lei>529900BD50TRWEG1SF63</lei>
                <title>CONV. NOTE</title>
                <cusip>81180WBL4</cusip>
                <identifiers>
                    <isin value="US81180WBL46"/>
                </identifiers>
                <balance>102000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>122999.25</valUSD>
                <pctVal>0.074406388600</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>KY</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-06-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>SEAGATE TECHNOLOGY HOLDINGS PLC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="G7997R103"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="12.1306" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BURLINGTON STORES INC</name>
                <lei>5299003Z37DVGKKC1W09</lei>
                <title>CONV. NOTE</title>
                <cusip>122017AD8</cusip>
                <identifiers>
                    <isin value="US122017AD81"/>
                </identifiers>
                <balance>34000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>44982</valUSD>
                <pctVal>0.027211126670</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-12-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>BURLINGTON STORES INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="122017106"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="4.856" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UBER TECHNOLOGIES INC</name>
                <lei>549300B2FTG34FILDR98</lei>
                <title>CONV. NOTE</title>
                <cusip>90353TAM2</cusip>
                <identifiers>
                    <isin value="US90353TAM27"/>
                </identifiers>
                <balance>89000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>108758</valUSD>
                <pctVal>0.065791376869</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-12-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.875</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>UBER TECHNOLOGIES INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="90353T100"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="13.7848" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PG AND E CORP</name>
                <lei>8YQ2GSDWYZXO2EDN3511</lei>
                <title>CONV. NOTE</title>
                <cusip>69331CAL2</cusip>
                <identifiers>
                    <isin value="US69331CAL28"/>
                </identifiers>
                <balance>92000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>97428</valUSD>
                <pctVal>0.058937478306</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-12-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>PG&amp;E CORP</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="69331C108"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="43.1738" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MERIT MEDICAL SYSTEMS INC</name>
                <lei>549300OYTY138SP2CE83</lei>
                <title>CONV. NOTE</title>
                <cusip>589889AA2</cusip>
                <identifiers>
                    <isin value="US589889AA22"/>
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                <balance>37000</balance>
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                <valUSD>50412.5</valUSD>
                <pctVal>0.030496219004</pctVal>
                <payoffProfile>Long</payoffProfile>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2029-02-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3</annualizedRt>
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                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>MERIT MEDICAL SYSTEMS INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="589889104"/>
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                    <currencyInfos>
                        <currencyInfo convRatio="11.5171" curCd="USD"/>
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                    <delta>XXXX</delta>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>REPLIGEN CORP</name>
                <lei>54930006QJ0T5AUO1E71</lei>
                <title>CONV. NOTE</title>
                <cusip>759916AD1</cusip>
                <identifiers>
                    <isin value="US759916AD17"/>
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                <balance>50000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>48900</valUSD>
                <pctVal>0.029581256817</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-12-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>REPLIGEN CORP</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="759916109"/>
                            </identifiers>
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                    <currencyInfos>
                        <currencyInfo convRatio="4.9247" curCd="USD"/>
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                    <delta>XXXX</delta>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>GLOBAL PAYMENTS INC</name>
                <lei>549300NOMHGVQBX6S778</lei>
                <title>CONV. NOTE</title>
                <cusip>37940XAU6</cusip>
                <identifiers>
                    <isin value="US37940XAU63"/>
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                <balance>81000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>76707</valUSD>
                <pctVal>0.046402647580</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-03-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>GLOBAL PAYMENTS INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="37940X102"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="6.371" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PROGRESS SOFTWARE CORP</name>
                <lei>549300R65B3JG6972S24</lei>
                <title>CONV. NOTE</title>
                <cusip>743312AD2</cusip>
                <identifiers>
                    <isin value="US743312AD29"/>
                </identifiers>
                <balance>56000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>59080</valUSD>
                <pctVal>0.035739481651</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-03-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>PROGRESS SOFTWARE CORP</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="743312100"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="14.7622" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>PARSONS CORP</name>
                <lei>549300ZXH0VRBSEPX752</lei>
                <title>CONV. NOTE</title>
                <cusip>70202LAD4</cusip>
                <identifiers>
                    <isin value="US70202LAD47"/>
                </identifiers>
                <balance>41000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>41061.5</valUSD>
                <pctVal>0.024839484188</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-03-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.625</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>PARSONS CORP</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="70202L102"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="10.6256" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>COINBASE GLOBAL INC</name>
                <lei>5493004G3J2SC154DU06</lei>
                <title>CONV. NOTE</title>
                <cusip>19260QAF4</cusip>
                <identifiers>
                    <isin value="US19260QAF46"/>
                </identifiers>
                <balance>40000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>36601.24</valUSD>
                <pctVal>0.022141322705</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-04-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>COINBASE GLOBAL INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="19260Q107"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="2.9981" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>VERTEX INC</name>
                <lei>549300QMYW171MP1PL50</lei>
                <title>CONV. NOTE</title>
                <cusip>92538JAB2</cusip>
                <identifiers>
                    <isin value="US92538JAB26"/>
                </identifiers>
                <balance>51000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>60849.38</valUSD>
                <pctVal>0.036809839201</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-05-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.75</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>VERTEX INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="92538J106"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="27.5315" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>EXACT SCIENCES CORP</name>
                <lei>549300VM3X1FYD4N9Z14</lei>
                <title>CONV. NOTE</title>
                <cusip>30063PAE5</cusip>
                <identifiers>
                    <isin value="US30063PAE51"/>
                </identifiers>
                <balance>103000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>88743</valUSD>
                <pctVal>0.053683629319</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-04-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.75</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>EXACT SCIENCES CORP</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="30063P105"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="10.0644" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MERITAGE HOMES CORP</name>
                <lei>52990044W9UMFJO2FB97</lei>
                <title>CONV. NOTE</title>
                <cusip>59001ABF8</cusip>
                <identifiers>
                    <isin value="US59001ABF84"/>
                </identifiers>
                <balance>65000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>63667.5</valUSD>
                <pctVal>0.038514614896</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-05-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.75</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>MERITAGE HOMES CORP</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="59001A102"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="8.6096" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MKS INC</name>
                <lei>549300KEQATBHAGVF505</lei>
                <title>CONV. NOTE</title>
                <cusip>55306NAB0</cusip>
                <identifiers>
                    <isin value="US55306NAB01"/>
                </identifiers>
                <balance>65000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>58630</valUSD>
                <pctVal>0.035467261497</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-06-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>MKS INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="55306N104"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="6.4799" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>SPECTRUM BRANDS INC</name>
                <lei>549300VU3EH2E73C1Q04</lei>
                <title>CONV. NOTE</title>
                <cusip>84762LAY1</cusip>
                <identifiers>
                    <isin value="US84762LAY11"/>
                </identifiers>
                <balance>32000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>30478.25</valUSD>
                <pctVal>0.018437319848</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-06-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.375</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>SPECTRUM BRANDS HOLDINGS INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="84790A105"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="8.206" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>HAEMONETICS CORP</name>
                <lei>549300ZEL6TXZS6F5F95</lei>
                <title>CONV. NOTE</title>
                <cusip>405024AD2</cusip>
                <identifiers>
                    <isin value="US405024AD24"/>
                </identifiers>
                <balance>49000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>46770.5</valUSD>
                <pctVal>0.028293050551</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-06-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>HAEMONETICS CORP</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="405024100"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="8.5385" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MICROCHIP TECHNOLOGY INC</name>
                <lei>5493007PTFULNYZJ1R12</lei>
                <title>CONV. NOTE</title>
                <cusip>595017BF0</cusip>
                <identifiers>
                    <isin value="US595017BF02"/>
                </identifiers>
                <balance>48000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>45036</valUSD>
                <pctVal>0.027243793088</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-06-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.75</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>MICROCHIP TECHNOLOGY INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="595017104"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="8.2086" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ITRON INC</name>
                <lei>24F6LSZD18II6ICG6S41</lei>
                <title>CONV. NOTE</title>
                <cusip>465741AP1</cusip>
                <identifiers>
                    <isin value="US465741AP18"/>
                </identifiers>
                <balance>92000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>96312.5</valUSD>
                <pctVal>0.058262674789</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-07-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.375</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>ITRON INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="465741106"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="7.6199" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>WELLTOWER OP LLC</name>
                <lei>T6IZ0MBEG5ACZDTR7D06</lei>
                <title>CONV. NOTE</title>
                <cusip>95041AAD0</cusip>
                <identifiers>
                    <isin value="US95041AAD00"/>
                </identifiers>
                <balance>50000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>65625</valUSD>
                <pctVal>0.039698772569</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-07-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.125</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>WELLTOWER INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="95040Q104"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="7.8177" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>OSI SYSTEMS INC</name>
                <lei>DDX3MPX1Y8YD30050X33</lei>
                <title>CONV. NOTE</title>
                <cusip>671044AE5</cusip>
                <identifiers>
                    <isin value="US671044AE59"/>
                </identifiers>
                <balance>49000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>59763.18</valUSD>
                <pctVal>0.036152760241</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-08-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>OSI SYSTEMS INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="671044105"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="5.209" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BOX INC</name>
                <lei>549300KQUCPD8687YS68</lei>
                <title>CONV. NOTE</title>
                <cusip>10316TAC8</cusip>
                <identifiers>
                    <isin value="US10316TAC80"/>
                </identifiers>
                <balance>62000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>59892</valUSD>
                <pctVal>0.036230687797</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-09-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>BOX INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="10316T104"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="23.0102" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>GUIDEWIRE SOFTWARE INC</name>
                <lei>549300WXSG0J8IXZCK32</lei>
                <title>CONV. NOTE</title>
                <cusip>40171VAB6</cusip>
                <identifiers>
                    <isin value="US40171VAB62"/>
                </identifiers>
                <balance>98000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>102312</valUSD>
                <pctVal>0.061891974386</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-11-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>GUIDEWIRE SOFTWARE INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="40171V100"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="4.0875" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>AKAMAI TECHNOLOGIES INC</name>
                <lei>OC1LZNN2LF5WTJ5RIL89</lei>
                <title>CONV. NOTE</title>
                <cusip>00971TAL5</cusip>
                <identifiers>
                    <isin value="US00971TAL52"/>
                </identifiers>
                <balance>84000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>82089</valUSD>
                <pctVal>0.049658400631</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-09-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.375</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>AKAMAI TECHNOLOGIES INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="00971T101"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="8.6073" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>INSULET CORP</name>
                <lei>549300TZTYD2PYN92D43</lei>
                <title>CONV. NOTE</title>
                <cusip>45784PAK7</cusip>
                <identifiers>
                    <isin value="US45784PAK75"/>
                </identifiers>
                <balance>59000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>74935.07</valUSD>
                <pctVal>0.045330747449</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2026-09-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.375</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>INSULET CORP</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="45784P101"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="4.4105" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BIOMARIN PHARMACEUTICAL INC</name>
                <lei>NSLL8ITTRR0J5HEMR848</lei>
                <title>CONV. NOTE</title>
                <cusip>09061GAK7</cusip>
                <identifiers>
                    <isin value="US09061GAK76"/>
                </identifiers>
                <balance>49000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>46268.25</valUSD>
                <pctVal>0.027989222612</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-05-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>BIOMARIN PHARMACEUTICAL INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="09061G101"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="7.2743" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BLOCK INC</name>
                <lei>549300OHIIUWSTIZME52</lei>
                <title>CONV. NOTE</title>
                <cusip>852234AK9</cusip>
                <identifiers>
                    <isin value="US852234AK99"/>
                </identifiers>
                <balance>46000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>40652.5</valUSD>
                <pctVal>0.024592066314</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-11-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>BLOCK INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="852234103"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="3.343" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>TYLER TECHNOLOGIES INC</name>
                <lei>25490040SMU4Z8LBCW70</lei>
                <title>CONV. NOTE</title>
                <cusip>902252AB1</cusip>
                <identifiers>
                    <isin value="US902252AB17"/>
                </identifiers>
                <balance>90000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>110110.13</valUSD>
                <pctVal>0.066609325842</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2026-03-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>TYLER TECHNOLOGIES INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="902252105"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="2.0266" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ETSY INC</name>
                <lei>54930089Q7XT501AEA40</lei>
                <title>CONV. NOTE</title>
                <cusip>29786AAN6</cusip>
                <identifiers>
                    <isin value="US29786AAN63"/>
                </identifiers>
                <balance>111000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>94599.75</valUSD>
                <pctVal>0.057226574633</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-06-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>ETSY INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="29786A106"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="4.0518" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BENTLEY SYSTEMS INC</name>
                <lei>549300WVEHPGE0Z56F71</lei>
                <title>CONV. NOTE</title>
                <cusip>08265TAD1</cusip>
                <identifiers>
                    <isin value="US08265TAD19"/>
                </identifiers>
                <balance>72000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>65412</valUSD>
                <pctVal>0.039569921696</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-07-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.375</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>BENTLEY SYSTEMS INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="08265T208"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="12.0153" curCd="USD"/>
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                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>SHIFT4 PAYMENTS INC</name>
                <lei>N/A</lei>
                <title>CONV. NOTE</title>
                <cusip>82452JAD1</cusip>
                <identifiers>
                    <isin value="US82452JAD19"/>
                </identifiers>
                <balance>72000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>73044</valUSD>
                <pctVal>0.044186775520</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-08-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>SHIFT4 PAYMENTS INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="82452J109"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="8.1524" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>IMPINJ INC</name>
                <lei>549300M26VGKSMMWWN17</lei>
                <title>CONV. NOTE</title>
                <cusip>453204AD1</cusip>
                <identifiers>
                    <isin value="US453204AD18"/>
                </identifiers>
                <balance>24000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>27336</valUSD>
                <pctVal>0.016536467001</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-05-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1.125</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>IMPINJ INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="453204109"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="9.0061" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>NRG ENERGY INC</name>
                <lei>5E2UPK5SW04M13XY7I38</lei>
                <title>CONVERTIBLE BONDS</title>
                <cusip>629377CG5</cusip>
                <identifiers>
                    <isin value="US629377CG50"/>
                </identifiers>
                <balance>25000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>58259.27</valUSD>
                <pctVal>0.035242994434</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2048-06-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.75</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>NRG ENERGY INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="629377508"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="23.7112" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MICROSTRATEGY INC</name>
                <lei>549300WQTWEJUEHXQX21</lei>
                <title>CONVERTIBLE ZERO</title>
                <cusip>594972AT8</cusip>
                <identifiers>
                    <isin value="US594972AT86"/>
                </identifiers>
                <balance>105000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>100333.83</valUSD>
                <pctVal>0.060695312733</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-03-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>MICROSTRATEGY INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="594972408"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="2.3072" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>SHAKE SHACK INC</name>
                <lei>529900J74GJAHYP80N79</lei>
                <title>CONVERTIBLE ZERO</title>
                <cusip>819047AB7</cusip>
                <identifiers>
                    <isin value="US819047AB70"/>
                </identifiers>
                <balance>62000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>57388.75</valUSD>
                <pctVal>0.034716387570</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-03-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>SHAKE SHACK INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="819047101"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="5.8679" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>DATADOG INC</name>
                <lei>549300F6JNO0KRPO1K63</lei>
                <title>CONVERTIBLE ZERO</title>
                <cusip>23804LAC7</cusip>
                <identifiers>
                    <isin value="US23804LAC72"/>
                </identifiers>
                <balance>82000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>71627</valUSD>
                <pctVal>0.043329584500</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-12-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>DATADOG INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="23804L103"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="4.5955" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>SNOWFLAKE INC</name>
                <lei>254900CJNSY1K7T53Z16</lei>
                <title>CONVERTIBLE ZERO</title>
                <cusip>833445AA7</cusip>
                <identifiers>
                    <isin value="US833445AA70"/>
                </identifiers>
                <balance>100000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>116000</valUSD>
                <pctVal>0.070172306560</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-10-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                    <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
                    <isContngtConvrtbl>N</isContngtConvrtbl>
                    <dbtSecRefInstruments>
                        <dbtSecRefInstrument>
                            <name>SNOWFLAKE INC</name>
                            <title>COMMON STOCK</title>
                            <curCd>USD</curCd>
                            <identifiers>
<cusip value="833445109"/>
                            </identifiers>
                        </dbtSecRefInstrument>
                    </dbtSecRefInstruments>
                    <currencyInfos>
                        <currencyInfo convRatio="6.3492" curCd="USD"/>
                    </currencyInfos>
                    <delta>XXXX</delta>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>LHOME MORTGAGE TRUST 2023-RTL2</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>50205BAA1</cusip>
                <identifiers>
                    <isin value="US50205BAA17"/>
                </identifiers>
                <balance>254000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>256069.54</valUSD>
                <pctVal>0.154905088461</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-06-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>8</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES</name>
                <lei>B1V7KEBTPIMZEU4LTD58</lei>
                <title>CORP CMO</title>
                <cusip>30711XBQ6</cusip>
                <identifiers>
                    <isin value="US30711XBQ60"/>
                </identifiers>
                <balance>363353.505</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>393634.11</valUSD>
                <pctVal>0.238122529649</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-08-25</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>16.204</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>79584CAA9</cusip>
                <identifiers>
                    <isin value="US79584CAA99"/>
                </identifiers>
                <balance>555000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>557528.14</valUSD>
                <pctVal>0.337267547895</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-02-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>7.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>JP MORGAN MORTGAGE TRUST 2024-9</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>46593DAX5</cusip>
                <identifiers>
                    <isin value="US46593DAX57"/>
                </identifiers>
                <balance>141638.66</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>142126.58</valUSD>
                <pctVal>0.085977154673</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2055-02-25</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>5.69</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES</name>
                <lei>B1V7KEBTPIMZEU4LTD58</lei>
                <title>CORP CMO</title>
                <cusip>30711XCH5</cusip>
                <identifiers>
                    <isin value="US30711XCH52"/>
                </identifiers>
                <balance>1106434.659</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>1213375.55</valUSD>
                <pctVal>0.734011733334</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-09-25</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>16.704</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES</name>
                <lei>B1V7KEBTPIMZEU4LTD58</lei>
                <title>CORP CMO</title>
                <cusip>30711XCR3</cusip>
                <identifiers>
                    <isin value="US30711XCR35"/>
                </identifiers>
                <balance>563944.525</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>622471.08</valUSD>
                <pctVal>0.376553719400</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-10-25</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>16.204</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES</name>
                <lei>B1V7KEBTPIMZEU4LTD58</lei>
                <title>CORP CMO</title>
                <cusip>30711XCY8</cusip>
                <identifiers>
                    <isin value="US30711XCY85"/>
                </identifiers>
                <balance>89235.463</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>99370.97</valUSD>
                <pctVal>0.060112846293</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-10-25</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>17.204</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
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                <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES</name>
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                    <maturityDt>2035-11-20</maturityDt>
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                    <annualizedRt>5.094</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>92922F4V7</cusip>
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                    <isin value="US92922F4V78"/>
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                <balance>69488.805</balance>
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                <curCd>USD</curCd>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2045-10-25</maturityDt>
                    <couponKind>Floating</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORTGAGEIT TRUST 2005-3</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>61915RAN6</cusip>
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                    <isin value="US61915RAN61"/>
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                <balance>24154.202</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>23315.06</valUSD>
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                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <debtSec>
                    <maturityDt>2035-08-25</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>5.23</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>FREDDIE MAC STACR DEBT NOTES 2015-DNA1</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>3137G0EZ8</cusip>
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                    <isin value="US3137G0EZ87"/>
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                <balance>384702.259</balance>
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                <curCd>USD</curCd>
                <valUSD>386752.61</valUSD>
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                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <debtSec>
                    <maturityDt>2027-10-25</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>13.654</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2006-AA6</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
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                    <isin value="US32052MAE12"/>
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                <balance>411508.576</balance>
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                <curCd>USD</curCd>
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                    <maturityDt>2036-11-25</maturityDt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>ALTERNATIVE LOAN TRUST 2006-OA7</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>02146BAB2</cusip>
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                    <isin value="US02146BAB27"/>
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                <balance>167179.452</balance>
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                <curCd>USD</curCd>
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                    <maturityDt>2046-06-25</maturityDt>
                    <couponKind>Floating</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>FREDDIE MAC STACR DEBT NOTES 2015-DNA3</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>3137G0GZ6</cusip>
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                    <isin value="US3137G0GZ69"/>
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                <balance>567384.055</balance>
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                    <maturityDt>2028-04-25</maturityDt>
                    <couponKind>Floating</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>FREDDIE MAC STACR DEBT NOTES 2015-HQA2</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>3137G0HM4</cusip>
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                    <isin value="US3137G0HM48"/>
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                <balance>265971.458</balance>
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                <curCd>USD</curCd>
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                <debtSec>
                    <maturityDt>2028-05-25</maturityDt>
                    <couponKind>Floating</couponKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>FREDDIE MAC STACR DEBT NOTES 2015-HQA1</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>3137G0GM5</cusip>
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                    <isin value="US3137G0GM56"/>
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                <balance>384875.335</balance>
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                <curCd>USD</curCd>
                <valUSD>392015.81</valUSD>
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                <debtSec>
                    <maturityDt>2028-03-25</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>13.254</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>FREDDIE MAC STACR DEBT NOTES 2016-DNA1</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>3137G0HZ5</cusip>
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                    <isin value="US3137G0HZ50"/>
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                <balance>1271686.203</balance>
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                <curCd>USD</curCd>
                <valUSD>1354120.46</valUSD>
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                <assetCat>ABS-CBDO</assetCat>
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                <invCountry>US</invCountry>
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                <debtSec>
                    <maturityDt>2028-07-25</maturityDt>
                    <couponKind>Floating</couponKind>
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            <invstOrSec>
                <name>ALTERNATIVE LOAN TRUST 2006-OA7</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>02146BAA4</cusip>
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                    <isin value="US02146BAA44"/>
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                <balance>206392.701</balance>
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                    <maturityDt>2046-06-25</maturityDt>
                    <couponKind>Variable</couponKind>
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            <invstOrSec>
                <name>BANK OF AMERICA CORP</name>
                <lei>9DJT3UXIJIZJI4WXO774</lei>
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                    <isin value="US06051GGC78"/>
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                <balance>215000</balance>
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                    <maturityDt>2027-11-25</maturityDt>
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                <name>SOUTHERN GAS CORRIDOR CJSC</name>
                <lei>213800DG58KG59XY6318</lei>
                <title>CORP. NOTE</title>
                <cusip>Y8T6JPAA4</cusip>
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                    <isin value="XS1319820897"/>
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                <balance>360000</balance>
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                <issuerCat>CORP</issuerCat>
                <invCountry>AZ</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2026-03-24</maturityDt>
                    <couponKind>Fixed</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>BROADCOM CRP /  CAYMN FI</name>
                <lei>N/A</lei>
                <title>CORP. NOTE</title>
                <cusip>11134LAH2</cusip>
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                    <isin value="US11134LAH24"/>
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                    <maturityDt>2027-01-15</maturityDt>
                    <couponKind>Fixed</couponKind>
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            <invstOrSec>
                <name>AT AND T INC</name>
                <lei>549300Z40J86GGSTL398</lei>
                <title>CORP. NOTE</title>
                <cusip>00206RGL0</cusip>
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                    <isin value="US00206RGL06"/>
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                <balance>410000</balance>
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                <curCd>USD</curCd>
                <valUSD>405716.22</valUSD>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
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                    <maturityDt>2028-02-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.1</annualizedRt>
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            <invstOrSec>
                <name>PERUSAHAAN LISTRIK NEGARA PT</name>
                <lei>254900OYVDRYS9J51J61</lei>
                <title>CORP. NOTE</title>
                <cusip>71568QAE7</cusip>
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                    <isin value="US71568QAE70"/>
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                <balance>200000</balance>
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                <curCd>USD</curCd>
                <valUSD>202142.8</valUSD>
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                <invCountry>ID</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2028-05-21</maturityDt>
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                <name>TRANSOCEAN POSEIDON LTD</name>
                <lei>N/A</lei>
                <title>CORP. NOTE</title>
                <cusip>89383JAA6</cusip>
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                    <isin value="US89383JAA60"/>
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                <balance>107625</balance>
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                <valUSD>107044.85</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>KY</invCountry>

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                    <maturityDt>2027-02-01</maturityDt>
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            <invstOrSec>
                <name>OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP</name>
                <lei>N/A</lei>
                <title>CORP. NOTE</title>
                <cusip>69007TAB0</cusip>
                <identifiers>
                    <isin value="US69007TAB08"/>
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                <balance>255000</balance>
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                <curCd>USD</curCd>
                <valUSD>250801.17</valUSD>
                <pctVal>0.151718074024</pctVal>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-08-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5</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>
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                <name>VM CONSOLIDATED INC</name>
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                <name>NEWS CORP</name>
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            <invstOrSec>
                <name>DUFRY ONE BV</name>
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            <invstOrSec>
                <name>ENCINO ACQUISITION PARTNERS HOLDINGS LLC</name>
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                <title>CORP. NOTE</title>
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            <invstOrSec>
                <name>VISTRA OPERATIONS CO LLC</name>
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                <title>CORP. NOTE</title>
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            <invstOrSec>
                <name>ANTERO RESOURCES CORP</name>
                <lei>APVBKPOULHUX7YZLKU17</lei>
                <title>CORP. NOTE</title>
                <cusip>03674XAS5</cusip>
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                    <isin value="US03674XAS53"/>
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                <curCd>USD</curCd>
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            <invstOrSec>
                <name>CONSTELLIUM SE</name>
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                <title>CORP. NOTE</title>
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                    <isin value="XS2335148024"/>
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                    <maturityDt>2029-07-15</maturityDt>
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            <invstOrSec>
                <name>T-MOBILE USA INC</name>
                <lei>549300V2JRLO5DIFGE82</lei>
                <title>CORP. NOTE</title>
                <cusip>87264ACA1</cusip>
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                    <maturityDt>2028-02-15</maturityDt>
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            <invstOrSec>
                <name>GFL ENVIRONMENTAL INC</name>
                <lei>549300FYK4MBXWIVZU26</lei>
                <title>CORP. NOTE</title>
                <cusip>36168QAN4</cusip>
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                <curCd>USD</curCd>
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                <invCountry>CA</invCountry>
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                    <maturityDt>2029-06-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.75</annualizedRt>
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            <invstOrSec>
                <name>GARTNER INC</name>
                <lei>PP55B5R38BFB8O8HH686</lei>
                <title>CORP. NOTE</title>
                <cusip>366651AG2</cusip>
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                    <isin value="US366651AG25"/>
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                <curCd>USD</curCd>
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                    <maturityDt>2029-06-15</maturityDt>
                    <couponKind>Fixed</couponKind>
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            <invstOrSec>
                <name>MCGRAW-HILL EDUCATION INC</name>
                <lei>254900U6YJ9QZ4IQOR26</lei>
                <title>CORP. NOTE</title>
                <cusip>57767XAA8</cusip>
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                <curCd>USD</curCd>
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                <name>HESS MIDSTREAM OPERATIONS LP</name>
                <lei>N/A</lei>
                <title>CORP. NOTE</title>
                <cusip>428102AE7</cusip>
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                    <isin value="US428102AE79"/>
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                <curCd>USD</curCd>
                <valUSD>254214.45</valUSD>
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                    <maturityDt>2030-02-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.25</annualizedRt>
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                <name>ATI INC</name>
                <lei>ZW1LRE7C3H17O2ZN9B45</lei>
                <title>CORP. NOTE</title>
                <cusip>01741RAL6</cusip>
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                <curCd>USD</curCd>
                <valUSD>467088.73</valUSD>
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                <name>TGNR INTERMEDIATE HOLDINGS LLC</name>
                <lei>5493007AZNVKZ5HEMT23</lei>
                <title>CORP. NOTE</title>
                <cusip>77289KAA3</cusip>
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                    <isin value="US77289KAA34"/>
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                <curCd>USD</curCd>
                <valUSD>203986.77</valUSD>
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                <name>JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL</name>
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                <title>CORP. NOTE</title>
                <cusip>46590XAN6</cusip>
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                <name>HESS MIDSTREAM OPERATIONS LP</name>
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                <title>CORP. NOTE</title>
                <cusip>428102AF4</cusip>
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                <name>VICI PROPERTIES LP</name>
                <lei>254900X4QE7SGKQLLN38</lei>
                <title>CORP. NOTE</title>
                <cusip>925650AC7</cusip>
                <identifiers>
                    <isin value="US925650AC72"/>
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                <name>KINETIK HOLDINGS LP</name>
                <lei>549300RD6AJIMYC0HY12</lei>
                <title>CORP. NOTE</title>
                <cusip>49461MAA8</cusip>
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                <curCd>USD</curCd>
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                <name>BUILDERS FIRSTSOURCE INC</name>
                <lei>549300W0SKP6L3H7DP63</lei>
                <title>CORP. NOTE</title>
                <cusip>12008RAR8</cusip>
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                    <isin value="US12008RAR84"/>
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                <balance>240000</balance>
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                <valUSD>240887.23</valUSD>
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                    <maturityDt>2032-06-15</maturityDt>
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                <name>HALEON US CAPITAL LLC</name>
                <lei>549300N8C3A3L0UVQB07</lei>
                <title>CORP. NOTE</title>
                <cusip>36264FAL5</cusip>
                <identifiers>
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                <name>SPIRIT AEROSYSTEMS INC</name>
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            <invstOrSec>
                <name>AIR LEASE CORP</name>
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                <name>WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP</name>
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                <name>PHILIP MORRIS INTERNATIONAL INC</name>
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                <title>CORP. NOTE</title>
                <cusip>718172DA4</cusip>
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                    <maturityDt>2030-02-15</maturityDt>
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                <name>CONSTELLATION ENERGY GENERATION LLC</name>
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                <title>CORP. NOTE</title>
                <cusip>210385AB6</cusip>
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                <name>TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV</name>
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                <title>CORP. NOTE</title>
                <cusip>88167AAR2</cusip>
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                <name>RB GLOBAL HOLDINGS INC</name>
                <lei>254900LH3N0EGB1LQ203</lei>
                <title>CORP. NOTE</title>
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                <name>JONES DESLAURIERS INSURANCE MANAGEMENT INC</name>
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                <title>CORP. NOTE</title>
                <cusip>48020RAB1</cusip>
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                <name>AIR FRANCE-KLM</name>
                <lei>969500AQW31GYO8JZD66</lei>
                <title>CORP. NOTE</title>
                <cusip>F01699BS9</cusip>
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                <name>MATADOR RESOURCES CO</name>
                <lei>549300CI3Q2UUK5R4G79</lei>
                <title>CORP. NOTE</title>
                <cusip>576485AF3</cusip>
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                <name>KEDRION SPA</name>
                <lei>81560047FA58E1BEDF67</lei>
                <title>CORP. NOTE</title>
                <cusip>49272YAB9</cusip>
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                <name>BENTELER INTERNATIONAL AG</name>
                <lei>529900ZAFSOBVFCKF263</lei>
                <title>CORP. NOTE</title>
                <cusip>08263DAA4</cusip>
                <identifiers>
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                <invCountry>AT</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2028-05-15</maturityDt>
                    <couponKind>Fixed</couponKind>
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                <name>SIX FLAGS ENTERTAINMENT CORP</name>
                <lei>529900AS2CYWYFHRS781</lei>
                <title>CORP. NOTE</title>
                <cusip>83001AAD4</cusip>
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                <curCd>USD</curCd>
                <valUSD>276231.66</valUSD>
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                <assetCat>DBT</assetCat>
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                <invCountry>US</invCountry>
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                    <maturityDt>2031-05-15</maturityDt>
                    <couponKind>Fixed</couponKind>
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            <invstOrSec>
                <name>TENET HEALTHCARE CORP</name>
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            <invstOrSec>
                <name>EQUIPMENTSHARE.COM INC</name>
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            <invstOrSec>
                <name>VENTURE GLOBAL LNG INC</name>
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            <invstOrSec>
                <name>PACIFIC GAS  AND  ELECTRIC CO</name>
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            <invstOrSec>
                <name>NEW YORK LIFE GLOBAL FUNDING</name>
                <lei>635400DPNHEAUHB7ZI15</lei>
                <title>CORP. NOTE</title>
                <cusip>64952WFD0</cusip>
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                    <maturityDt>2028-06-13</maturityDt>
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            <invstOrSec>
                <name>AKER BP ASA</name>
                <lei>549300NFTY73920OYK69</lei>
                <title>CORP. NOTE</title>
                <cusip>00973RAL7</cusip>
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                    <isin value="US00973RAL78"/>
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                    <maturityDt>2028-06-13</maturityDt>
                    <couponKind>Fixed</couponKind>
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            <invstOrSec>
                <name>CIVITAS RESOURCES INC</name>
                <lei>IIVIHPH28S64K95M2381</lei>
                <title>CORP. NOTE</title>
                <cusip>17888HAB9</cusip>
                <identifiers>
                    <isin value="US17888HAB96"/>
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                <curCd>USD</curCd>
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                    <maturityDt>2031-07-01</maturityDt>
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            <invstOrSec>
                <name>PETROBRAS GLOBAL FINANCE BV</name>
                <lei>549300FNENFFSMO3GT38</lei>
                <title>CORP. NOTE</title>
                <cusip>71647NBK4</cusip>
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                    <isin value="US71647NBK46"/>
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                <name>VIKING CRUISES LTD</name>
                <lei>549300IJP90T4MV2GL84</lei>
                <title>CORP. NOTE</title>
                <cusip>92676XAG2</cusip>
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                    <maturityDt>2031-07-15</maturityDt>
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            <invstOrSec>
                <name>ARES CAPITAL CORP</name>
                <lei>WEQ82666OJYSI5GUAB47</lei>
                <title>CORP. NOTE</title>
                <cusip>04010LBE2</cusip>
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                    <maturityDt>2027-01-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>7</annualizedRt>
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            <invstOrSec>
                <name>TRANSDIGM INC</name>
                <lei>88Q84GB3X55CF5OC7582</lei>
                <title>CORP. NOTE</title>
                <cusip>893647BS5</cusip>
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                    <isin value="US893647BS53"/>
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                    <maturityDt>2030-12-15</maturityDt>
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                <name>JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL</name>
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                <title>CORP. NOTE</title>
                <cusip>46590XAL0</cusip>
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                <name>SOUTHERN CO/THE</name>
                <lei>549300FC3G3YU2FBZD92</lei>
                <title>CORP. NOTE</title>
                <cusip>842587DS3</cusip>
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                    <isin value="US842587DS35"/>
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                <name>BANIJAY ENTERTAINMENT SAS</name>
                <lei>969500CE0IE2EZ5VBG13</lei>
                <title>CORP. NOTE</title>
                <cusip>060335AB2</cusip>
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                <name>FREEDOM MORTGAGE CORP</name>
                <lei>549300LYRWPSYPK6S325</lei>
                <title>CORP. NOTE</title>
                <cusip>35640YAL1</cusip>
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            <invstOrSec>
                <name>F AND G ANNUITIES  AND  LIFE INC</name>
                <lei>N/A</lei>
                <title>CORP. NOTE</title>
                <cusip>30190AAC8</cusip>
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            <invstOrSec>
                <name>ENERGO-PRO AS</name>
                <lei>315700IQCL9IX158RO36</lei>
                <title>CORP. NOTE</title>
                <cusip>N/A</cusip>
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                    <isin value="XS2706258436"/>
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                <balance>300000</balance>
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                <invCountry>CZ</invCountry>
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                    <maturityDt>2028-11-02</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>11</annualizedRt>
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            <invstOrSec>
                <name>TARGA RESOURCES CORP</name>
                <lei>5493003QENHHS261UR94</lei>
                <title>CORP. NOTE</title>
                <cusip>87612GAE1</cusip>
                <identifiers>
                    <isin value="US87612GAE17"/>
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                <balance>200000</balance>
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                <curCd>USD</curCd>
                <valUSD>209198</valUSD>
                <pctVal>0.126550915411</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                    <maturityDt>2029-03-01</maturityDt>
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            <invstOrSec>
                <name>SMYRNA READY MIX CONCRETE LLC</name>
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            <invstOrSec>
                <name>OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP</name>
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            <invstOrSec>
                <name>VERITIV OPERATING CO</name>
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                <cusip>92339LAA0</cusip>
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            <invstOrSec>
                <name>TORONTO-DOMINION BANK/THE</name>
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                <title>CORP. NOTE</title>
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            <invstOrSec>
                <name>PROTECTIVE LIFE GLOBAL FUNDING</name>
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                <cusip>74368CBV5</cusip>
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                    <maturityDt>2028-12-08</maturityDt>
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                <name>AMEREN CORP</name>
                <lei>XRZQ5S7HYJFPHJ78L959</lei>
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                <name>FORD MOTOR CREDIT CO LLC</name>
                <lei>UDSQCVRUX5BONN0VY111</lei>
                <title>CORP. NOTE</title>
                <cusip>345397D83</cusip>
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                <name>ATHENE GLOBAL FUNDING</name>
                <lei>549300LM1QSI4MSIL320</lei>
                <title>CORP. NOTE</title>
                <cusip>04685A3Q2</cusip>
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                    <isin value="US04685A3Q28"/>
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                <name>KINDER MORGAN INC</name>
                <lei>549300WR7IX8XE0TBO16</lei>
                <title>CORP. NOTE</title>
                <cusip>494553AD2</cusip>
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                <name>JEFFERSON CAPITAL HOLDINGS LLC</name>
                <lei>N/A</lei>
                <title>CORP. NOTE</title>
                <cusip>472481AB6</cusip>
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                    <maturityDt>2029-02-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>9.5</annualizedRt>
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                <name>ALLIED UNIVERSAL HOLDCO LLC</name>
                <lei>98450038B4549046D794</lei>
                <title>CORP. NOTE</title>
                <cusip>019576AD9</cusip>
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                    <isin value="US019576AD90"/>
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                <balance>205000</balance>
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                    <maturityDt>2031-02-15</maturityDt>
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                    <annualizedRt>7.875</annualizedRt>
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                <name>TRANSDIGM INC</name>
                <lei>88Q84GB3X55CF5OC7582</lei>
                <title>CORP. NOTE</title>
                <cusip>893647BV8</cusip>
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                    <maturityDt>2032-03-01</maturityDt>
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                <name>FIRSTCASH INC</name>
                <lei>549300V2X3UU7K0DG350</lei>
                <title>CORP. NOTE</title>
                <cusip>33767DAD7</cusip>
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                <name>ROYAL CARIBBEAN CRUISES LTD</name>
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                <title>CORP. NOTE</title>
                <cusip>780153BU5</cusip>
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                    <maturityDt>2032-03-15</maturityDt>
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                <name>CLEAR CHANNEL OUTDOOR HOLDINGS INC</name>
                <lei>254900XBEE6V1ENYS150</lei>
                <title>CORP. NOTE</title>
                <cusip>18453HAF3</cusip>
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                    <maturityDt>2030-04-01</maturityDt>
                    <couponKind>Fixed</couponKind>
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                <name>CLEVELAND-CLIFFS INC</name>
                <lei>549300TM2WLI2BJMDD86</lei>
                <title>CORP. NOTE</title>
                <cusip>185899AP6</cusip>
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                    <isin value="US185899AP61"/>
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                <balance>100000</balance>
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                <valUSD>96081.81</valUSD>
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                    <maturityDt>2032-03-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>7</annualizedRt>
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            <invstOrSec>
                <name>MOTOROLA SOLUTIONS INC</name>
                <lei>6S552MUG6KGJVEBSEC55</lei>
                <title>CORP. NOTE</title>
                <cusip>620076BY4</cusip>
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                <curCd>USD</curCd>
                <valUSD>212280.91</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2029-04-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5</annualizedRt>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC</name>
                <lei>N/A</lei>
                <title>CORP. NOTE</title>
                <cusip>60672JAA7</cusip>
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                <name>RHP HOTEL PROPERTIES LP / RHP FINANCE CORP</name>
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                <name>VISTRA OPERATIONS CO LLC</name>
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                <name>BOEING CO/THE</name>
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                <name>HERC HOLDINGS INC</name>
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                <name>ACRISURE LLC / ACRISURE FINANCE INC</name>
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                <name>AVIATION CAPITAL GROUP LLC</name>
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                <title>CORP. NOTE</title>
                <cusip>05369AAQ4</cusip>
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                <name>ZEGONA FINANCE PLC</name>
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                <title>CORP. NOTE</title>
                <cusip>98927UAA5</cusip>
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                <name>CONSTELLIUM SE</name>
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                <title>CORP. NOTE</title>
                <cusip>21039CAD6</cusip>
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                <name>ROYAL CARIBBEAN CRUISES LTD</name>
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                <title>CORP. NOTE</title>
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                <name>RR DONNELLEY  AND  SONS CO</name>
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                <title>CORP. NOTE</title>
                <cusip>257867BJ9</cusip>
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                <name>STANDARD BUILDING SOLUTIONS INC</name>
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                <title>CORP. NOTE</title>
                <cusip>853191AA2</cusip>
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                <name>MCGRAW-HILL EDUCATION INC</name>
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                <cusip>58064LAA2</cusip>
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                <name>GE HEALTHCARE TECHNOLOGIES INC</name>
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                <title>CORP. NOTE</title>
                <cusip>36266GAA5</cusip>
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                <name>ARCOSA INC</name>
                <lei>549300WFHLTCZV7D6V29</lei>
                <title>CORP. NOTE</title>
                <cusip>039653AC4</cusip>
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                <name>SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC</name>
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                <title>CORP. NOTE</title>
                <cusip>83007CAC6</cusip>
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                <name>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST</name>
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                <title>CORP. NOTE</title>
                <cusip>00774MBL8</cusip>
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                    <isin value="US00774MBL81"/>
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                <invCountry>IE</invCountry>
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                    <couponKind>Fixed</couponKind>
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            <invstOrSec>
                <name>ILLUMINA INC</name>
                <lei>SQ95QG8SR5Q56LSNF682</lei>
                <title>CORP. NOTE</title>
                <cusip>452327AQ2</cusip>
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                <balance>117000</balance>
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                <curCd>USD</curCd>
                <valUSD>116929.21</valUSD>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2026-09-09</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.65</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>AVIENT CORP</name>
                <lei>SM8L9RZYIB34LNTWO040</lei>
                <title>CORP. NOTE</title>
                <cusip>05368VAB2</cusip>
                <identifiers>
                    <isin value="US05368VAB27"/>
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                <balance>45000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>44614.76</valUSD>
                <pctVal>0.026988970826</pctVal>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-11-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.25</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>GA GLOBAL FUNDING TRUST</name>
                <lei>54930029I8ROQ4OROZ88</lei>
                <title>CORP. NOTE</title>
                <cusip>36143L2N4</cusip>
                <identifiers>
                    <isin value="US36143L2N47"/>
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                <balance>225000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>223728.32</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-09-23</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.4</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>ROYAL CARIBBEAN CRUISES LTD</name>
                <lei>K2NEH8QNVW44JIWK7Z55</lei>
                <title>CORP. NOTE</title>
                <cusip>780153BW1</cusip>
                <identifiers>
                    <isin value="US780153BW11"/>
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                <balance>80000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>78610.63</valUSD>
                <pctVal>0.047554217476</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-09-30</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.625</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>HYUNDAI CAPITAL AMERICA</name>
                <lei>549300RIPPWJB5Z0FK07</lei>
                <title>CORP. NOTE</title>
                <cusip>44891ADG9</cusip>
                <identifiers>
                    <isin value="US44891ADG94"/>
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                <balance>425000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>416041.67</valUSD>
                <pctVal>0.251677617318</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>

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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-09-26</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.55</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>TEREX CORP</name>
                <lei>YAWJZJYEQ7M1SYMOS462</lei>
                <title>CORP. NOTE</title>
                <cusip>880779BB8</cusip>
                <identifiers>
                    <isin value="US880779BB83"/>
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                <balance>60000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>58268.51</valUSD>
                <pctVal>0.035248584022</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-10-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.25</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>CLEVELAND-CLIFFS INC</name>
                <lei>549300TM2WLI2BJMDD86</lei>
                <title>CORP. NOTE</title>
                <cusip>185899AR2</cusip>
                <identifiers>
                    <isin value="US185899AR28"/>
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                <balance>100000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>96058.99</valUSD>
                <pctVal>0.058109318053</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2033-05-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>7.375</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>XHR LP</name>
                <lei>549300M88BPT83ZL2164</lei>
                <title>CORP. NOTE</title>
                <cusip>98372MAE5</cusip>
                <identifiers>
                    <isin value="US98372MAE57"/>
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                <balance>35000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>34404.67</valUSD>
                <pctVal>0.020812543537</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-05-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.625</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>IHS HOLDING LTD</name>
                <lei>213800CLGMKL63VKTD94</lei>
                <title>CORP. NOTE</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="XS2941354727"/>
                </identifiers>
                <balance>200000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>199210.4</valUSD>
                <pctVal>0.120509079816</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>NG</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-11-29</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>8.25</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>ONESKY FLIGHT LLC</name>
                <lei>549300PM6NEPXGG5B882</lei>
                <title>CORP. NOTE</title>
                <cusip>68278CAA3</cusip>
                <identifiers>
                    <isin value="US68278CAA36"/>
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                <balance>125000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>126455</valUSD>
                <pctVal>0.076496888155</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-12-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>8.875</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>NOVELIS CORP</name>
                <lei>549300G5F3W3B52WYL23</lei>
                <title>CORP. NOTE</title>
                <cusip>670001AL0</cusip>
                <identifiers>
                    <isin value="US670001AL04"/>
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                <balance>78000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>79166.83</valUSD>
                <pctVal>0.047890681587</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-01-30</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.875</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>WASTE PRO USA INC</name>
                <lei>549300BY1QXU5BI3UF28</lei>
                <title>CORP. NOTE</title>
                <cusip>94107JAC7</cusip>
                <identifiers>
                    <isin value="US94107JAC71"/>
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                <balance>50000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>50293.7</valUSD>
                <pctVal>0.030424352883</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2033-02-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>7</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>AMBIPAR LUX SARL</name>
                <lei>9845008C0E14F9BDEK55</lei>
                <title>CORP. NOTE</title>
                <cusip>02319WAB7</cusip>
                <identifiers>
                    <isin value="US02319WAB72"/>
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                <balance>200000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>205150</valUSD>
                <pctVal>0.124102143886</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>LU</invCountry>

                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2033-02-05</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>10.875</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>SINCLAIR TELEVISION GROUP INC</name>
                <lei>549300CQGEN0CH65UD62</lei>
                <title>CORP. NOTE</title>
                <cusip>829259BH2</cusip>
                <identifiers>
                    <isin value="US829259BH26"/>
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                <balance>195000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>192548.73</valUSD>
                <pctVal>0.116479211287</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2033-02-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>8.125</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>ADIENT GLOBAL HOLDINGS LTD</name>
                <lei>213800VA38VCKE6M8790</lei>
                <title>CORP. NOTE</title>
                <cusip>00687YAD7</cusip>
                <identifiers>
                    <isin value="US00687YAD76"/>
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                <balance>35000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>32803.34</valUSD>
                <pctVal>0.019843845092</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>IE</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2033-02-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>7.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP</name>
                <lei>N/A</lei>
                <title>CORP. NOTE</title>
                <cusip>55342UAQ7</cusip>
                <identifiers>
                    <isin value="US55342UAQ76"/>
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                <balance>155000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>158015.37</valUSD>
                <pctVal>0.095588818834</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-02-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>8.5</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>QUIKRETE HOLDINGS INC</name>
                <lei>5493007KIN86DIZWZT22</lei>
                <title>CORP. NOTE</title>
                <cusip>74843PAA8</cusip>
                <identifiers>
                    <isin value="US74843PAA84"/>
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                <balance>75000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>75537.38</valUSD>
                <pctVal>0.045695105052</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-03-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.375</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>QUIKRETE HOLDINGS INC</name>
                <lei>5493007KIN86DIZWZT22</lei>
                <title>CORP. NOTE</title>
                <cusip>74843PAB6</cusip>
                <identifiers>
                    <isin value="US74843PAB67"/>
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                <balance>170000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>169381.2</valUSD>
                <pctVal>0.102464392171</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>HESS MIDSTREAM OPERATIONS LP</name>
                <lei>N/A</lei>
                <title>CORP. NOTE</title>
                <cusip>428102AH0</cusip>
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                    <isin value="US428102AH01"/>
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                <curCd>USD</curCd>
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                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.875</annualizedRt>
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            <invstOrSec>
                <name>SNAP INC</name>
                <lei>549300JNC0L6VP8A2Q35</lei>
                <title>CORP. NOTE</title>
                <cusip>83304AAL0</cusip>
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                    <isin value="US83304AAL08"/>
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                <balance>337000</balance>
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                <curCd>USD</curCd>
                <valUSD>337279.5</valUSD>
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                    <maturityDt>2033-03-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.875</annualizedRt>
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            <invstOrSec>
                <name>CARNIVAL CORP</name>
                <lei>F1OF2ZSX47CR0BCWA982</lei>
                <title>CORP. NOTE</title>
                <cusip>143658BY7</cusip>
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                    <isin value="US143658BY77"/>
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                <balance>70000</balance>
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                <curCd>USD</curCd>
                <valUSD>69771.09</valUSD>
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                    <maturityDt>2030-03-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.75</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>WESCO DISTRIBUTION INC</name>
                <lei>549300I2CEZJG9N4AH67</lei>
                <title>CORP. NOTE</title>
                <cusip>95081QAS3</cusip>
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                    <isin value="US95081QAS30"/>
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                <balance>45000</balance>
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                <curCd>USD</curCd>
                <valUSD>45265.2</valUSD>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2033-03-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.375</annualizedRt>
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            <invstOrSec>
                <name>CHORD ENERGY CORP</name>
                <lei>529900FA4V2YNIKZ0M71</lei>
                <title>CORP. NOTE</title>
                <cusip>674215AN8</cusip>
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                    <isin value="US674215AN89"/>
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                <balance>145000</balance>
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                <curCd>USD</curCd>
                <valUSD>144371.8</valUSD>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2033-03-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.75</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>AES ANDES SA</name>
                <lei>549300IF4IFG0FS0RM26</lei>
                <title>CORP. NOTE</title>
                <cusip>00111VAD9</cusip>
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                    <isin value="US00111VAD91"/>
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                <balance>230000</balance>
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                <curCd>USD</curCd>
                <valUSD>231704.56</valUSD>
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                <invCountry>CL</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-03-14</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.25</annualizedRt>
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            <invstOrSec>
                <name>SUNOCO LP</name>
                <lei>54930001NJU8E40NQ561</lei>
                <title>CORP. NOTE</title>
                <cusip>86765KAD1</cusip>
                <identifiers>
                    <isin value="US86765KAD19"/>
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                <balance>125000</balance>
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                <curCd>USD</curCd>
                <valUSD>125217.13</valUSD>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2033-07-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.25</annualizedRt>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>PETRONAS CAPITAL LTD</name>
                <lei>549300G7YFX3540OYR85</lei>
                <title>CORP. NOTE</title>
                <cusip>716743AV1</cusip>
                <identifiers>
                    <isin value="US716743AV14"/>
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                <balance>380000</balance>
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                <curCd>USD</curCd>
                <valUSD>381681.14</valUSD>
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                <issuerCat>CORP</issuerCat>
                <invCountry>MY</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-01-03</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.95</annualizedRt>
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            <invstOrSec>
                <name>CLYDESDALE ACQUISITION HOLDINGS INC</name>
                <lei>254900QKSDYFR3K5YD98</lei>
                <title>CORP. NOTE</title>
                <cusip>18972EAD7</cusip>
                <identifiers>
                    <isin value="US18972EAD76"/>
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                <balance>125000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>125965.96</valUSD>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-04-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.75</annualizedRt>
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            <invstOrSec>
                <name>DUKE ENERGY CAROLINAS LLC</name>
                <lei>MWIUSDMN17TCR56VW396</lei>
                <title>CORPORATE BONDS</title>
                <cusip>264399DK9</cusip>
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                    <isin value="US264399DK95"/>
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                <balance>200000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>210146.73</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-12-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6</annualizedRt>
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                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>NRG ENERGY INC</name>
                <lei>5E2UPK5SW04M13XY7I38</lei>
                <title>CORPORATE BONDS</title>
                <cusip>629377CX8</cusip>
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                    <isin value="US629377CX83"/>
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                <balance>115000</balance>
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                <curCd>USD</curCd>
                <valUSD>113308.32</valUSD>
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                <assetCat>DBT</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2034-11-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.25</annualizedRt>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>BATH  AND  BODY WORKS INC</name>
                <lei>GR3KVMWVCR54YWQNXU90</lei>
                <title>CORPORATE BONDS</title>
                <cusip>501797AL8</cusip>
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                    <isin value="US501797AL82"/>
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                <balance>480000</balance>
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                <curCd>USD</curCd>
                <valUSD>486753.6</valUSD>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2035-11-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.875</annualizedRt>
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            <invstOrSec>
                <name>LEVI STRAUSS  AND  CO</name>
                <lei>MB0UERO0RDFKU8258G77</lei>
                <title>CORPORATE BONDS</title>
                <cusip>U52799BC3</cusip>
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                    <isin value="XS1602130947"/>
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            <invstOrSec>
                <name>ARAMARK SERVICES INC</name>
                <lei>42YMHYH0XMHJEXDUB065</lei>
                <title>CORPORATE BONDS</title>
                <cusip>038522AQ1</cusip>
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                    <isin value="US038522AQ17"/>
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                <balance>208000</balance>
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                <curCd>USD</curCd>
                <valUSD>204364.91</valUSD>
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                    <maturityDt>2028-02-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5</annualizedRt>
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            <invstOrSec>
                <name>KAZMUNAYGAS NATIONAL CO JSC</name>
                <lei>2138001H1M69RFJCSH88</lei>
                <title>CORPORATE BONDS</title>
                <cusip>Y44709AF3</cusip>
                <identifiers>
                    <isin value="XS1807300105"/>
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                <balance>450000</balance>
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                <curCd>USD</curCd>
                <valUSD>445414.5</valUSD>
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                <invCountry>KZ</invCountry>
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            <invstOrSec>
                <name>ENERGY TRANSFER LP</name>
                <lei>MTLVN9N7JE8MIBIJ1H73</lei>
                <title>CORPORATE BONDS</title>
                <cusip>29278NAG8</cusip>
                <identifiers>
                    <isin value="US29278NAG88"/>
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                <balance>410000</balance>
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                <curCd>USD</curCd>
                <valUSD>414957.26</valUSD>
                <pctVal>0.251021621189</pctVal>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-04-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.25</annualizedRt>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>HUNTSMAN INTERNATIONAL LLC</name>
                <lei>3YTEJFW18LGIUQ2N5J61</lei>
                <title>CORPORATE BONDS</title>
                <cusip>44701QBE1</cusip>
                <identifiers>
                    <isin value="US44701QBE17"/>
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                <balance>220000</balance>
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                <curCd>USD</curCd>
                <valUSD>211107.66</valUSD>
                <pctVal>0.127706133057</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-05-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>VIRGINIA ELECTRIC AND POWER CO</name>
                <lei>CQKUMNNZVDJLRYV2PT43</lei>
                <title>CORPORATE BONDS</title>
                <cusip>927804GB4</cusip>
                <identifiers>
                    <isin value="US927804GB45"/>
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                <balance>455000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>426575.36</valUSD>
                <pctVal>0.258049801145</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2029-07-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.875</annualizedRt>
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                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BOEING CO/THE</name>
                <lei>RVHJWBXLJ1RFUBSY1F30</lei>
                <title>CORPORATE BONDS</title>
                <cusip>097023CN3</cusip>
                <identifiers>
                    <isin value="US097023CN34"/>
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                <balance>14000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>12759.21</valUSD>
                <pctVal>0.007718475824</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-02-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.95</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>TOLL BROTHERS FINANCE CORP</name>
                <lei>N/A</lei>
                <title>CORPORATE BONDS</title>
                <cusip>88947EAU4</cusip>
                <identifiers>
                    <isin value="US88947EAU47"/>
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                <balance>220000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>209805.96</valUSD>
                <pctVal>0.126918690890</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-11-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.8</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>POWER FINANCE CORP LTD</name>
                <lei>3358003Q6D9LIJJZ1614</lei>
                <title>CORPORATE BONDS</title>
                <cusip>73928RAB2</cusip>
                <identifiers>
                    <isin value="US73928RAB24"/>
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                <balance>400000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>380198.22</valUSD>
                <pctVal>0.229994707305</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>IN</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-04-23</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.95</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>UNITED RENTALS NORTH AMERICA INC</name>
                <lei>NGIZXNT70J2LYT3FBI09</lei>
                <title>CORPORATE BONDS</title>
                <cusip>911365BN3</cusip>
                <identifiers>
                    <isin value="US911365BN33"/>
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                <balance>88000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>81286.15</valUSD>
                <pctVal>0.049172729628</pctVal>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-07-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4</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>PG AND E CORP</name>
                <lei>8YQ2GSDWYZXO2EDN3511</lei>
                <title>CORPORATE BONDS</title>
                <cusip>69331CAJ7</cusip>
                <identifiers>
                    <isin value="US69331CAJ71"/>
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                <balance>475000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>456507.02</valUSD>
                <pctVal>0.276156470294</pctVal>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-07-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>TAYLOR MORRISON COMMUNITIES INC</name>
                <lei>549300O1Z08HI2MRK572</lei>
                <title>CORPORATE BONDS</title>
                <cusip>87724RAJ1</cusip>
                <identifiers>
                    <isin value="US87724RAJ14"/>
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                <balance>477000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>458825.49</valUSD>
                <pctVal>0.277558990877</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-08-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.125</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>VMED O2 UK FINANCING I PLC</name>
                <lei>213800MRR46ECNGZ7L69</lei>
                <title>CORPORATE BONDS</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="XS2231188876"/>
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                <balance>275000</balance>
                <units>PA</units>
                <currencyConditional curCd="EUR" exchangeRt="1.08130003"/>
                <valUSD>273383.06</valUSD>
                <pctVal>0.165378619781</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-01-31</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.25</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>BOYD GAMING CORP</name>
                <lei>254900787YGRYS2A1Z35</lei>
                <title>CORPORATE BONDS</title>
                <cusip>103304BV2</cusip>
                <identifiers>
                    <isin value="US103304BV23"/>
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                <balance>225000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>207692.1</valUSD>
                <pctVal>0.125639945787</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-06-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.75</annualizedRt>
                    <isDefault>N</isDefault>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>CROCS INC</name>
                <lei>549300B0J6YCXD63OG72</lei>
                <title>CORPORATE BONDS</title>
                <cusip>227046AB5</cusip>
                <identifiers>
                    <isin value="US227046AB51"/>
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                <balance>290000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>256098.42</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-08-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.125</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>NATIONSTAR MORTGAGE HOLDINGS INC</name>
                <lei>N/A</lei>
                <title>CORPORATE BONDS</title>
                <cusip>63861CAE9</cusip>
                <identifiers>
                    <isin value="US63861CAE93"/>
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                <balance>500000</balance>
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                <curCd>USD</curCd>
                <valUSD>500284.17</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2031-11-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.75</annualizedRt>
                    <isDefault>N</isDefault>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>STATION CASINOS LLC</name>
                <lei>5493004E7Q60TX54WL62</lei>
                <title>CORPORATE BONDS</title>
                <cusip>857691AH2</cusip>
                <identifiers>
                    <isin value="US857691AH24"/>
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                <balance>285000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>256319.34</valUSD>
                <pctVal>0.155056200894</pctVal>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-12-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.625</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>PETROLEOS MEXICANOS</name>
                <lei>549300CAZKPF4HKMPX17</lei>
                <title>CORPORATE BONDS</title>
                <cusip>71643VAB1</cusip>
                <identifiers>
                    <isin value="US71643VAB18"/>
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                <balance>210000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>184683.2</valUSD>
                <pctVal>0.111721087300</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>MX</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-02-16</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.7</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>COMMERCIAL METALS CO</name>
                <lei>549300OQS2LO07ZJ7N73</lei>
                <title>CORPORATE BONDS</title>
                <cusip>201723AR4</cusip>
                <identifiers>
                    <isin value="US201723AR41"/>
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                <balance>267000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>241892.15</valUSD>
                <pctVal>0.146328707795</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-03-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.375</annualizedRt>
                    <isDefault>N</isDefault>
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                    <isPaidKind>N</isPaidKind>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP</name>
                <lei>N/A</lei>
                <title>CORPORATE BONDS</title>
                <cusip>1248EPCQ4</cusip>
                <identifiers>
                    <isin value="US1248EPCQ45"/>
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                <balance>284000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>252501.5</valUSD>
                <pctVal>0.152746660904</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-02-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.75</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>CELANESE US HOLDINGS LLC</name>
                <lei>CD30XVRLT4QO00B1C706</lei>
                <title>CORPORATE BONDS</title>
                <cusip>15089QAP9</cusip>
                <identifiers>
                    <isin value="US15089QAP90"/>
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                <balance>98000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>100707.94</valUSD>
                <pctVal>0.060921624471</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>

                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-07-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.629</annualizedRt>
                    <isDefault>N</isDefault>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>SEAGATE HDD CAYMAN</name>
                <lei>529900BD50TRWEG1SF63</lei>
                <title>CORPORATE BONDS</title>
                <cusip>81180WBM2</cusip>
                <identifiers>
                    <isin value="US81180WBM29"/>
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                <balance>186000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>209400.1</valUSD>
                <pctVal>0.126673172507</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>KY</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-12-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>9.625</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>PHARMACIA LLC</name>
                <lei>N/A</lei>
                <title>CORPORATE BONDS</title>
                <cusip>71713UAW2</cusip>
                <identifiers>
                    <isin value="US71713UAW27"/>
                </identifiers>
                <balance>430000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>461231.76</valUSD>
                <pctVal>0.279014624637</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-12-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.6</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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            <invstOrSec>
                <name>UBS AG</name>
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                <name>HSBC BANK USA</name>
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            <invstOrSec>
                <name>UBS AG</name>
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            <invstOrSec>
                <name>HSBC BANK USA</name>
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                    <fwdDeriv derivCat="FWD">
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                    <fwdDeriv derivCat="FWD">
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            <invstOrSec>
                <name>BARCLAYS BANK PLC WHOLESALE, LONDON </name>
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                    <fwdDeriv derivCat="FWD">
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                            <counterpartyName>BARCLAYS BANK PLC WHOLESALE, LONDON </counterpartyName>
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                <lei>BFM8T61CT2L1QCEMIK50</lei>
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                    <fwdDeriv derivCat="FWD">
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                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                    <fwdDeriv derivCat="FWD">
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                <invCountry>CA</invCountry>
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                    <fwdDeriv derivCat="FWD">
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                            <counterpartyName>TORONTO-DOMINION BANK/THE</counterpartyName>
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                <name>STATE STREET B AND T CO</name>
                <lei>571474TGEMMWANRLN572</lei>
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                <assetCat>DFE</assetCat>
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                <invCountry>US</invCountry>
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                    <fwdDeriv derivCat="FWD">
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                            <counterpartyName>STATE STREET B AND T CO</counterpartyName>
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                <lei>7H6GLXDRUGQFU57RNE97</lei>
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                <identifiers>
                    <other otherDesc="Internal ID" value="2754378"/>
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                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <derivativeInfo>
                    <fwdDeriv derivCat="FWD">
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                            <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
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                <name>WESTPAC BANKING CORPORATION</name>
                <lei>EN5TNI6CI43VEPAMHL14</lei>
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                    <other otherDesc="Internal ID" value="2754382"/>
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                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
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                <fairValLevel>2</fairValLevel>
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                    <fwdDeriv derivCat="FWD">
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                            <counterpartyName>WESTPAC BANKING CORPORATION</counterpartyName>
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                <name>GOLDMAN SACHS INTL FX</name>
                <lei>W22LROWP2IHZNBB6K528</lei>
                <title>CURRENCY FORWARDS</title>
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                <identifiers>
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                <units>NC</units>
                <curCd>N/A</curCd>
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                <assetCat>DFE</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <fwdDeriv derivCat="FWD">
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                            <counterpartyName>GOLDMAN SACHS INTL FX</counterpartyName>
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                <name>BANK OF AMERICA N.A.</name>
                <lei>B4TYDEB6GKMZO031MB27</lei>
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                <name>TORONTO-DOMINION BANK/THE</name>
                <lei>PT3QB789TSUIDF371261</lei>
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                <lei>G5GSEF7VJP5I7OUK5573</lei>
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                <name>HSBC BANK PLC</name>
                <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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                <name>HSBC BANK PLC</name>
                <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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                <assetCat>DFE</assetCat>
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                            <counterpartyName>CITIBANK N.A.</counterpartyName>
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            <invstOrSec>
                <name>INTERCONTINENTAL EXCHANGE INC</name>
                <lei>5493004R83R1LVX2IL36</lei>
                <title>Credit Default Swap Basket Index</title>
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                    <other otherDesc="Internal ID" value="2740328"/>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>INTERCONTINENTAL EXCHANGE INC</counterpartyName>
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            <invstOrSec>
                <name>BARCLAYS BANK, PLC</name>
                <lei>G5GSEF7VJP5I7OUK5573</lei>
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                    <isin value="US06741FR741"/>
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                <name>VICTORY RECEIVABLES CORP</name>
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                    <other otherDesc="Internal ID" value="2754814"/>
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                <isRestrictedSec>N</isRestrictedSec>
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                    <maturityDt>2025-04-15</maturityDt>
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            <invstOrSec>
                <name>BPCE SA</name>
                <lei>9695005MSX1OYEMGDF46</lei>
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                    <maturityDt>2025-08-18</maturityDt>
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            <invstOrSec>
                <name>CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK</name>
                <lei>254900BN8XS34XZDJ223</lei>
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                    <other otherDesc="Internal ID" value="2761920"/>
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                <issuerCat>CORP</issuerCat>
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                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2025-05-21</maturityDt>
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                <name>SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE</name>
                <lei>5493006GGLR4BTEL8O61</lei>
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                    <other otherDesc="Internal ID" value="2760628"/>
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                <balance>800000</balance>
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                    <maturityDt>2025-05-27</maturityDt>
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                <name>SHEFFIELD RECEIVABLES CO LLC</name>
                <lei>549300MYF6MOTU9T3G29</lei>
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                <isRestrictedSec>N</isRestrictedSec>
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                <name>GTA FUNDING LLC</name>
                <lei>254900AKBBBSYOV90641</lei>
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                    <other otherDesc="Internal ID" value="2760286"/>
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                <name>FRANKLIN ULTRA SHORT BOND ETF</name>
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                <name>FREDDIE MAC REMICS</name>
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                <name>FREDDIE MAC REMICS</name>
                <lei>S6XOOCT0IEG5ABCC6L87</lei>
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                <name>FREDDIE MAC REMICS</name>
                <lei>S6XOOCT0IEG5ABCC6L87</lei>
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            <invstOrSec>
                <name>GNMA</name>
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            <invstOrSec>
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                <name>GNMA</name>
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                <name>GNMA</name>
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                <name>GNMA</name>
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                <name>GNMA</name>
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                <name>GNMA</name>
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                <name>GNMA</name>
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                <name>GNMA</name>
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            <invstOrSec>
                <name>GNMA</name>
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                <name>GINNIE MAE I POOL</name>
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                <title>GNMA TBA</title>
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                <name>GINNIE MAE I POOL</name>
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                <name>GINNIE MAE I POOL</name>
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                <name>GINNIE MAE I POOL</name>
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                <name>GINNIE MAE I POOL</name>
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                <name>UNITED MEXICAN STATES</name>
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                <name>REPUBLIC OF PARAGUAY</name>
                <lei>529900UXKJTJPCU0HK83</lei>
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                <invCountry>PY</invCountry>
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                <name>REPUBLIC OF SOUTH AFRICA</name>
                <lei>378900AAFB4F17004C49</lei>
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                <cusip>836205BC7</cusip>
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                    <isin value="US836205BC70"/>
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                <balance>250000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>237977.63</valUSD>
                <pctVal>0.143960682817</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>ZA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-04-20</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.875</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>HUNGARY</name>
                <lei>5299003F3UFKGCCMAP43</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>X93622GH9</cusip>
                <identifiers>
                    <isin value="XS2010026305"/>
                </identifiers>
                <balance>200000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>199412.4</valUSD>
                <pctVal>0.120631276419</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>HU</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-06-16</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ROMANIA</name>
                <lei>315700IASY927EDWBK92</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="XS2571923007"/>
                </identifiers>
                <balance>420000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>429471.12</valUSD>
                <pctVal>0.259801543890</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>RO</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2033-01-17</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>7.125</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF SERBIA</name>
                <lei>254900W94OCY91V32O78</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="XS2580269426"/>
                </identifiers>
                <balance>430000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>440021.57</valUSD>
                <pctVal>0.266183866405</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>RS</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-05-26</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.25</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF SERBIA</name>
                <lei>254900W94OCY91V32O78</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="XS2580270275"/>
                </identifiers>
                <balance>370000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>381515.56</valUSD>
                <pctVal>0.230791610635</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>RS</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2033-09-26</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF TURKIYE/THE</name>
                <lei>5493000PCHOG3B6S3Q85</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>900123DJ6</cusip>
                <identifiers>
                    <isin value="US900123DJ66"/>
                </identifiers>
                <balance>300000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>327499.2</valUSD>
                <pctVal>0.198115295349</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>TR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-07-13</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>9.125</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>HASHEMITE KINGDOM OF JORDAN</name>
                <lei>5493000JZ4MYPVMBVN50</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>M5269UAP9</cusip>
                <identifiers>
                    <isin value="XS2602742285"/>
                </identifiers>
                <balance>200000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>200478.4</valUSD>
                <pctVal>0.121276135719</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>JO</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-01-13</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>7.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>FEDERATIVE REPUBLIC OF BRAZIL</name>
                <lei>254900ZFY40OYEADAP90</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>105756CF5</cusip>
                <identifiers>
                    <isin value="US105756CF53"/>
                </identifiers>
                <balance>200000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>194995.13</valUSD>
                <pctVal>0.117959121035</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>BR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2033-10-20</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF GUATEMALA</name>
                <lei>529900QKDFFU9UWW5315</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>P5015VAQ9</cusip>
                <identifiers>
                    <isin value="USP5015VAQ97"/>
                </identifiers>
                <balance>700000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>705600</valUSD>
                <pctVal>0.426841202660</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>GT</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2036-06-13</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.6</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF CHILE</name>
                <lei>549300FLZTJM5YJF8D34</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>168863DZ8</cusip>
                <identifiers>
                    <isin value="US168863DZ80"/>
                </identifiers>
                <balance>600000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>583050</valUSD>
                <pctVal>0.352706580515</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>CL</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2036-01-05</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.95</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF COLOMBIA</name>
                <lei>549300MHDRBVRF6B9117</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>195325EL5</cusip>
                <identifiers>
                    <isin value="US195325EL56"/>
                </identifiers>
                <balance>560000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>563920</valUSD>
                <pctVal>0.341134199269</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>CO</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2035-11-14</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>8</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>FEDERATIVE REPUBLIC OF BRAZIL</name>
                <lei>254900ZFY40OYEADAP90</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>105756CH1</cusip>
                <identifiers>
                    <isin value="US105756CH10"/>
                </identifiers>
                <balance>1060000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>1033097.92</valUSD>
                <pctVal>0.624955723694</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>BR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2034-03-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.125</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ROMANIA</name>
                <lei>315700IASY927EDWBK92</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>77586RAU4</cusip>
                <identifiers>
                    <isin value="US77586RAU41"/>
                </identifiers>
                <balance>530000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>512111.94</valUSD>
                <pctVal>0.309793759023</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>RO</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2034-01-30</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.375</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF PANAMA</name>
                <lei>549300SHS4T08CL0LP14</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>698299BX1</cusip>
                <identifiers>
                    <isin value="US698299BX19"/>
                </identifiers>
                <balance>730000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>756134</valUSD>
                <pctVal>0.457410921106</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>PA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-03-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>7.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF UZBEKISTAN</name>
                <lei>213800L6VDKUM3TCM927</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="XS2827783437"/>
                </identifiers>
                <balance>330000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>327433.84</valUSD>
                <pctVal>0.198075756884</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>UZ</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-02-28</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.9</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF BULGARIA</name>
                <lei>529900PG0XCL4LICL838</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>X0R483BC5</cusip>
                <identifiers>
                    <isin value="XS2890420834"/>
                </identifiers>
                <balance>280000</balance>
                <units>PA</units>
                <currencyConditional curCd="EUR" exchangeRt="1.08130003"/>
                <valUSD>307290.78</valUSD>
                <pctVal>0.185890541527</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>BG</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-09-05</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.625</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF BENIN</name>
                <lei>635400Q11P6AE5A5Y230</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>V15389AF2</cusip>
                <identifiers>
                    <isin value="XS2366832496"/>
                </identifiers>
                <balance>660000</balance>
                <units>PA</units>
                <currencyConditional curCd="EUR" exchangeRt="1.08130003"/>
                <valUSD>588764.3</valUSD>
                <pctVal>0.356163353026</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>BJ</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2035-01-22</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.95</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF CAMEROON</name>
                <lei>54930021BO6NHYGBBV24</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>V58014AB3</cusip>
                <identifiers>
                    <isin value="XS2360598630"/>
                </identifiers>
                <balance>320000</balance>
                <units>PA</units>
                <currencyConditional curCd="EUR" exchangeRt="1.08130003"/>
                <valUSD>273078.86</valUSD>
                <pctVal>0.165194598956</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>CM</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-07-07</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.95</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF ARMENIA</name>
                <lei>5299000H77JSW90G7935</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="XS2010028939"/>
                </identifiers>
                <balance>230000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>195344.75</valUSD>
                <pctVal>0.118170617947</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>AM</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-02-02</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.6</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>GABONESE REPUBLIC</name>
                <lei>N/A</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>V36283AD7</cusip>
                <identifiers>
                    <isin value="XS2113615228"/>
                </identifiers>
                <balance>370000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>290140.13</valUSD>
                <pctVal>0.175515535756</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>GA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-02-06</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.625</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF PERU</name>
                <lei>254900STKLK2DBJJZ530</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>715638DF6</cusip>
                <identifiers>
                    <isin value="US715638DF60"/>
                </identifiers>
                <balance>430000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>378034.5</valUSD>
                <pctVal>0.228685800208</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>PE</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-01-23</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.783</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF BENIN</name>
                <lei>635400Q11P6AE5A5Y230</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>V15389AE5</cusip>
                <identifiers>
                    <isin value="XS2278994418"/>
                </identifiers>
                <balance>157000</balance>
                <units>PA</units>
                <currencyConditional curCd="EUR" exchangeRt="1.08130003"/>
                <valUSD>151164.33</valUSD>
                <pctVal>0.091444394014</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>BJ</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-01-19</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.875</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF COSTA RICA</name>
                <lei>549300S1EK2VN6XVJP58</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>P3699PGK7</cusip>
                <identifiers>
                    <isin value="USP3699PGK77"/>
                </identifiers>
                <balance>320000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>324380.8</valUSD>
                <pctVal>0.196228870170</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>CR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-02-19</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6.125</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF COTE D'IVOIRE</name>
                <lei>254900ICW11T82O6H590</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="XS2064786754"/>
                </identifiers>
                <balance>945000</balance>
                <units>PA</units>
                <currencyConditional curCd="EUR" exchangeRt="1.08130003"/>
                <valUSD>960621</valUSD>
                <pctVal>0.581111993964</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>CI</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-10-17</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.875</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ARAB REPUBLIC OF EGYPT</name>
                <lei>529900GFIVH4086NMH82</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>M1487WCY9</cusip>
                <identifiers>
                    <isin value="XS1953057061"/>
                </identifiers>
                <balance>420000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>401176.02</valUSD>
                <pctVal>0.242684884999</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>EG</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-03-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>7.6</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF THE PHILIPPINES</name>
                <lei>529900RAHBALMYIJ3T08</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>718286DG9</cusip>
                <identifiers>
                    <isin value="US718286DG92"/>
                </identifiers>
                <balance>350000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>360257.13</valUSD>
                <pctVal>0.217931670403</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>PH</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2035-02-04</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.5</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ARAB REPUBLIC OF EGYPT</name>
                <lei>529900GFIVH4086NMH82</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>03846JAH3</cusip>
                <identifiers>
                    <isin value="US03846JAH32"/>
                </identifiers>
                <balance>310000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>300369.23</valUSD>
                <pctVal>0.181703462834</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>EG</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-02-04</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>8.625</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF MONTENEGRO</name>
                <lei>747800V014106FYLL014</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <isin value="XS3037625400"/>
                </identifiers>
                <balance>220000</balance>
                <units>PA</units>
                <currencyConditional curCd="EUR" exchangeRt="1.08130003"/>
                <valUSD>233264.25</valUSD>
                <pctVal>0.141109400521</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>ME</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2032-04-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.875</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF IRAQ</name>
                <lei>N/A</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>M82152AA3</cusip>
                <identifiers>
                    <isin value="XS0240295575"/>
                </identifiers>
                <balance>386250</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>379435.58</valUSD>
                <pctVal>0.229533360685</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>IQ</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-01-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.8</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>DOMINICAN REPUBLIC</name>
                <lei>254900EHU7Q8FGVPI369</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>P3579EBV8</cusip>
                <identifiers>
                    <isin value="USP3579EBV85"/>
                </identifiers>
                <balance>284000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>285618.8</valUSD>
                <pctVal>0.172780430973</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>DO</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-01-25</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.95</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF INDONESIA</name>
                <lei>529900FWX0GRR7WG5W79</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>455780BX3</cusip>
                <identifiers>
                    <isin value="US455780BX36"/>
                </identifiers>
                <balance>410000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>408995.69</valUSD>
                <pctVal>0.247415266727</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>ID</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-01-08</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.35</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>REPUBLIC OF SOUTH AFRICA</name>
                <lei>378900AAFB4F17004C49</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>836205AY0</cusip>
                <identifiers>
                    <isin value="US836205AY00"/>
                </identifiers>
                <balance>300000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>291795</valUSD>
                <pctVal>0.176516622350</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>ZA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-06-22</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.875</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>DOMINICAN REPUBLIC</name>
                <lei>254900EHU7Q8FGVPI369</lei>
                <title>GOVERNMENT BOND</title>
                <cusip>P3579ECB1</cusip>
                <identifiers>
                    <isin value="USP3579ECB13"/>
                </identifiers>
                <balance>330000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>332475</valUSD>
                <pctVal>0.201125324340</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>NUSS</issuerCat>
                <invCountry>DO</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-07-19</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>6</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>EUREX DEUTSCHLAND</name>
                <lei>529900LN3S50JPU47S06</lei>
                <title>GOVERNMENT FUTURES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <ticker value="OEM5COMDTY"/>
                </identifiers>
                <balance>26</balance>
                <units>NC</units>
                <currencyConditional curCd="EUR" exchangeRt="1.08130003"/>
                <valUSD>3311524.59</valUSD>
                <pctVal>2.003252747498</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>DE</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <futrDeriv derivCat="FUT">
                        <counterparties>
                            <counterpartyName>EUREX DEUTSCHLAND</counterpartyName>
                            <counterpartyLei>529900LN3S50JPU47S06</counterpartyLei>
                        </counterparties>
                        <payOffProf>Short</payOffProf>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>FEDERAL REPUBLIC OF GERMANY</issuerName>
<issueTitle>BUNDESOBLIGATION         REGS 02.4000 04/18/2030</issueTitle>
<identifiers>
    <cusip value="D2S16ZAA4"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
                        <expDate>2025-06-10</expDate>
                        <notionalAmt>3337660.27</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>26135.68</unrealizedAppr>
                    </futrDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CHICAGO BOARD OF TRADE</name>
                <lei>549300EX04Q2QBFQTQ27</lei>
                <title>GOVERNMENT FUTURES</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <ticker value="UXYM5COMDTY"/>
                </identifiers>
                <balance>66</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>7532250</valUSD>
                <pctVal>4.556511690389</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>1</fairValLevel>
                <derivativeInfo>
                    <futrDeriv derivCat="FUT">
                        <counterparties>
                            <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
                            <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
                        </counterparties>
                        <payOffProf>Long</payOffProf>
                        <descRefInstrmnt>
                            <otherRefInst>
<issuerName>UNITED STATES OF AMERICA</issuerName>
<issueTitle>US TREASURY N/B               04.2500 11/15/2034</issueTitle>
<identifiers>
    <cusip value="91282CLW9"/>
</identifiers>
                            </otherRefInst>
                        </descRefInstrmnt>
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            <invstOrSec>
                <name>LCH Limited</name>
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                            <counterpartyName>LCH Limited</counterpartyName>
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                <name>LCH Limited</name>
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                            <counterpartyName>LCH Limited</counterpartyName>
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            <invstOrSec>
                <name>LCH Limited</name>
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                            <counterpartyName>LCH Limited</counterpartyName>
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            <invstOrSec>
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                            <counterpartyName>LCH Limited</counterpartyName>
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            <invstOrSec>
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                            <counterpartyName>LCH Limited</counterpartyName>
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            <invstOrSec>
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                            <counterpartyName>LCH Limited</counterpartyName>
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            <invstOrSec>
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                            <counterpartyName>LCH Limited</counterpartyName>
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            <invstOrSec>
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                            <counterpartyName>LCH Limited</counterpartyName>
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            <invstOrSec>
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            <invstOrSec>
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            <invstOrSec>
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            <invstOrSec>
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            <invstOrSec>
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            <invstOrSec>
                <name>LCH Limited</name>
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                            <counterpartyName>LCH Limited</counterpartyName>
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                            <counterpartyName>LCH Limited</counterpartyName>
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            <invstOrSec>
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                            <counterpartyName>LCH Limited</counterpartyName>
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            <invstOrSec>
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                            <counterpartyName>LCH Limited</counterpartyName>
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            <invstOrSec>
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                            <counterpartyName>LCH Limited</counterpartyName>
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            <invstOrSec>
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                            <counterpartyName>LCH Limited</counterpartyName>
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            <invstOrSec>
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            <invstOrSec>
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            <invstOrSec>
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            <invstOrSec>
                <name>LCH Limited</name>
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            <invstOrSec>
                <name>LCH Limited</name>
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            <invstOrSec>
                <name>LCH Limited</name>
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                <name>J.P. MORGAN SECURITIES, LLC</name>
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                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                            <counterpartyName>MERRILL LYNCH INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
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                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
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            <invstOrSec>
                <name>CITIGROUP GLOBAL MARKETS INC</name>
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                            <counterpartyName>CITIGROUP GLOBAL MARKETS INC</counterpartyName>
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                            <counterpartyName>CITIGROUP GLOBAL MARKETS INC</counterpartyName>
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                    <other otherDesc="Internal ID" value="2697584"/>
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            <invstOrSec>
                <name>GOLDMAN SACHS INTERNATIONAL</name>
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            <invstOrSec>
                <name>GOLDMAN SACHS INTERNATIONAL</name>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>GOLDMAN SACHS INTERNATIONAL</name>
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                    <other otherDesc="Internal ID" value="2700926"/>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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                <securityLending>
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            <invstOrSec>
                <name>CITIGROUP GLOBAL MARKETS INC</name>
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                    <other otherDesc="Internal ID" value="2726010"/>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>CITIGROUP GLOBAL MARKETS INC</counterpartyName>
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            <invstOrSec>
                <name>CITIGROUP GLOBAL MARKETS INC</name>
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                    <other otherDesc="Internal ID" value="2726011"/>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>CITIGROUP GLOBAL MARKETS INC</counterpartyName>
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                        <curCd>USD</curCd>
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            </invstOrSec>
            <invstOrSec>
                <name>BANK OF AMERICA N.A.</name>
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                    <other otherDesc="Internal ID" value="1453320"/>
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                <units>NC</units>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                    <swapDeriv derivCat="SWP">
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                            <counterpartyName>BANK OF AMERICA N.A.</counterpartyName>
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                        <swapFlag>Y</swapFlag>
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                        <curCd>USD</curCd>
                        <unrealizedAppr>480.27</unrealizedAppr>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>State Street Institutional U.S. Government Money Market Fund, Premier Class</name>
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                    <other otherDesc="Internal ID" value="715802"/>
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                <units>NS</units>
                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
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                <fairValLevel>1</fairValLevel>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>PUTNAM INVESTMENT FUNDS-PUTNAM GOVERNMENT MONEY MARKET FUND</name>
                <lei>549300SEUI2XMME8T893</lei>
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                    <isin value="US74680A8696"/>
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                <units>NS</units>
                <curCd>USD</curCd>
                <valUSD>5908359</valUSD>
                <pctVal>3.574165336322</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>PF</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>1</fairValLevel>
                <securityLending>
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            <invstOrSec>
                <name>PUTNAM SHORT TERM INVESTMENT FUND</name>
                <lei>5493003MK0Q7JP8CPP42</lei>
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                    <isin value="US74676P6640"/>
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                <curCd>USD</curCd>
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                <assetCat>STIV</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <securityLending>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>JP MORGANCHASE BANK</name>
                <lei>7H6GLXDRUGQFU57RNE97</lei>
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                    <other otherDesc="Internal ID" value="2408782"/>
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                <units>NC</units>
                <currencyConditional curCd="AUD" exchangeRt=".62485"/>
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                <issuerCat>CORP</issuerCat>
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                <fairValLevel>2</fairValLevel>
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                            <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
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                        <writtenOrPur>Purchased</writtenOrPur>
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<swapDeriv derivCat="SWP">
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</swapDeriv>
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                        <shareNo>1</shareNo>
                        <exercisePrice>1.441</exercisePrice>
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                        <expDt>2025-07-01</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-49392.32</unrealizedAppr>
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            <invstOrSec>
                <name>UBS AG</name>
                <lei>BFM8T61CT2L1QCEMIK50</lei>
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</swapDeriv>
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                        <expDt>2036-09-10</expDt>
                        <delta>XXXX</delta>
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</swapDeriv>
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                        <expDt>2036-09-10</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>128002.94</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
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            <invstOrSec>
                <name>JP MORGANCHASE BANK</name>
                <lei>7H6GLXDRUGQFU57RNE97</lei>
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                    <other otherDesc="Internal ID" value="2564297"/>
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                            <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
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</swapDeriv>
                            </nestedDerivInfo>
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                        <shareNo>1</shareNo>
                        <exercisePrice>2.495</exercisePrice>
                        <exercisePriceCurCd>AUD</exercisePriceCurCd>
                        <expDt>2026-11-23</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-117651.58</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>JP MORGANCHASE BANK</name>
                <lei>7H6GLXDRUGQFU57RNE97</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2564299"/>
                </identifiers>
                <balance>2376500</balance>
                <units>NC</units>
                <currencyConditional curCd="AUD" exchangeRt=".62485"/>
                <valUSD>273071.53</valUSD>
                <pctVal>0.165190164792</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
                            <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
                        </counterparties>
                        <putOrCall>Put</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
        <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
    </counterparties>
    <floatingRecDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="6 month AUD-BBR-BBSW" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
        </rtResetTenors>
    </floatingRecDesc>
    <fixedPmntDesc amount="0" curCd="AUD" fixedOrFloating="Fixed" fixedRt="2.495"/>
    <terminationDt>2046-11-24</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>2376500</notionalAmt>
    <curCd>AUD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>2.495</exercisePrice>
                        <exercisePriceCurCd>AUD</exercisePriceCurCd>
                        <expDt>2026-11-23</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>273071.53</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UBS AG</name>
                <lei>BFM8T61CT2L1QCEMIK50</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2593615"/>
                </identifiers>
                <balance>997300</balance>
                <units>NC</units>
                <currencyConditional curCd="AUD" exchangeRt=".62485"/>
                <valUSD>-22652.59</valUSD>
                <pctVal>-0.013703314568</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>UBS AG</counterpartyName>
                            <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>UBS AG</counterpartyName>
        <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
    </counterparties>
    <fixedRecDesc amount="0" curCd="AUD" fixedOrFloating="Fixed" fixedRt="2.7"/>
    <floatingPmntDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="6 month AUD-BBR-BBSW" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
        </rtResetTenors>
    </floatingPmntDesc>
    <terminationDt>2047-04-02</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>997300</notionalAmt>
    <curCd>AUD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>2.7</exercisePrice>
                        <exercisePriceCurCd>AUD</exercisePriceCurCd>
                        <expDt>2037-04-01</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-22652.59</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UBS AG</name>
                <lei>BFM8T61CT2L1QCEMIK50</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2593617"/>
                </identifiers>
                <balance>997300</balance>
                <units>NC</units>
                <currencyConditional curCd="AUD" exchangeRt=".62485"/>
                <valUSD>38662.27</valUSD>
                <pctVal>0.023388109162</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>UBS AG</counterpartyName>
                            <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
                        </counterparties>
                        <putOrCall>Put</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>UBS AG</counterpartyName>
        <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
    </counterparties>
    <floatingRecDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="6 month AUD-BBR-BBSW" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
        </rtResetTenors>
    </floatingRecDesc>
    <fixedPmntDesc amount="0" curCd="AUD" fixedOrFloating="Fixed" fixedRt="2.7"/>
    <terminationDt>2047-04-02</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>997300</notionalAmt>
    <curCd>AUD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>2.7</exercisePrice>
                        <exercisePriceCurCd>AUD</exercisePriceCurCd>
                        <expDt>2037-04-01</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>38662.27</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BANK OF AMERICA N.A.</name>
                <lei>B4TYDEB6GKMZO031MB27</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2698589"/>
                </identifiers>
                <balance>3079100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>-30292.19</valUSD>
                <pctVal>-0.018324765888</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>BANK OF AMERICA N.A.</counterpartyName>
                            <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>BANK OF AMERICA N.A.</counterpartyName>
        <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
    </counterparties>
    <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.725"/>
    <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
        </rtResetTenors>
    </floatingPmntDesc>
    <terminationDt>2036-11-25</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>3079100</notionalAmt>
    <curCd>USD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>3.725</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-11-23</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-30292.19</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BANK OF AMERICA N.A.</name>
                <lei>B4TYDEB6GKMZO031MB27</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2698607"/>
                </identifiers>
                <balance>3079100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>-67145.93</valUSD>
                <pctVal>-0.040618834347</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>BANK OF AMERICA N.A.</counterpartyName>
                            <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
                        </counterparties>
                        <putOrCall>Put</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>BANK OF AMERICA N.A.</counterpartyName>
        <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
    </counterparties>
    <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
        </rtResetTenors>
    </floatingRecDesc>
    <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.225"/>
    <terminationDt>2036-11-25</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>3079100</notionalAmt>
    <curCd>USD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>4.225</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-11-23</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-67145.93</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BARCLAYS BANK PLC</name>
                <lei>G5GSEF7VJP5I7OUK5573</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2700791"/>
                </identifiers>
                <balance>2440900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>-14223.12</valUSD>
                <pctVal>-0.008604044283</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>

                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
                            <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
        <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
    </counterparties>
    <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3"/>
    <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
        </rtResetTenors>
    </floatingPmntDesc>
    <terminationDt>2048-12-15</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>2440900</notionalAmt>
    <curCd>USD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>3</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2038-12-13</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-14223.12</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>GOLDMAN SACHS INTERNATIONAL</name>
                <lei>W22LROWP2IHZNBB6K528</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2712108"/>
                </identifiers>
                <balance>1529600</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>-34494.01</valUSD>
                <pctVal>-0.020866588312</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
                            <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
        <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
    </counterparties>
    <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.35"/>
    <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
        </rtResetTenors>
    </floatingPmntDesc>
    <terminationDt>2059-03-14</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>1529600</notionalAmt>
    <curCd>USD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>2.35</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2029-03-12</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-34494.01</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>JP MORGANCHASE BANK</name>
                <lei>7H6GLXDRUGQFU57RNE97</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2716059"/>
                </identifiers>
                <balance>5556400</balance>
                <units>NC</units>
                <currencyConditional curCd="EUR" exchangeRt="1.0813"/>
                <valUSD>-19898.94</valUSD>
                <pctVal>-0.012037538947</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
                            <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
                        </counterparties>
                        <putOrCall>Put</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
        <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
    </counterparties>
    <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6 month EUR-EURIBOR" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
        </rtResetTenors>
    </floatingRecDesc>
    <fixedPmntDesc amount="0" curCd="EUR" fixedOrFloating="Fixed" fixedRt="4.201"/>
    <terminationDt>2039-04-13</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>5556400</notionalAmt>
    <curCd>EUR</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>4.201</exercisePrice>
                        <exercisePriceCurCd>EUR</exercisePriceCurCd>
                        <expDt>2029-04-11</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-19898.94</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2725703"/>
                </identifiers>
                <balance>1584600</balance>
                <units>NC</units>
                <currencyConditional curCd="EUR" exchangeRt="1.0813"/>
                <valUSD>8250.16</valUSD>
                <pctVal>0.004990799627</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <putOrCall>Put</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>MORGAN STANLEY AND CO. INTERNATIONAL</counterpartyName>
        <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
    </counterparties>
    <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6 month EUR-EURIBOR" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
        </rtResetTenors>
    </floatingRecDesc>
    <fixedPmntDesc amount="0" curCd="EUR" fixedOrFloating="Fixed" fixedRt="2.952"/>
    <terminationDt>2049-06-20</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>1584600</notionalAmt>
    <curCd>EUR</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>2.952</exercisePrice>
                        <exercisePriceCurCd>EUR</exercisePriceCurCd>
                        <expDt>2029-06-18</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>8250.16</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>DEUTSCHE BANK AG</name>
                <lei>7LTWFZYICNSX8D621K86</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2728989"/>
                </identifiers>
                <balance>7377200</balance>
                <units>NC</units>
                <currencyConditional curCd="AUD" exchangeRt=".62485"/>
                <valUSD>-37683.83</valUSD>
                <pctVal>-0.022796217854</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
                            <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
        <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
    </counterparties>
    <fixedRecDesc amount="0" curCd="AUD" fixedOrFloating="Fixed" fixedRt="4.495"/>
    <floatingPmntDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="6 month AUD-BBR-BBSW" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
        </rtResetTenors>
    </floatingPmntDesc>
    <terminationDt>2035-07-15</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>7377200</notionalAmt>
    <curCd>AUD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>4.495</exercisePrice>
                        <exercisePriceCurCd>AUD</exercisePriceCurCd>
                        <expDt>2025-07-14</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-37683.83</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>DEUTSCHE BANK AG</name>
                <lei>7LTWFZYICNSX8D621K86</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2728991"/>
                </identifiers>
                <balance>7377200</balance>
                <units>NC</units>
                <currencyConditional curCd="AUD" exchangeRt=".62485"/>
                <valUSD>-100070.75</valUSD>
                <pctVal>-0.060536166782</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
                            <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
                        </counterparties>
                        <putOrCall>Put</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
        <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
    </counterparties>
    <floatingRecDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="6 month AUD-BBR-BBSW" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
        </rtResetTenors>
    </floatingRecDesc>
    <fixedPmntDesc amount="0" curCd="AUD" fixedOrFloating="Fixed" fixedRt="4.495"/>
    <terminationDt>2035-07-15</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>7377200</notionalAmt>
    <curCd>AUD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>4.495</exercisePrice>
                        <exercisePriceCurCd>AUD</exercisePriceCurCd>
                        <expDt>2025-07-14</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-100070.75</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BNP PARIBAS SA</name>
                <lei>R0MUWSFPU8MPRO8K5P83</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2747103"/>
                </identifiers>
                <balance>477100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>-2164.13</valUSD>
                <pctVal>-0.001309155119</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>FR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>BNP PARIBAS SA</counterpartyName>
                            <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>BNP PARIBAS SA</counterpartyName>
        <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
    </counterparties>
    <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.625"/>
    <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
        </rtResetTenors>
    </floatingPmntDesc>
    <terminationDt>2037-11-16</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>477100</notionalAmt>
    <curCd>USD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>3.625</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2027-11-12</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-2164.13</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BNP PARIBAS SA</name>
                <lei>R0MUWSFPU8MPRO8K5P83</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2747109"/>
                </identifiers>
                <balance>477100</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>-1439.41</valUSD>
                <pctVal>-0.000870747584</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>FR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>BNP PARIBAS SA</counterpartyName>
                            <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
                        </counterparties>
                        <putOrCall>Put</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>BNP PARIBAS SA</counterpartyName>
        <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
    </counterparties>
    <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
        </rtResetTenors>
    </floatingRecDesc>
    <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.125"/>
    <terminationDt>2037-11-16</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>477100</notionalAmt>
    <curCd>USD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>4.125</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2027-11-12</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-1439.41</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CITIBANK N.A.</name>
                <lei>E57ODZWZ7FF32TWEFA76</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2750737"/>
                </identifiers>
                <balance>7438800</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>-16700.11</valUSD>
                <pctVal>-0.010102458953</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>CITIBANK N.A.</counterpartyName>
                            <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
                        </counterparties>
                        <putOrCall>Put</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>CITIBANK N.A.</counterpartyName>
        <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
    </counterparties>
    <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
        </rtResetTenors>
    </floatingRecDesc>
    <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="4"/>
    <terminationDt>2030-12-10</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>7438800</notionalAmt>
    <curCd>USD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>4</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2025-12-08</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-16700.11</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BNP PARIBAS SA</name>
                <lei>R0MUWSFPU8MPRO8K5P83</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2757542"/>
                </identifiers>
                <balance>63150000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>-61571.25</valUSD>
                <pctVal>-0.037246522675</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>FR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>BNP PARIBAS SA</counterpartyName>
                            <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Written</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>BNP PARIBAS SA</counterpartyName>
        <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
    </counterparties>
    <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
        </rtResetTenors>
    </floatingRecDesc>
    <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.3"/>
    <terminationDt>2027-02-09</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>63150000</notionalAmt>
    <curCd>USD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>3.3</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-02-05</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-61571.25</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BNP PARIBAS SA</name>
                <lei>R0MUWSFPU8MPRO8K5P83</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2757548"/>
                </identifiers>
                <balance>42100000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>71233.2</valUSD>
                <pctVal>0.043091361618</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>FR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>BNP PARIBAS SA</counterpartyName>
                            <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>BNP PARIBAS SA</counterpartyName>
        <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
    </counterparties>
    <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.85"/>
    <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
        </rtResetTenors>
    </floatingPmntDesc>
    <terminationDt>2027-02-09</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>42100000</notionalAmt>
    <curCd>USD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>3.85</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2026-02-05</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>71233.2</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>DEUTSCHE BANK AG</name>
                <lei>7LTWFZYICNSX8D621K86</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2761356"/>
                </identifiers>
                <balance>885900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>2171.34</valUSD>
                <pctVal>0.001313516691</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
                            <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
        <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
    </counterparties>
    <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.965"/>
    <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
        </rtResetTenors>
    </floatingPmntDesc>
    <terminationDt>2038-03-08</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>885900</notionalAmt>
    <curCd>USD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>3.965</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2028-03-06</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>2171.34</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>DEUTSCHE BANK AG</name>
                <lei>7LTWFZYICNSX8D621K86</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2761358"/>
                </identifiers>
                <balance>885900</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>-2082.75</valUSD>
                <pctVal>-0.001259925616</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
                            <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
                        </counterparties>
                        <putOrCall>Put</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
        <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
    </counterparties>
    <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
        </rtResetTenors>
    </floatingRecDesc>
    <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.965"/>
    <terminationDt>2038-03-08</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>885900</notionalAmt>
    <curCd>USD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>3.965</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2028-03-06</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-2082.75</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BNP PARIBAS SA</name>
                <lei>R0MUWSFPU8MPRO8K5P83</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2761369"/>
                </identifiers>
                <balance>4174800</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>8424.75</valUSD>
                <pctVal>0.005096414997</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>FR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>BNP PARIBAS SA</counterpartyName>
                            <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>BNP PARIBAS SA</counterpartyName>
        <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
    </counterparties>
    <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.8325"/>
    <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
        </rtResetTenors>
    </floatingPmntDesc>
    <terminationDt>2035-09-10</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>4174800</notionalAmt>
    <curCd>USD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>3.8325</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2025-09-08</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>8424.75</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BNP PARIBAS SA</name>
                <lei>R0MUWSFPU8MPRO8K5P83</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2761371"/>
                </identifiers>
                <balance>4174800</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>-19179.03</valUSD>
                <pctVal>-0.011602041144</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>FR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>BNP PARIBAS SA</counterpartyName>
                            <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
                        </counterparties>
                        <putOrCall>Put</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>BNP PARIBAS SA</counterpartyName>
        <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
    </counterparties>
    <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
        </rtResetTenors>
    </floatingRecDesc>
    <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.8325"/>
    <terminationDt>2035-09-10</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>4174800</notionalAmt>
    <curCd>USD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>3.8325</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2025-09-08</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-19179.03</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MIZUHO CAPITAL MARKETS LLC</name>
                <lei>OV6W8S6QX2D1J857QP30</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2763484"/>
                </identifiers>
                <balance>215700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>1534.06</valUSD>
                <pctVal>0.000928004557</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>MIZUHO CAPITAL MARKETS LLC</counterpartyName>
                            <counterpartyLei>OV6W8S6QX2D1J857QP30</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>MIZUHO CAPITAL MARKETS LLC</counterpartyName>
        <counterpartyLei>OV6W8S6QX2D1J857QP30</counterpartyLei>
    </counterparties>
    <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.01"/>
    <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
        </rtResetTenors>
    </floatingPmntDesc>
    <terminationDt>2052-03-31</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>215700</notionalAmt>
    <curCd>USD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>4.01</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2032-03-29</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>1534.06</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MIZUHO CAPITAL MARKETS LLC</name>
                <lei>OV6W8S6QX2D1J857QP30</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2763486"/>
                </identifiers>
                <balance>215700</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>-478.42</valUSD>
                <pctVal>-0.000289412370</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>MIZUHO CAPITAL MARKETS LLC</counterpartyName>
                            <counterpartyLei>OV6W8S6QX2D1J857QP30</counterpartyLei>
                        </counterparties>
                        <putOrCall>Put</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>MIZUHO CAPITAL MARKETS LLC</counterpartyName>
        <counterpartyLei>OV6W8S6QX2D1J857QP30</counterpartyLei>
    </counterparties>
    <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
        </rtResetTenors>
    </floatingRecDesc>
    <fixedPmntDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.01"/>
    <terminationDt>2052-03-31</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>215700</notionalAmt>
    <curCd>USD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>4.01</exercisePrice>
                        <exercisePriceCurCd>USD</exercisePriceCurCd>
                        <expDt>2032-03-29</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-478.42</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>JP MORGANCHASE BANK</name>
                <lei>7H6GLXDRUGQFU57RNE97</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2408780"/>
                </identifiers>
                <balance>929600</balance>
                <units>NC</units>
                <currencyConditional curCd="AUD" exchangeRt=".62485"/>
                <valUSD>187690.57</valUSD>
                <pctVal>0.113540346693</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
                            <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
                        </counterparties>
                        <putOrCall>Put</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
        <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
    </counterparties>
    <floatingRecDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="6 month AUD-BBR-BBSW" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
        </rtResetTenors>
    </floatingRecDesc>
    <fixedPmntDesc amount="0" curCd="AUD" fixedOrFloating="Fixed" fixedRt="1.441"/>
    <terminationDt>2045-07-02</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>929600</notionalAmt>
    <curCd>AUD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>1.441</exercisePrice>
                        <exercisePriceCurCd>AUD</exercisePriceCurCd>
                        <expDt>2025-07-01</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>187690.57</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>JP MORGANCHASE BANK</name>
                <lei>7H6GLXDRUGQFU57RNE97</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2376048"/>
                </identifiers>
                <balance>1940600</balance>
                <units>NC</units>
                <currencyConditional curCd="AUD" exchangeRt=".62485"/>
                <valUSD>-60138.1</valUSD>
                <pctVal>-0.036379561975</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
                            <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
        <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
    </counterparties>
    <fixedRecDesc amount="0" curCd="AUD" fixedOrFloating="Fixed" fixedRt="1.445"/>
    <floatingPmntDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="6 month AUD-BBR-BBSW" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
        </rtResetTenors>
    </floatingPmntDesc>
    <terminationDt>2040-03-28</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>1940600</notionalAmt>
    <curCd>AUD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>1.445</exercisePrice>
                        <exercisePriceCurCd>AUD</exercisePriceCurCd>
                        <expDt>2030-03-27</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-60138.1</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>JP MORGANCHASE BANK</name>
                <lei>7H6GLXDRUGQFU57RNE97</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2376046"/>
                </identifiers>
                <balance>1940600</balance>
                <units>NC</units>
                <currencyConditional curCd="AUD" exchangeRt=".62485"/>
                <valUSD>209534.5</valUSD>
                <pctVal>0.126754475594</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
                            <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
                        </counterparties>
                        <putOrCall>Put</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
        <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
    </counterparties>
    <floatingRecDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="6 month AUD-BBR-BBSW" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
        </rtResetTenors>
    </floatingRecDesc>
    <fixedPmntDesc amount="0" curCd="AUD" fixedOrFloating="Fixed" fixedRt="1.445"/>
    <terminationDt>2040-03-28</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>1940600</notionalAmt>
    <curCd>AUD</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>1.445</exercisePrice>
                        <exercisePriceCurCd>AUD</exercisePriceCurCd>
                        <expDt>2030-03-27</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>209534.5</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>JP MORGANCHASE BANK</name>
                <lei>7H6GLXDRUGQFU57RNE97</lei>
                <title>SWAPTION</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2716053"/>
                </identifiers>
                <balance>5556400</balance>
                <units>NC</units>
                <currencyConditional curCd="EUR" exchangeRt="1.0813"/>
                <valUSD>-54818.23</valUSD>
                <pctVal>-0.033161393454</pctVal>
                <payoffProfile>N/A</payoffProfile>
                <assetCat>DIR</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <derivativeInfo>
                    <optionSwaptionWarrantDeriv derivCat="SWO">
                        <counterparties>
                            <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
                            <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
                        </counterparties>
                        <putOrCall>Call</putOrCall>
                        <writtenOrPur>Purchased</writtenOrPur>
                        <descRefInstrmnt>
                            <nestedDerivInfo>
<swapDeriv derivCat="SWP">
    <counterparties>
        <counterpartyName>JP MORGANCHASE BANK</counterpartyName>
        <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
    </counterparties>
    <fixedRecDesc amount="0" curCd="EUR" fixedOrFloating="Fixed" fixedRt="1.201"/>
    <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6 month EUR-EURIBOR" floatingRtSpread="0" pmntAmt="0">
        <rtResetTenors>
            <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
        </rtResetTenors>
    </floatingPmntDesc>
    <terminationDt>2039-04-13</terminationDt>
    <upfrontPmnt>0</upfrontPmnt>
    <pmntCurCd>USD</pmntCurCd>
    <upfrontRcpt>0</upfrontRcpt>
    <rcptCurCd>USD</rcptCurCd>
    <notionalAmt>5556400</notionalAmt>
    <curCd>EUR</curCd>
</swapDeriv>
                            </nestedDerivInfo>
                        </descRefInstrmnt>
                        <shareNo>1</shareNo>
                        <exercisePrice>1.201</exercisePrice>
                        <exercisePriceCurCd>EUR</exercisePriceCurCd>
                        <expDt>2029-04-11</expDt>
                        <delta>XXXX</delta>
                        <unrealizedAppr>-54818.23</unrealizedAppr>
                    </optionSwaptionWarrantDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY AND CO. INTERNATIONAL</name>
                <lei>4PQUHN3JPFGFNF3BB653</lei>
                <title>Total Return Swap</title>
                <cusip>99MK129K6</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2531187"/>
                </identifiers>
                <balance>1095000</balance>
                <units>NC</units>
                <curCd>USD</curCd>
                <valUSD>1062171.9</valUSD>
                <pctVal>0.642543553328</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 AND CO. INTERNATIONAL</counterpartyName>
                            <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
                        </counterparties>
                        <swapFlag>Y</swapFlag>
                        <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3.80%/Ephesus Funding DAC, 3.80%, Series 2020-01, 9/22/25" floatingRtSpread="0" pmntAmt="27855.58">
                            <rtResetTenors>
<rtResetTenor rateTenor="Year" rateTenorUnit="1" resetDt="Year" resetDtUnit="1"/>
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                        </floatingRecDesc>
                        <fixedPmntDesc amount="-1187.82" curCd="USD" fixedOrFloating="Fixed" fixedRt=".165"/>
                        <terminationDt>2025-09-29</terminationDt>
                        <upfrontPmnt>0</upfrontPmnt>
                        <pmntCurCd>USD</pmntCurCd>
                        <upfrontRcpt>0</upfrontRcpt>
                        <rcptCurCd>USD</rcptCurCd>
                        <notionalAmt>1075355.65</notionalAmt>
                        <curCd>USD</curCd>
                        <unrealizedAppr>13484.01</unrealizedAppr>
                    </swapDeriv>
                </derivativeInfo>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UNITED STATES OF AMERICA</name>
                <lei>254900HROIFWPRGM1V77</lei>
                <title>U.S. T BILLS</title>
                <cusip>912797NY9</cusip>
                <identifiers>
                    <isin value="US912797NY99"/>
                </identifiers>
                <balance>700000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>699422.75</valUSD>
                <pctVal>0.423104376103</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>UST</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2025-04-08</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <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 OF AMERICA</name>
                <lei>254900HROIFWPRGM1V77</lei>
                <title>U.S. T BILLS</title>
                <cusip>912797PA9</cusip>
                <identifiers>
                    <isin value="US912797PA95"/>
                </identifiers>
                <balance>1000000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>997523.56</valUSD>
                <pctVal>0.603435595284</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>UST</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2025-04-22</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <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 OF AMERICA</name>
                <lei>254900HROIFWPRGM1V77</lei>
                <title>U.S. T. NOTE</title>
                <cusip>91282CAY7</cusip>
                <identifiers>
                    <isin value="US91282CAY75"/>
                </identifiers>
                <balance>151000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>138942.17888</valUSD>
                <pctVal>0.084050803194</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>UST</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-11-30</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.625</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>BANK OF AMERICA CORP</name>
                <lei>9DJT3UXIJIZJI4WXO774</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>06051GLC1</cusip>
                <identifiers>
                    <isin value="US06051GLC14"/>
                </identifiers>
                <balance>430000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>446984.63</valUSD>
                <pctVal>0.270396055896</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2028-11-10</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>6.204</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CAIXABANK SA</name>
                <lei>7CUNS533WID6K7DGFI87</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>12803RAA2</cusip>
                <identifiers>
                    <isin value="US12803RAA23"/>
                </identifiers>
                <balance>200000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>207481.96</valUSD>
                <pctVal>0.125512825024</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>ES</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-01-18</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>6.208</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>MORGAN STANLEY</name>
                <lei>IGJSJL3JD5P30I6NJZ34</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>61747YFA8</cusip>
                <identifiers>
                    <isin value="US61747YFA82"/>
                </identifiers>
                <balance>610000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>618473.38</valUSD>
                <pctVal>0.374135376038</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-02-01</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>5.123</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UBS GROUP AG</name>
                <lei>549300SZJ9VS8SGXAN81</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>902613BJ6</cusip>
                <identifiers>
                    <isin value="US902613BJ61"/>
                </identifiers>
                <balance>200000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>203665.43</valUSD>
                <pctVal>0.123204077497</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CH</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2030-02-08</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>5.428</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>AIB GROUP PLC</name>
                <lei>635400AKJBGNS5WNQL34</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>00135TAD6</cusip>
                <identifiers>
                    <isin value="US00135TAD63"/>
                </identifiers>
                <balance>200000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>211221.22</valUSD>
                <pctVal>0.127774829326</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>IE</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-09-13</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>6.608</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>JPMORGAN CHASE  AND  CO</name>
                <lei>8I5DZWZKVSZI1NUHU748</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>46647PDW3</cusip>
                <identifiers>
                    <isin value="US46647PDW32"/>
                </identifiers>
                <balance>820000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>839513.16</valUSD>
                <pctVal>0.507849782970</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2027-10-22</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>6.07</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>WELLS FARGO  AND  CO</name>
                <lei>PBLD0EJDB5FWOLXP3B76</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>95000U3E1</cusip>
                <identifiers>
                    <isin value="US95000U3E14"/>
                </identifiers>
                <balance>410000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>421229.26</valUSD>
                <pctVal>0.254815765213</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>
                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2029-07-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>5.574</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
        </invstOrSecs>
        <explntrNotes>
            <explntrNote note="Monthly total returns provided exclude any applicable sales loads or redemption fees. " noteItem="B.5.a"/>
            <explntrNote note="For total return swaps, interest rate swaps or spread swaps, if any, the mark to market payment may be either paid or received, depending on the change in value of the underlying index, basket or equity. For credit default swaps, if any, floating rate index related payments are only made upon the occurrence of a credit event on the reference obligation." noteItem="C.11.f.i.2"/>
            <explntrNote note="For total return swaps, interest rate swaps or spread swaps, if any, the mark to market payment may be either received or paid, depending on the change in value of the underlying index, basket or equity. For credit default swaps, if any, floating rate index related payments are only made upon the occurrence of a credit event on the reference obligation." noteItem="C.11.f.i.1"/>
            <explntrNote note="For certain swaptions, if any, the value provided may include any unpaid or received premium and as a result may be a negative value." noteItem="C.2.c"/>
        </explntrNotes>
        <signature>
            <ncom:dateSigned>2025-05-29</ncom:dateSigned>
            <ncom:nameOfApplicant>Putnam Master Intermediate Income Trust</ncom:nameOfApplicant>
            <ncom:signature>Christopher Berarducci</ncom:signature>
            <ncom:signerName>Christopher Berarducci</ncom:signerName>
            <ncom:title>Principal Financial Officer</ncom:title>
        </signature>
    </formData>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
