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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>BARCLAYS BANK PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>BARCLAYS BANK PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <name>BARCLAYS BANK PLC</name>
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        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-6666.87000000</upfrontRcpt>
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            <notionalAmt>260000.00000000</notionalAmt>
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            <unrealizedAppr>-772.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
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        <balance>1.00000000</balance>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>IHS MARKIT LTD</issuerName>
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                  <cusip value="000000000"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="EUR" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-425649.10000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <unrealizedAppr>-124688.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="240800271"/>
        </identifiers>
        <balance>81500.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85733850"/>
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        <pctVal>0.000653203328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>AC28XWWI3WIBK2824319</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <fwdDeriv derivCat="FWD">
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                    <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
                    <counterpartyLei>AC28XWWI3WIBK2824319</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>BARCLAYS CAPITAL INC.</name>
                    <lei>AC28XWWI3WIBK2824319</lei>
                    <title>HUF CALL VERSUS EUR PUT</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="INTERNAL" value="386565_240800271_BARCUS3_S"/>
                    </identifiers>
                    <balance>0.00000000</balance>
                    <units>NC</units>
                    <currencyConditional curCd="HUF" exchangeRt="0.00000000"/>
                    <valUSD>0.00000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DFE</assetCat>
                    <issuerCat>CORP</issuerCat>
                    <invCountry>US</invCountry>
                    <invOthCountry>US</invOthCountry>
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                  <amtCurSold>N/A</amtCurSold>
                  <curSold>HUF</curSold>
                  <amtCurPur>N/A</amtCurPur>
                  <curPur>EUR</curPur>
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              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1.00000000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>340.00000000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2026-07-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-40.27000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CDS EMIRATE OF ABU DHABI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="239807360"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19170.82000000</valUSD>
        <pctVal>-0.00325258271</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Abu Dhabi Government International Bond</issuerName>
                <issueTitle>ABU DHABI GOVT INT'L</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <isin value="XS1402929746"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2031-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-16846.37000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>670000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2324.45000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CDS KINGDOM OF SAUDI ARABIA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="239526621"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-87584.62000000</valUSD>
        <pctVal>-0.01485988709</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SAUDI GOVERNMENT INTERNATIONAL BOND</issuerName>
                <issueTitle>SAUDI GOVERNMENT INTERNATIONAL BOND</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <isin value="XS2747598444"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2031-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-20710.58000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>4471000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-66874.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CDS REPUBLIC OF KOREA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="239526593"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-114275.44000000</valUSD>
        <pctVal>-0.01938833709</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>KOREA INTERNATIONAL BOND</issuerName>
                <issueTitle>KOREA INTERNATIONAL BOND</issueTitle>
                <identifiers>
                  <cusip value="50064FAM6"/>
                  <isin value="US50064FAM68"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2031-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-92343.93000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3028000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-21931.51000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00803364"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15.58000000</valUSD>
        <pctVal>-0.00000264335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>-3000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3486.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-15.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CDS PETROLEOS MEXICANOS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="238030342"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4987.68000000</valUSD>
        <pctVal>0.000846225760</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
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            <descRefInstrmnt>
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                <issuerName>PETROLEOS MEXICANOS SA DE CV</issuerName>
                <issueTitle>PEMEX 6.625 06/15/35</issueTitle>
                <identifiers>
                  <cusip value="706451BG5"/>
                  <isin value="US706451BG56"/>
                  <other otherDesc="SEDOL" value="B0Z2BX0"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2027-12-20</terminationDt>
            <upfrontPmnt>14850.80000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>910000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9863.12000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CDS CHINA CONSTRUCTION BANK CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="236774180"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-23047.42000000</valUSD>
        <pctVal>-0.00391029908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <descRefInstrmnt>
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                <issuerName>CHINA CONSTRUCTION BANK CORP/HONG KONG</issuerName>
                <issueTitle>CHINA CONSTRUCTION BANK CORP/HONG KONG</issueTitle>
                <identifiers>
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                  <isin value="XS2858459477"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2030-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-18938.28000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>790000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4109.14000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CDS PEOPLE'S REPUBLIC OF CHINA</title>
        <cusip>000000000</cusip>
        <identifiers>
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        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>-0.00361139663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
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                <issuerName>BANK OF CHINA LTD/SYDNEY</issuerName>
                <issueTitle>BANK OF CHINA LTD/SYDNEY</issueTitle>
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                  <isin value="XS2835724472"/>
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              </otherRefInst>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2030-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-17592.52000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>790000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3693.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CDS INDUSTRIAL &amp; COMMERCIAL BANK OF CHINA LTD/HONG KONG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="236618288"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-23103.02000000</valUSD>
        <pctVal>-0.00391973235</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
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                <issuerName>INDUSTRIAL &amp; COMMERCIAL BANK OF CHINA LTD/HONG KONG</issuerName>
                <issueTitle>INDUSTRIAL &amp; COMMERCIAL BANK OF CHINA LTD/HONG KONG</issueTitle>
                <identifiers>
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                  <isin value="XS2381043350"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2030-12-20</terminationDt>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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                <issueTitle>American Airlines Group Inc</issueTitle>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-13951.65000000</unrealizedAppr>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2696.93000000</valUSD>
        <pctVal>-0.00045756978</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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                <issueTitle>American Airlines Group Inc</issueTitle>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>56000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3256.93000000</unrealizedAppr>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
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        <identifiers>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4092.50000000</valUSD>
        <pctVal>-0.00069434665</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AMERICAN AXLE &amp; MANUFACTURING INC</issuerName>
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                  <cusip value="02406PBB5"/>
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            <terminationDt>2030-06-20</terminationDt>
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            <upfrontRcpt>-1011.36000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>-3081.14000000</unrealizedAppr>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS AMERICAN AXLE &amp; MANUFACTURING INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEMS0630"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3043.14000000</valUSD>
        <pctVal>-0.00051630887</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>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
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                <issueTitle>AXL 5 10/01/29</issueTitle>
                <identifiers>
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                  <isin value="US02406PBB58"/>
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            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
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            <terminationDt>2030-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-414.07000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>29000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2629.07000000</unrealizedAppr>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEMS0628"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14727.40000000</valUSD>
        <pctVal>-0.00249869784</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 &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
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                <issueTitle>American Airlines Group Inc</issueTitle>
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                  <cusip value="02376RAF9"/>
                  <isin value="US02376RAF91"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2028-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-4516.53000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>232000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-10210.87000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00801184"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>31.78000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS AMERICAN AXLE &amp; MANUFACTURING INC</title>
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        <identifiers>
          <other otherDesc="INTERNAL" value="AMEMC0630"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3043.14000000</valUSD>
        <pctVal>-0.00051630887</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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                  <isin value="US02406PBB58"/>
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            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
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        <derivativeInfo>
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            <descRefInstrmnt>
              <otherRefInst>
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            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <identifiers>
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        <assetCat>DCR</assetCat>
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        <derivativeInfo>
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            <descRefInstrmnt>
              <otherRefInst>
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            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2030-06-20</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-277.14000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>48000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4759.78000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1837.09000000</valUSD>
        <pctVal>-0.00031168657</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>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AMERICAN AIRLINES GROUP</issuerName>
                <issueTitle>AMERICAN AIRLINES GROUP</issueTitle>
                <identifiers>
                  <cusip value="02376RAC6"/>
                  <isin value="US02376RAC60"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2026-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-5567.53000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>145000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3730.44000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1993.78000000</valUSD>
        <pctVal>-0.00033827109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
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                  <isin value="US02406PBB58"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
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            <terminationDt>2030-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-87.66000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>19000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1906.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEGS0626"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1837.09000000</valUSD>
        <pctVal>-0.00031168657</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>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AMERICAN AIRLINES GROUP</issuerName>
                <issueTitle>AMERICAN AIRLINES GROUP</issueTitle>
                <identifiers>
                  <cusip value="02376RAC6"/>
                  <isin value="US02376RAC60"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2026-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-4860.43000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>145000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3023.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEGK0626"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-506.79000000</valUSD>
        <pctVal>-0.00008598361</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>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AMERICAN AIRLINES GROUP</issuerName>
                <issueTitle>AMERICAN AIRLINES GROUP</issueTitle>
                <identifiers>
                  <cusip value="02376RAC6"/>
                  <isin value="US02376RAC60"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2026-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-1354.87000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>40000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>848.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEGI0626"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3116.72000000</valUSD>
        <pctVal>-0.00052879269</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
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                <issueTitle>American Airlines Group Inc</issueTitle>
                <identifiers>
                  <cusip value="02376RAF9"/>
                  <isin value="US02376RAF91"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2026-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-3075.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>246000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-41.72000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEGC0627"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16711.30000000</valUSD>
        <pctVal>-0.00283529267</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>GOLDMAN SACHS &amp; CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Airlines Group Inc</issuerName>
                <issueTitle>American Airlines Group Inc</issueTitle>
                <identifiers>
                  <cusip value="02376RAF9"/>
                  <isin value="US02376RAF91"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2027-06-20</terminationDt>
            <upfrontPmnt>434.26000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>347000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-17145.56000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00801183"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.56000000</valUSD>
        <pctVal>-0.00000009501</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>-16000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>1733.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-0.56000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEGB0626"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-861.53000000</valUSD>
        <pctVal>-0.00014616993</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>GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AMERICAN AIRLINES GROUP</issuerName>
                <issueTitle>AMERICAN AIRLINES GROUP</issueTitle>
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                  <isin value="US02376RAC60"/>
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              </otherRefInst>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2026-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-2272.11000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>68000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1410.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS AMERICAN AXLE &amp; MANUFACTURING INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMECT0630"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2098.72000000</valUSD>
        <pctVal>-0.00035607555</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
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                <identifiers>
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                  <isin value="US02406PBB58"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2030-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-230.14000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>20000.00000000</notionalAmt>
            <curCd>USD</curCd>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
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        <identifiers>
          <other otherDesc="INTERNAL" value="AMECT0626"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-38.01000000</valUSD>
        <pctVal>-0.00000644889</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>CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
              <counterpartyLei>MBNUM2BPBDO7JBLYG310</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Airlines Group Inc</issuerName>
                <issueTitle>American Airlines Group Inc</issueTitle>
                <identifiers>
                  <cusip value="02376RAF9"/>
                  <isin value="US02376RAF91"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2026-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-71.25000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>33.24000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS AMERICAN AXLE &amp; MANUFACTURING INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMECI0630"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5036.92000000</valUSD>
        <pctVal>-0.00085457997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <upfrontRcpt>-557.38000000</upfrontRcpt>
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            <notionalAmt>48000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4479.54000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>-18011.60000000</valUSD>
        <pctVal>-0.00305590573</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Airlines Group Inc</issuerName>
                <issueTitle>American Airlines Group Inc</issueTitle>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>-1778.31000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>374000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-16233.29000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEBU0627"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11799.05000000</valUSD>
        <pctVal>-0.00200186460</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>American Airlines Group Inc</issuerName>
                <issueTitle>American Airlines Group Inc</issueTitle>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2027-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-4385.22000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>245000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-7413.83000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEBU0626"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-620.81000000</valUSD>
        <pctVal>-0.00010532861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
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                <issuerName>American Airlines Group Inc</issuerName>
                <issueTitle>American Airlines Group Inc</issueTitle>
                <identifiers>
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                  <isin value="US02376RAF91"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2026-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-1235.89000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>49000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>615.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEBR0626"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1837.09000000</valUSD>
        <pctVal>-0.00031168657</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AMERICAN AIRLINES GROUP</issuerName>
                <issueTitle>American Airlines Group Inc</issueTitle>
                <identifiers>
                  <cusip value="02376RAE2"/>
                  <isin value="US02376RAE27"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2026-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-6709.31000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>145000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4872.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS AMERICAN AXLE &amp; MANUFACTURING INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEBP0630"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3043.14000000</valUSD>
        <pctVal>-0.00051630887</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>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AMERICAN AXLE &amp; MANUFACTURING INC</issuerName>
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                <identifiers>
                  <cusip value="02406PBB5"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2030-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-370.86000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>29000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2672.28000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEBP0627"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3708.27000000</valUSD>
        <pctVal>-0.00062915696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Airlines Group Inc</issuerName>
                <issueTitle>American Airlines Group Inc</issueTitle>
                <identifiers>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2027-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-170.63000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>77000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3537.64000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <identifiers>
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          <other otherDesc="INTERNAL" value="CCTUSD__00801182"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>492.26000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <curSold>CAD</curSold>
            <amtCurPur>36786.66000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS AMERICAN AXLE &amp; MANUFACTURING INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEBO0630"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1993.78000000</valUSD>
        <pctVal>-0.00033827109</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>
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              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
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            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <upfrontRcpt>-257.90000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-1735.88000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>-7779.12000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
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                <issueTitle>American Airlines Group Inc</issueTitle>
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                  <isin value="US02376RAF91"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <upfrontRcpt>-7675.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS AMERICAN AXLE &amp; MANUFACTURING INC</title>
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        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>-3043.14000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AMERICAN AXLE &amp; MANUFACTURING INC</issuerName>
                <issueTitle>AXL 5 10/01/29</issueTitle>
                <identifiers>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-420.92000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <identifiers>
          <other otherDesc="INTERNAL" value="AMEBL0627"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4671.46000000</valUSD>
        <pctVal>-0.00079257486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>American Airlines Group Inc</issuerName>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2027-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-128.66000000</upfrontRcpt>
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            <notionalAmt>97000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4542.80000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
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        <identifiers>
          <other otherDesc="INTERNAL" value="AMEBL0626"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-633.47000000</valUSD>
        <pctVal>-0.00010747654</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>American Airlines Group Inc</issuerName>
                <issueTitle>American Airlines Group Inc</issueTitle>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2026-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-36.76000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>50000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-596.71000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEBC0627"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15218.36000000</valUSD>
        <pctVal>-0.00258199569</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AMERICAN AIRLINES GROUP</issuerName>
                <issueTitle>AMERICAN AIRLINES GROUP</issueTitle>
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                  <isin value="US02376RAC60"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2027-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-2000.66000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>316000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-13217.70000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEBB0627"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1300.30000000</valUSD>
        <pctVal>-0.00022061306</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
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                <issuerName>American Airlines Group Inc</issuerName>
                <issueTitle>American Airlines Group Inc</issueTitle>
                <identifiers>
                  <cusip value="02376RAF9"/>
                  <isin value="US02376RAF91"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2027-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-102.18000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>27000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1198.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEBA062X"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-924.88000000</valUSD>
        <pctVal>-0.00015691810</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
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                <issueTitle>American Airlines Group Inc</issueTitle>
                <identifiers>
                  <cusip value="02376RAE2"/>
                  <isin value="US02376RAE27"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2026-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-3168.65000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>73000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2243.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEB20626"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3889.56000000</valUSD>
        <pctVal>-0.00065991520</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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            <descRefInstrmnt>
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                <issueTitle>American Airlines Group Inc</issueTitle>
                <identifiers>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2026-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-7156.70000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>307000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3267.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEAR0627"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1974.53000000</valUSD>
        <pctVal>-0.00033500508</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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            <descRefInstrmnt>
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                <issueTitle>American Airlines Group Inc</issueTitle>
                <identifiers>
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            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-72.86000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>41000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1901.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00801181"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0.55000000</valUSD>
        <pctVal>0.000000093314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEAP0627"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3949.07000000</valUSD>
        <pctVal>-0.00067001186</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Airlines Group Inc</issuerName>
                <issueTitle>American Airlines Group Inc</issueTitle>
                <identifiers>
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            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2027-06-20</terminationDt>
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            <upfrontRcpt>-72.90000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>82000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3876.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="AMEAC0627"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3949.07000000</valUSD>
        <pctVal>-0.00067001186</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Airlines Group Inc</issuerName>
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                <identifiers>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2027-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-36.40000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>82000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3912.67000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS AMERICAN AIRLINES GROUP INC</title>
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        <identifiers>
          <other otherDesc="INTERNAL" value="AMEAC0626"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1558.36000000</valUSD>
        <pctVal>-0.00026439634</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Airlines Group Inc</issuerName>
                <issueTitle>American Airlines Group Inc</issueTitle>
                <identifiers>
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                  <isin value="US02376RAF91"/>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>-1230.00000000</upfrontRcpt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <descRefInstrmnt>
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                <issueTitle>American Airlines Group Inc</issueTitle>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <assetCat>DCR</assetCat>
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        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
              <otherRefInst>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="EUR" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>-17447.15000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>117000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-5201.51000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS LINCOLN NATIONAL CORP</title>
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        <curCd>USD</curCd>
        <valUSD>-4450.01000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LINCOLN NATIONAL CORP</issuerName>
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                  <cusip value="534187BK4"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-2168.98000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>435000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2281.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>CDS LINCOLN NATIONAL CORP</title>
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        <identifiers>
          <other otherDesc="INTERNAL" value="LINGS0627"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2967.26000000</valUSD>
        <pctVal>-0.00050343483</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>GOLDMAN SACHS BANK USA</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LINCOLN NATIONAL CORP</issuerName>
                <issueTitle>LINCOLN NATIONAL CORP</issueTitle>
                <identifiers>
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                  <isin value="US534187BK40"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2027-06-20</terminationDt>
            <upfrontPmnt>1571.95000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>362000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4539.21000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CDS LINCOLN NATIONAL CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="LINBR0628"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1022.99000000</valUSD>
        <pctVal>-0.00017356375</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LINCOLN NATIONAL CORP</issuerName>
                <issueTitle>LNC 3.4 01/15/31</issueTitle>
                <identifiers>
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                  <isin value="US534187BK40"/>
                </identifiers>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2028-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-450.94000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>100000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-572.05000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA, NATIONAL ASSOCIATION</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>CDS LINCOLN NATIONAL CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="LINBO0627"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-262.30000000</valUSD>
        <pctVal>-0.00004450265</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LINCOLN NATIONAL CORP</issuerName>
                <issueTitle>LNC 3.4 01/15/31</issueTitle>
                <identifiers>
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                  <isin value="US534187BK40"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2027-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-206.93000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>32000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-55.37000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS KOHL'S CORP</title>
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        <identifiers>
          <other otherDesc="INTERNAL" value="KOHMS0630"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>232.69000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2030-06-20</terminationDt>
            <upfrontPmnt>490.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-257.31000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00801180"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS KOHL'S CORP</title>
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        <identifiers>
          <other otherDesc="INTERNAL" value="KOHJP0630"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000414529618</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
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            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
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            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS KOHL'S CORP</title>
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        <identifiers>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
              <otherRefInst>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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            <upfrontPmnt>9300.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS KOHL'S CORP</title>
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        <identifiers>
          <other otherDesc="INTERNAL" value="KOHGS0630"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2306.26000000</valUSD>
        <pctVal>-0.00039128745</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>KOHL'S CORP</issuerName>
                <issueTitle>KSS 3.375 05/01/31</issueTitle>
                <identifiers>
                  <cusip value="500255AX2"/>
                  <isin value="US500255AX28"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2030-06-20</terminationDt>
            <upfrontPmnt>24300.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>81000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-26606.26000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <identifiers>
          <other otherDesc="INTERNAL" value="KOHGO0630"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1366.68000000</valUSD>
        <pctVal>-0.00023187530</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>KOHL'S CORPORATION</issuerName>
                <issueTitle>Kohl's Corp</issueTitle>
                <identifiers>
                  <cusip value="500255AU8"/>
                  <isin value="US500255AU88"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2030-06-20</terminationDt>
            <upfrontPmnt>12900.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>48000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-14266.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS KOHL'S CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="KOHGO0626"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-44.50000000</valUSD>
        <pctVal>-0.00000755001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>KOHL'S CORP</issuerName>
                <issueTitle>KSS 3.375 05/01/31</issueTitle>
                <identifiers>
                  <cusip value="500255AX2"/>
                  <isin value="US500255AX28"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2026-06-20</terminationDt>
            <upfrontPmnt>38.62000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>21000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-83.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS KOHL'S CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="KOHGL0630"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1047.10000000</valUSD>
        <pctVal>0.000177654339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>KOHL'S CORP</issuerName>
                <issueTitle>KSS 3.375 05/01/31</issueTitle>
                <identifiers>
                  <cusip value="500255AX2"/>
                  <isin value="US500255AX28"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2030-06-20</terminationDt>
            <upfrontPmnt>2250.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>9000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1202.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS KOHL'S CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="KOHGI0630"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4304.76000000</valUSD>
        <pctVal>0.000730359366</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>KOHL'S CORP</issuerName>
                <issueTitle>KSS 3.375 05/01/31</issueTitle>
                <identifiers>
                  <cusip value="500255AX2"/>
                  <isin value="US500255AX28"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2030-06-20</terminationDt>
            <upfrontPmnt>12395.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>37000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8090.24000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS KOHL'S CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="KOHGI0626"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-44.50000000</valUSD>
        <pctVal>-0.00000755001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>KOHL'S CORP</issuerName>
                <issueTitle>KSS 3.375 05/01/31</issueTitle>
                <identifiers>
                  <cusip value="500255AX2"/>
                  <isin value="US500255AX28"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2026-06-20</terminationDt>
            <upfrontPmnt>1207.50000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>21000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1252.00000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS KOHL'S CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="KOHGC0630"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1025.00000000</valUSD>
        <pctVal>-0.00017390478</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>KOHL'S CORP</issuerName>
                <issueTitle>KSS 3.375 05/01/31</issueTitle>
                <identifiers>
                  <cusip value="500255AX2"/>
                  <isin value="US500255AX28"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2030-06-20</terminationDt>
            <upfrontPmnt>10530.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>36000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-11555.00000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS KOHL'S CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="KOHGB0630"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2904.18000000</valUSD>
        <pctVal>-0.00049273247</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>KOHL'S CORP</issuerName>
                <issueTitle>KSS 3.375 05/01/31</issueTitle>
                <identifiers>
                  <cusip value="500255AX2"/>
                  <isin value="US500255AX28"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2030-06-20</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>102000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-35034.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00801179"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>32.41000000</valUSD>
        <pctVal>0.000005498784</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <curSold>AUD</curSold>
            <amtCurPur>32365.37000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>32.41000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS KOHL'S CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="KOHFB0626"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-105.96000000</valUSD>
        <pctVal>-0.00001797751</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
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                <identifiers>
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                  <isin value="US500255AU88"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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            <upfrontPmnt>4252.78000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS KOHL'S CORP</title>
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        <identifiers>
          <other otherDesc="INTERNAL" value="KOHBO0630"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3490.35000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
              <otherRefInst>
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                <identifiers>
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                  <isin value="US500255AX28"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
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        <curCd>USD</curCd>
        <valUSD>-67.82000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
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                <issueTitle>Kohl's Corp</issueTitle>
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            <swapFlag>Y</swapFlag>
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            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>32000.00000000</notionalAmt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
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        <curCd>USD</curCd>
        <valUSD>-44.50000000</valUSD>
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        <assetCat>DCR</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
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                <issuerName>KOHL'S CORP</issuerName>
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            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>21000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1199.50000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="KOHBF0626"/>
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        <curCd>USD</curCd>
        <valUSD>-114.44000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>KOHL'S CORPORATION</issuerName>
                <issueTitle>Kohl's Corp</issueTitle>
                <identifiers>
                  <cusip value="500255AU8"/>
                  <isin value="US500255AU88"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>54000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2004.44000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS KOHL'S CORP</title>
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        <identifiers>
          <other otherDesc="INTERNAL" value="KOHBA0626"/>
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        <curCd>USD</curCd>
        <valUSD>-57.22000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
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            <descRefInstrmnt>
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                <issueTitle>Kohl's Corp</issueTitle>
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                  <isin value="US500255AU88"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>27000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2589.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
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        <identifiers>
          <other otherDesc="INTERNAL" value="KHOSG0630"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-35568.02000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
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            <descRefInstrmnt>
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                <issueTitle>K Hovnanian Enterprises Inc</issueTitle>
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                  <isin value="US48251UAM09"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <upfrontRcpt>-15325.85000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>347000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-20242.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS K HOVNANIAN ENTERPRISES INC</title>
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        <identifiers>
          <other otherDesc="INTERNAL" value="KHOMS0630"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>-0.00003478265</pctVal>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>K HOVNANIAN ENTEPRISES</issuerName>
                <issueTitle>K HOVNANIAN ENTEPRISES</issueTitle>
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                  <cusip value="442488BV3"/>
                  <isin value="US442488BV31"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
            <fixedPmntDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>-110.23000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS K HOVNANIAN ENTERPRISES INC</title>
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        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>DCR</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>139000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8509.14000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CDS ION PLATFORM FIN</title>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.85733850"/>
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        <assetCat>DCR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <otherRecDesc fixedOrFloating="Other">Default Event</otherRecDesc>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>EUR</curCd>
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        <securityLending>
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      <invstOrSec>
        <name>EUREX DEUTSCHLAND</name>
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          <ticker value="FGBM M26-EUX"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.85733850"/>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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            <curCd>USD</curCd>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00801178"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>489.85000000</valUSD>
        <pctVal>0.000083109519</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS ICELAND BONDCO PLC</title>
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        <identifiers>
          <other otherDesc="INTERNAL" value="ICEMS1230"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85733850"/>
        <valUSD>-5313.26000000</valUSD>
        <pctVal>-0.00090146470</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>
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              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ICELAND BONDCO PLC</issuerName>
                <issueTitle>ICELAND BONDCO PLC</issueTitle>
                <identifiers>
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                  <isin value="XS2660424008"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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      <invstOrSec>
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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
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        <derivativeInfo>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>W22LROWP2IHZNBB6K528</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <curCd>HKD</curCd>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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            <pmntCurCd>HKD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>HKD</rcptCurCd>
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            <curCd>HKD</curCd>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SKANDINAVISKA ENSKILDA BANKEN AB</name>
        <lei>F3JS33DEI6XQ4ZBPTN86</lei>
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        <identifiers>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
              <otherRefInst>
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                <identifiers>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="NOK" fixedOrFloating="Floating" floatingRtIndex="HEXAGON COMPOSITES ASA" floatingRtSpread="0.00000000" pmntAmt="552105.24630000">
              <rtResetTenors>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NOK</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NOK</rcptCurCd>
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            <curCd>NOK</curCd>
            <unrealizedAppr>28139.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <identifiers>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
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                  <ticker value="KURN"/>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CHF</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CHF</rcptCurCd>
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            <curCd>CHF</curCd>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <identifiers>
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        <assetCat>DE</assetCat>
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        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
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                <identifiers>
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                  <isin value="JP3546100003"/>
                  <ticker value="6637"/>
                  <other otherDesc="SEDOL" value="B1RKJ02"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="TERASAKI ELECTRIC CO LTD" floatingRtSpread="0.00000000" pmntAmt="-8655207.00000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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        <derivativeInfo>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <rcptCurCd>DKK</rcptCurCd>
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      <invstOrSec>
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        <derivativeInfo>
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              <rtResetTenors>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <identifiers>
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        <derivativeInfo>
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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>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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            <otherRecDesc fixedOrFloating="Other">Performance Leg</otherRecDesc>
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        <derivativeInfo>
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        <derivativeInfo>
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        <derivativeInfo>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <rcptCurCd>EUR</rcptCurCd>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <descRefInstrmnt>
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              <rtResetTenors>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <identifiers>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-47.03000000</valUSD>
        <pctVal>-0.00000797926</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <identifiers>
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        <currencyConditional curCd="JPY" exchangeRt="159.26500000"/>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
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            <descRefInstrmnt>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="DAISHINKU CORP" floatingRtSpread="0.00000000" pmntAmt="12368781.00000000">
              <rtResetTenors>
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            <rcptCurCd>JPY</rcptCurCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SKANDINAVISKA ENSKILDA BANKEN AB</name>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
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                <identifiers>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="TERVEYSTALO PLC" floatingRtSpread="0.00000000" pmntAmt="36943.41000000">
              <rtResetTenors>
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            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
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            <curCd>EUR</curCd>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
              <otherRefInst>
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                  <isin value="KYG020141019"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="HKD" fixedOrFloating="Floating" floatingRtIndex="AK MEDICAL HOLDINGS LTD" floatingRtSpread="0.00000000" pmntAmt="-513753.10000000">
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <derivativeInfo>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <isRestrictedSec>N</isRestrictedSec>
        
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            <swapFlag>Y</swapFlag>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="2G ENERGY AG" floatingRtSpread="0.00000000" pmntAmt="49408.28880000">
              <rtResetTenors>
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            <rcptCurCd>EUR</rcptCurCd>
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      <invstOrSec>
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        <derivativeInfo>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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            <descRefInstrmnt>
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      <invstOrSec>
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        <lei>I7331LVCZKQKX5T7XV54</lei>
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        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="KIER GROUP PLC" floatingRtSpread="0.00000000" pmntAmt="-115689.86000000">
              <rtResetTenors>
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            <rcptCurCd>GBP</rcptCurCd>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CHF</rcptCurCd>
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            <curCd>CHF</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
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        <identifiers>
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        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO. LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
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                <identifiers>
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                  <ticker value="7613"/>
                  <other otherDesc="SEDOL" value="6174556"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="SIIX CORP" floatingRtSpread="0.00000000" pmntAmt="-15894854.00000000">
              <rtResetTenors>
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              </rtResetTenors>
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            <pmntCurCd>JPY</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
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            <curCd>JPY</curCd>
            <unrealizedAppr>12598.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>TRS TRAINLINE PLC</title>
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        <identifiers>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
              <otherRefInst>
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                <identifiers>
                  <cusip value="000000000"/>
                  <isin value="GB00BKDTK925"/>
                  <ticker value="TRN"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="TRAINLINE PLC" floatingRtSpread="0.00000000" pmntAmt="-199976.73000000">
              <rtResetTenors>
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            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
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            <curCd>GBP</curCd>
            <unrealizedAppr>-17611.99000000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>TRS TAMA HOME CO LTD</title>
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        <identifiers>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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            <descRefInstrmnt>
              <otherRefInst>
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                <identifiers>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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            <pmntCurCd>JPY</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
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            <curCd>JPY</curCd>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <identifiers>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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      <invstOrSec>
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        <derivativeInfo>
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              <rtResetTenors>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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      <invstOrSec>
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        <derivativeInfo>
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        <name>SKANDINAVISKA ENSKILDA BANKEN AB</name>
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      </invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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            <pmntCurCd>USD</pmntCurCd>
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            <rcptCurCd>USD</rcptCurCd>
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      </invstOrSec>
      <invstOrSec>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="PAGEGROUP PLC" floatingRtSpread="0.00000000" pmntAmt="171258.75530000">
              <rtResetTenors>
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            <rcptCurCd>GBP</rcptCurCd>
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            <curCd>GBP</curCd>
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        </derivativeInfo>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES LLC</name>
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        <identifiers>
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        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="VIENNA INSURANCE GROUP AG WIENER VERSICHERUNG GRUPPE" floatingRtSpread="0.00000000" pmntAmt="-184984.10000000">
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            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>4096.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>85525.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SKANDINAVISKA ENSKILDA BANKEN AB</name>
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        <title>TRS MANDATUM OYJ</title>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85733850"/>
        <valUSD>15448.26000000</valUSD>
        <pctVal>0.002621001261</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>SKANDINAVISKA ENSKILDA BANKEN AB</counterpartyName>
              <counterpartyLei>F3JS33DEI6XQ4ZBPTN86</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
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                <identifiers>
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                  <isin value="FI4000552526"/>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="MANDATUM OYJ" floatingRtSpread="0.00000000" pmntAmt="-56280.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-07-17</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>333905.51200000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>15448.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74255550"/>
        <valUSD>18147.75000000</valUSD>
        <pctVal>0.003079005379</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
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                <identifiers>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="WHITBREAD PLC" floatingRtSpread="0.00000000" pmntAmt="215469.03760000">
              <rtResetTenors>
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            <otherPmntDesc fixedOrFloating="Other">Equity - Performance Leg</otherPmntDesc>
            <terminationDt>2031-04-14</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
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            <curCd>GBP</curCd>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
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        <identifiers>
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        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
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        <valUSD>2668.58000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            </counterparties>
            <descRefInstrmnt>
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                <identifiers>
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              </otherRefInst>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="ILS" fixedOrFloating="Floating" floatingRtIndex="NEWMED ENERGY LP" floatingRtSpread="0.00000000" pmntAmt="304955.65000000">
              <rtResetTenors>
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            <otherPmntDesc fixedOrFloating="Other">Equity - Performance Leg</otherPmntDesc>
            <terminationDt>2027-05-17</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>ILS</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>ILS</rcptCurCd>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <identifiers>
          <ticker value="N/A"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <identifiers>
          <other otherDesc="INTERNAL" value="AR7698732"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85733850"/>
        <valUSD>835.49000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            <descRefInstrmnt>
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                <issueTitle>Profile Syst &amp; Sof</issueTitle>
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                  <isin value="GRS472003011"/>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="PROFILE SYSTEMS &amp; SOFTWARE SA" floatingRtSpread="0.00000000" pmntAmt="-20268.71000000">
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            <rcptCurCd>EUR</rcptCurCd>
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            <curCd>EUR</curCd>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74255550"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
              <otherRefInst>
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                <identifiers>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="M&amp;G PLC" floatingRtSpread="0.00000000" pmntAmt="80338.84000000">
              <rtResetTenors>
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            <terminationDt>2031-03-24</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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        <isRestrictedSec>N</isRestrictedSec>
        
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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                <issueTitle>SIMMTECH CO LTD</issueTitle>
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            <swapFlag>Y</swapFlag>
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            <rcptCurCd>USD</rcptCurCd>
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            <curCd>KRW</curCd>
            <unrealizedAppr>-49628.00000000</unrealizedAppr>
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        </derivativeInfo>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES LLC</name>
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        <title>TRS TUI AG</title>
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        <identifiers>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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                <issueTitle>TUI AG</issueTitle>
                <identifiers>
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                  <ticker value="TUIL"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="TUI AG" floatingRtSpread="0.00000000" pmntAmt="-392148.27900000">
              <rtResetTenors>
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            <terminationDt>2031-04-30</terminationDt>
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            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>56770.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>10497.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>TRS INFORMA PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>INFORMA PLC</issuerName>
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                <identifiers>
                  <cusip value="000000000"/>
                  <isin value="GB00BMJ6DW54"/>
                  <ticker value="INF"/>
                  <other otherDesc="SEDOL" value="BMJ6DW5"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="INFORMA PLC" floatingRtSpread="0.00000000" pmntAmt="236128.39000000">
              <rtResetTenors>
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              </rtResetTenors>
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            <otherPmntDesc fixedOrFloating="Other">Equity - Performance Leg</otherPmntDesc>
            <terminationDt>2026-07-02</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>236128.39000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>1117.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>STANDARD CHARTERED PLC</issuerName>
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                <identifiers>
                  <cusip value="000000000"/>
                  <isin value="GB0004082847"/>
                  <ticker value="STAN"/>
                  <other otherDesc="SEDOL" value="0408284"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="STANDARD CHARTERED PLC" floatingRtSpread="0.00000000" pmntAmt="-237233.06510000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            </floatingPmntDesc>
            <terminationDt>2030-07-17</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>18230.00000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>169605.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>TRS RETAL URBAN DEVELOPMENT CO</title>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3443.92000000</valUSD>
        <pctVal>-0.00058430649</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
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                <identifiers>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RETAL URBAN DEVELOPMENT CO" floatingRtSpread="0.00000000" pmntAmt="-60068.25000000">
              <rtResetTenors>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <unrealizedAppr>-3443.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <identifiers>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
              <otherRefInst>
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                  <isin value="IL0011418113"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="HKD" fixedOrFloating="Floating" floatingRtIndex="SISRAM MEDICAL LTD" floatingRtSpread="0.00000000" pmntAmt="-268830.24330000">
              <rtResetTenors>
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            <pmntCurCd>HKD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>HKD</rcptCurCd>
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            <curCd>HKD</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <identifiers>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FAR EASTERN NEW CENTURY CORP" floatingRtSpread="0.00000000" pmntAmt="-165013.49000000">
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="ANEST IWATA CORP" floatingRtSpread="0.00000000" pmntAmt="-9920480.00000000">
              <rtResetTenors>
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            <rcptCurCd>JPY</rcptCurCd>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <rcptCurCd>SGD</rcptCurCd>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
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        <identifiers>
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        <derivativeInfo>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
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        <derivativeInfo>
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              <rtResetTenors>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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              <rtResetTenors>
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      <invstOrSec>
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        <identifiers>
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        <derivativeInfo>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PEPCO" floatingRtSpread="0.00000000" pmntAmt="-28873.46170000">
              <rtResetTenors>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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        <derivativeInfo>
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        <derivativeInfo>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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        <isRestrictedSec>N</isRestrictedSec>
        
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <pmntCurCd>AUD</pmntCurCd>
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            <rcptCurCd>AUD</rcptCurCd>
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            <curCd>AUD</curCd>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>SKANDINAVISKA ENSKILDA BANKEN AB</name>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
              <otherRefInst>
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                <identifiers>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="SEK" fixedOrFloating="Floating" floatingRtIndex="FABEGE AB" floatingRtSpread="0.00000000" pmntAmt="-2699284.48000000">
              <rtResetTenors>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>SEK</rcptCurCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
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        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES LLC</name>
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        <derivativeInfo>
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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <rcptCurCd>USD</rcptCurCd>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
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        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="SKS TECHNOLOGIES GROUP LTD" floatingRtSpread="0.00000000" pmntAmt="-67884.48450000">
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            <rcptCurCd>AUD</rcptCurCd>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="COATS GROUP PLC" floatingRtSpread="0.00000000" pmntAmt="147667.10000000">
              <rtResetTenors>
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            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
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            <curCd>GBP</curCd>
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      <invstOrSec>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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            <rcptCurCd>JPY</rcptCurCd>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>TRS TAIKISHA LTD</title>
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        <identifiers>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
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                <identifiers>
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                  <other otherDesc="SEDOL" value="6869959"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="TAIKISHA LTD" floatingRtSpread="0.00000000" pmntAmt="-446786.00000000">
              <rtResetTenors>
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            <pmntCurCd>JPY</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
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            <curCd>JPY</curCd>
            <unrealizedAppr>4.48000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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            <descRefInstrmnt>
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                <identifiers>
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                  <isin value="DE000A1ML7J1"/>
                  <ticker value="VNA"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="VONOVIA SE" floatingRtSpread="0.00000000" pmntAmt="42730.90000000">
              <rtResetTenors>
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            <otherPmntDesc fixedOrFloating="Other">Performance Leg</otherPmntDesc>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>42730.90000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>369.68000000</unrealizedAppr>
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        </derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SKANDINAVISKA ENSKILDA BANKEN AB</name>
        <lei>F3JS33DEI6XQ4ZBPTN86</lei>
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        <identifiers>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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                <identifiers>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="SEK" fixedOrFloating="Floating" floatingRtIndex="GRYNGES AB" floatingRtSpread="0.00000000" pmntAmt="-1470378.84000000">
              <rtResetTenors>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>SEK</rcptCurCd>
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            <curCd>SEK</curCd>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <rcptCurCd>USD</rcptCurCd>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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            <descRefInstrmnt>
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            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="BELLWAY PLC" floatingRtSpread="0.00000000" pmntAmt="-129905.12430000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
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            <curCd>GBP</curCd>
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      <invstOrSec>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="SAFESTORE HOLDINGS PLC" floatingRtSpread="0.00000000" pmntAmt="22520.82580000">
              <rtResetTenors>
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            <rcptCurCd>GBP</rcptCurCd>
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        <securityLending>
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      <invstOrSec>
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        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <identifiers>
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        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
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            <curCd>EUR</curCd>
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      <invstOrSec>
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        <identifiers>
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        <derivativeInfo>
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      <invstOrSec>
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        <lei>I7331LVCZKQKX5T7XV54</lei>
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        <identifiers>
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        <derivativeInfo>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <identifiers>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="JET2 PLC" floatingRtSpread="0.00000000" pmntAmt="-271435.92810000">
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <descRefInstrmnt>
              <otherRefInst>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="CVS GROUP PLC" floatingRtSpread="0.00000000" pmntAmt="140588.32620000">
              <rtResetTenors>
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      </invstOrSec>
      <invstOrSec>
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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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              <rtResetTenors>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
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            <curCd>EUR</curCd>
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      </invstOrSec>
      <invstOrSec>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CIMB GROUP HOLDINGS BHD" floatingRtSpread="0.00000000" pmntAmt="26123.47000000">
              <rtResetTenors>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <rcptCurCd>USD</rcptCurCd>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SAUDI INDUSTRIAL INVESTMENT GROUP" floatingRtSpread="0.00000000" pmntAmt="25446.31000000">
              <rtResetTenors>
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            <rcptCurCd>USD</rcptCurCd>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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            <floatingPmntDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="CEDAR WOODS PROPERTIES LTD" floatingRtSpread="0.00000000" pmntAmt="-83589.72580000">
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            <rcptCurCd>AUD</rcptCurCd>
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            <curCd>AUD</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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            <pmntCurCd>EUR</pmntCurCd>
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            <rcptCurCd>EUR</rcptCurCd>
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            <curCd>EUR</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
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        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="ADMIRAL GROUP PLC" floatingRtSpread="0.00000000" pmntAmt="63390.77000000">
              <rtResetTenors>
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            <pmntCurCd>GBP</pmntCurCd>
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            <rcptCurCd>GBP</rcptCurCd>
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      </invstOrSec>
      <invstOrSec>
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        <derivativeInfo>
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              <rtResetTenors>
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      <invstOrSec>
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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
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        <derivativeInfo>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="SWORD GROUP" floatingRtSpread="0.00000000" pmntAmt="26400.40000000">
              <rtResetTenors>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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        <derivativeInfo>
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        <derivativeInfo>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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        <derivativeInfo>
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        <derivativeInfo>
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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <lei>W22LROWP2IHZNBB6K528</lei>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="ALPS ALPINE CO LTD" floatingRtSpread="0.00000000" pmntAmt="-10485611.00000000">
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      <invstOrSec>
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        <derivativeInfo>
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              <rtResetTenors>
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            <rcptCurCd>DKK</rcptCurCd>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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        <derivativeInfo>
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        <derivativeInfo>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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        <derivativeInfo>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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            <rcptCurCd>GBP</rcptCurCd>
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      <invstOrSec>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <descRefInstrmnt>
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            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="HILL &amp; SMITH PLC" floatingRtSpread="0.00000000" pmntAmt="-98347.56000000">
              <rtResetTenors>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
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        <identifiers>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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            <descRefInstrmnt>
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            <floatingPmntDesc curCd="HKD" fixedOrFloating="Floating" floatingRtIndex="CHINA BLUECHEMICAL LTD" floatingRtSpread="0.00000000" pmntAmt="-312259.95110000">
              <rtResetTenors>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>HKD</rcptCurCd>
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            <curCd>HKD</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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            <rcptCurCd>EUR</rcptCurCd>
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            <curCd>EUR</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
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        <identifiers>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PTT PCL" floatingRtSpread="0.00000000" pmntAmt="125019.50000000">
              <rtResetTenors>
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            <rcptCurCd>USD</rcptCurCd>
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      </invstOrSec>
      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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      <invstOrSec>
        <name>SKANDINAVISKA ENSKILDA BANKEN AB</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <rtResetTenors>
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      <invstOrSec>
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        <derivativeInfo>
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        <isRestrictedSec>N</isRestrictedSec>
        
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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              <rtResetTenors>
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            <rcptCurCd>GBP</rcptCurCd>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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            <pmntCurCd>USD</pmntCurCd>
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            <rcptCurCd>USD</rcptCurCd>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
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        <identifiers>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
              <otherRefInst>
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                <identifiers>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SK HYNIX INC" floatingRtSpread="0.00000000" pmntAmt="-107276.17040000">
              <rtResetTenors>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
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        <identifiers>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Equity - Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="ZIGUP PLC" floatingRtSpread="0.00000000" pmntAmt="-98629.55000000">
              <rtResetTenors>
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            <pmntCurCd>GBP</pmntCurCd>
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            <rcptCurCd>GBP</rcptCurCd>
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            <curCd>GBP</curCd>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="ROCK FIELD CO LTD" floatingRtSpread="0.00000000" pmntAmt="3164700.00000000">
              <rtResetTenors>
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            <rcptCurCd>JPY</rcptCurCd>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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      <invstOrSec>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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            <rcptCurCd>AUD</rcptCurCd>
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            <curCd>AUD</curCd>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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      <invstOrSec>
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        <lei>W22LROWP2IHZNBB6K528</lei>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <derivativeInfo>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <derivativeInfo>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>IONIS PHARMACEUTICALS INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DISC MEDICINE INC</name>
        <lei>N/A</lei>
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          <isin value="US2546041011"/>
          <ticker value="IRON"/>
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        <fairValLevel>1</fairValLevel>
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        <name>AVNET INC</name>
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        <fairValLevel>2</fairValLevel>
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            <dbtSecRefInstrument>
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              <title>Avnet Inc</title>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>QORVO INC</name>
        <lei>254900YAUJV2EUEVBR11</lei>
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          <isin value="US74736K1016"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>LABL INC</name>
        <lei>5493004FUZN8R6Y3VB98</lei>
        <title>LABL 9.5 11/01/28 144A</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HAEMONETICS CORP</name>
        <lei>549300ZEL6TXZS6F5F95</lei>
        <title>HAEMONETICS CORP COM</title>
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          <isin value="US4050241003"/>
          <ticker value="HAE"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>FLUOR CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <name>FASTLY INC</name>
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        <fairValLevel>2</fairValLevel>
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              <title>Fastly Inc</title>
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        <name>ANTARES HOLDINGS LP</name>
        <lei>5493008EAIGV4283RM42</lei>
        <title>ANTHOL 6.35 10/23/29</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>VT TOPCO INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HIMS &amp; HERS HEALTH INC</name>
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        <title>HIMS 0 05/15/30</title>
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        <fairValLevel>2</fairValLevel>
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        <name>PLUG POWER INC</name>
        <lei>549300JPDKRSJ8JSM954</lei>
        <title>PLUG 6.75 12/01/33</title>
        <cusip>72919PAG8</cusip>
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        <balance>219000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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              <title>Plug Power Inc</title>
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        <name>REPAY HOLDINGS CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ALIBABA GROUP HOLDING LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>HUB INTERNATIO 06/20/2030</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FASTLY INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ADVANCED ENERGY INDUSTRIES INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SOFI TECHNOLOGIES INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>SIRIUS XM HOLDINGS INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>DELIVERY HERO SE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UNITED RENTALS INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE</name>
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        <name>TOPBUILD CORP</name>
        <lei>5493007YSKHOL4RWII46</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>ENOVIX CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MICROCHIP TECHNOLOGY INC</name>
        <lei>5493007PTFULNYZJ1R12</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>VT TOPC 08/09/30</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PETROLEOS MEXICANOS SA DE CV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ISHARES TRUST</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CRINETICS PHARMACEUTICALS INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ZIFF DAVIS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>ALIGNMENT HEALTHCARE INC</name>
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        <name>ALTICE USA TLB-5 04/15/27</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MONTREAL EXCHANGE INC.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Multi-Color Corp</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PAGAYA TECHNOLOGIES LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <name>BLACKSTONE INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>UBER TECHNOLOGIES INC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>3</fairValLevel>
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        <name>EVERGY INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>LUMENTUM HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BLACKBERRY LTD</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TRAVERE THERAPEUTICS INC</name>
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        <fairValLevel>2</fairValLevel>
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              <title>Travere Therapeutics Inc</title>
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        <name>OSISKO DEVELOPMENT CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <name>FORTUNA MINING CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <name>PIVOTAL SOFTWARE ESCROW</name>
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        <fairValLevel>3</fairValLevel>
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        <name>TRAVERE THERAPEUTICS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NRG ENERGY INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>OLD DOMINION FREIGHT LINE INC</name>
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        <title>OLD DOMINION FREIGHT LINE INC COM</title>
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        <fairValLevel>1</fairValLevel>
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        <name>SITIME CORP</name>
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        <fairValLevel>2</fairValLevel>
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              <name>SiTime Corp</name>
              <title>SiTime Corp</title>
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      <invstOrSec>
        <name>Project Boost Pu 07/16/31</name>
        <lei>N/A</lei>
        <title>Project Boost Pu 07/16/31</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>NABORS INDUSTRIES INC</name>
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        <name>BLACKSKY TECHNOLOGY INC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>VZ SECURED FINANCING BV</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>ZSCALER INC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>GDS HOLDINGS LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE</name>
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        <name>OPENDOOR TECHNOLOGIES INC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>ENOVIX CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HEALTHCARE REALTY TRUST INC</name>
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        <name>WILLIS LEASE FINANCE CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EOS ENERGY ENTERPRISES INC</name>
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        <fairValLevel>2</fairValLevel>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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              <title>Eos Energy Enterprises Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>KENYA, GOVERNMENT OF</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HONEYWELL INTERNATIONAL INC</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>VANGUARD INTERNATIONAL EQUITY INDEX FUNDS</name>
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        <fairValLevel>1</fairValLevel>
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        <name>VARONIS SYSTEMS INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>PROPETRO HOLDING CORP</name>
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        <name>CLOUDFLARE INC</name>
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        <name>MIDAS OPCO HOLDINGS LLC</name>
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        <name>WORKIVA INC</name>
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        <name>CAESARS ENTERTAINMENT INC</name>
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        <name>SAMARCO MINERACAO SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SELECT SECTOR SPDR TRUST (THE)</name>
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        <title>SELECT SECTOR SPDR TRUST (THE) STATE STREET UTILITIES SELECT SECTOR SPDR ETF</title>
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        <fairValLevel>1</fairValLevel>
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        <name>PING AN INSURANCE (GROUP) COMPANY OF CHINA LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>KAISA GROUP HOLDINGS LTD</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ZHENRO PROPERTIES GROUP LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>H WORLD GROUP LTD</name>
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        <title>H WORLD GROUP LTD SPONSORED ADS</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <valUSD>-13761.22000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC</name>
        <lei>N/A</lei>
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          <isin value="US55405Y1001"/>
          <ticker value="MTSI"/>
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        <curCd>USD</curCd>
        <valUSD>-11668.48000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DENISON MINES CORP</name>
        <lei>529900JWGSW17LJK6586</lei>
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        <curCd>USD</curCd>
        <valUSD>-154164.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <name>MICROCHIP TECHNOLOGY INC</name>
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          <isin value="US5950171042"/>
          <ticker value="MCHP"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>CAESARS ENTERTAINMENT INC</name>
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          <isin value="US12769GAA85"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ECHOSTAR CORP</name>
        <lei>549300EE20907QZ9GT38</lei>
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          <isin value="US278768AB27"/>
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        <balance>738609.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2900886.85000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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              <title>EchoStar Corp</title>
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          <currencyInfos>
            <currencyInfo convRatio="29.73507000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>Avalara, 03/26/32</name>
        <lei>549300Q16CMW239SS315</lei>
        <title>Avalara, 03/26/32</title>
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          <isin value="US05338KAD90"/>
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        <curCd>USD</curCd>
        <valUSD>-179144.37000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Trico Group/Firs 03/30/27</name>
        <lei>2549005IXRZR7KSBJD91</lei>
        <title>Trico Group/Firs 03/30/27</title>
        <cusip>31935HAD9</cusip>
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          <isin value="US31935HAD98"/>
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        <curCd>USD</curCd>
        <valUSD>25.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-30</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Trico Group/Firs 03/30/27</name>
        <lei>2549005IXRZR7KSBJD91</lei>
        <title>Trico Group/Firs 03/30/27</title>
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          <isin value="US31935HAD98"/>
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        <curCd>USD</curCd>
        <valUSD>-193.36000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.18000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CYTOKINETICS INC</name>
        <lei>549300BE5DY1HW7IHA64</lei>
        <title>CYTK 1.75 10/01/31</title>
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          <isin value="US23282WAD20"/>
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        <balance>127000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>178635.47000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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            <dbtSecRefInstrument>
              <name>Cytokinetics Inc</name>
              <title>Cytokinetics Inc</title>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COLLEGIUM PHARMACEUTICAL INC</name>
        <lei>54930049FXZMTLW8D496</lei>
        <title>COLLEGIUM PHARMACEUTICAL INC COM</title>
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          <isin value="US19459J1043"/>
          <ticker value="COLL"/>
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        <curCd>USD</curCd>
        <valUSD>-16838.61000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>INDIE SEMICONDUCTOR INC</name>
        <lei>254900L1MFXFYGB1PV53</lei>
        <title>INDI 4 03/15/31</title>
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          <isin value="US45569UAE10"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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              <title>indie Semiconductor Inc</title>
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      <invstOrSec>
        <name>NEXSTAR MEDIA GROUP INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT</name>
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        <title>B 0 06/11/26</title>
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          <isin value="US912797QX89"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-11</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>LIVE NATION ENTERTAINMENT INC</name>
        <lei>5493007B9BM9ZXJINO78</lei>
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        <balance>34000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56327.80000000</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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          <couponKind>Fixed</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Live Nation Entertainment Inc</name>
              <title>Live Nation Entertainment Inc</title>
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                <isin value="US5380341090"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brand Engagement Network Inc</name>
        <lei>N/A</lei>
        <title>Brand Engagement Network Inc WT EXP 031429</title>
        <cusip>104932116</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>VERADERMICS INC</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>HUB Internationa 06/20/30</name>
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        <name>PAR TECHNOLOGY CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>WISDOMTREE INC</name>
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        <name>PREMIUM BRANDS HOLDINGS CORP</name>
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        <name>TRIP.COM GROUP LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FRESHPET INC</name>
        <lei>549300S4ZK8ZQ6HNPN59</lei>
        <title>FRESHPET INC COM</title>
        <cusip>358039105</cusip>
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          <isin value="US3580391056"/>
          <ticker value="FRPT"/>
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        <curCd>USD</curCd>
        <valUSD>-50980.80000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHS/COMMUNITY HEALTH SYSTEMS INC</name>
        <lei>5493007X5NC5XI1BB106</lei>
        <title>CYH 9.75 01/15/34 144A</title>
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          <isin value="US12543DBQ25"/>
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        <curCd>USD</curCd>
        <valUSD>1823095.12000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.75000000</annualizedRt>
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      <invstOrSec>
        <name>GREEN PLAINS INC</name>
        <lei>VJ5WLTHARBSDR14KIZ98</lei>
        <title>GREEN PLAINS INC COM</title>
        <cusip>393222104</cusip>
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          <isin value="US3932221043"/>
          <ticker value="GPRE"/>
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        <balance>-1205.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-18882.35000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>B 0 08/04/26</title>
        <cusip>912797US4</cusip>
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          <isin value="US912797US49"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2980641.60000000</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-04</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <name>WAYFAIR INC</name>
        <lei>54930027N9ZAVYFDHK53</lei>
        <title>W 3.25 09/15/27</title>
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          <isin value="US94419LAP67"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85507.50000000</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>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>Wayfair Inc</name>
              <title>Wayfair Inc</title>
              <curCd>USD</curCd>
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                <cusip value="94419L101"/>
                <isin value="US94419L1017"/>
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          <currencyInfos>
            <currencyInfo convRatio="15.75970000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Raven Acquisitio 11/19/31</name>
        <lei>N/A</lei>
        <title>Raven Acquisitio 11/19/31</title>
        <cusip>75419XAC8</cusip>
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          <isin value="US75419XAC83"/>
          <other otherDesc="LoanX ID" value="LX249676 00001"/>
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        <balance>60131.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>59847.75000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-19</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Raven Acquisitio 11/19/31</name>
        <lei>N/A</lei>
        <title>Raven Acquisitio 11/19/31</title>
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          <isin value="US75419XAC83"/>
          <other otherDesc="LoanX ID" value="LX249676 00001"/>
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        <balance>-60131.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-59847.75000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.87000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>LUCID GROUP INC</name>
        <lei>529900MRL9Z13ZCRVD74</lei>
        <title>LUCID GROUP INC COM NEW</title>
        <cusip>549498202</cusip>
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          <isin value="US5494982029"/>
          <ticker value="LCID"/>
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        <balance>-11091.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-72646.05000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MOSS CREEK RESOURCES HOLDINGS INC</name>
        <lei>54930037SLMSPWKYIX36</lei>
        <title>MSSCRK 8.25 09/01/31 144A</title>
        <cusip>61965RAC9</cusip>
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          <isin value="US61965RAC97"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>508954.12000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.25000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CAMTEK LTD</name>
        <lei>5493000H80W07HCKGS43</lei>
        <title>CAMT 0 09/15/30</title>
        <cusip>13469VAC2</cusip>
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          <isin value="US13469VAC28"/>
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        <balance>34000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>59496.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-09-15</maturityDt>
          <couponKind>None</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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              <title>Camtek Ltd/Israel</title>
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            <currencyInfo convRatio="9.14550000" curCd="USD"/>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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          <other otherDesc="INTERNAL" value="CCTUSD__00800557"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE</name>
        <lei>529900XM8PJTJK5OJI77</lei>
        <title>VENZ 8.25 10/13/24</title>
        <cusip>000000000</cusip>
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          <isin value="USP97475AP55"/>
          <other otherDesc="SEDOL" value="B4ZW6H7"/>
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        <balance>305000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>145332.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>VE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-13</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ERASCA INC</name>
        <lei>N/A</lei>
        <title>ERASCA INC COM</title>
        <cusip>29479A108</cusip>
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          <isin value="US29479A1088"/>
          <ticker value="ERAS"/>
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        <balance>33386.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>428676.24000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>DROPBOX INC</name>
        <lei>549300JCDF7UAR6TJR51</lei>
        <title>DROPBOX INC CL A</title>
        <cusip>26210C104</cusip>
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          <isin value="US26210C1045"/>
          <ticker value="DBX"/>
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        <balance>-684.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-18385.92000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <name>UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.75 02/28/33</title>
        <cusip>91282CQC8</cusip>
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          <isin value="US91282CQC81"/>
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        <balance>-210000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-203658.98000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GUIDEWIRE SOFTWARE INC</name>
        <lei>549300WXSG0J8IXZCK32</lei>
        <title>GWRE 1.25 11/01/29</title>
        <cusip>40171VAC4</cusip>
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          <isin value="US40171VAC46"/>
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        <balance>329000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335251.00000000</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>2029-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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              <name>Guidewire Software Inc</name>
              <title>Guidewire Software Inc</title>
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                <isin value="US40171V1008"/>
                <ticker value="GWRE"/>
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            <currencyInfo convRatio="4.08750000" curCd="USD"/>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DOORDASH INC</name>
        <lei>549300NUQ43FGGSK5051</lei>
        <title>DOORDASH INC CL A</title>
        <cusip>25809K105</cusip>
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          <isin value="US25809K1051"/>
          <ticker value="DASH"/>
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        <balance>-334.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-53202.86000000</valUSD>
        <pctVal>-0.00902656759</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>CVS HEALTH CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>LANTHEUS HOLDINGS INC</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>KAISA GROUP HOLDINGS LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DEVELOPMENT BANK OF KAZAKHSTAN JSC</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>TEMPUS AI INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ASSURED GUARANTY US HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GREEN PLAINS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>COHU INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UL SOLUTIONS INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT SAS</name>
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        <name>SUPER MICRO COMPUTER INC</name>
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        <name>VIAVI SOLUTIONS INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ROCKET SOFTWAR 1 11/28/28</name>
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        <title>ROCKET SOFTWAR 1 11/28/28</title>
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        <fairValLevel>2</fairValLevel>
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        <name>3M COMPANY</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>A10 NETWORKS INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MERITAGE HOMES CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FLUENCE ENERGY INC</name>
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        <fairValLevel>2</fairValLevel>
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            <dbtSecRefInstrument>
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              <title>Fluence Energy Inc</title>
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                <ticker value="FLNC"/>
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        <name>UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CQJ35"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.875 04/15/29</title>
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          <isin value="US91282CQJ35"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PROPETRO HOLDING CORP</name>
        <lei>N/A</lei>
        <title>PUMP 0 11/15/31</title>
        <cusip>74347MAA6</cusip>
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          <isin value="US74347MAA62"/>
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        <balance>24000.00000000</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>
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          <couponKind>None</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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              <title>ProPetro Holding Corp</title>
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        <name>GROUPON INC</name>
        <lei>5299005W5W1R5POQJL03</lei>
        <title>GROUPON INC COM NEW</title>
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        <fairValLevel>1</fairValLevel>
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        <name>APOGEE THERAPEUTICS INC</name>
        <lei>N/A</lei>
        <title>APOGEE THERAPEUTICS INC COM</title>
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          <ticker value="APGE"/>
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        <fairValLevel>1</fairValLevel>
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        <name>SUPER MICRO COMPUTER INC</name>
        <lei>54930022CZO1N2UGVW07</lei>
        <title>SMCI 0 06/15/30</title>
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        <balance>122000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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              <title>Super Micro Computer Inc</title>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SIRIUS XM HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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              <title>Sirius XM Holdings Inc</title>
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        <name>GALAXY DIGITAL INC</name>
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        <title>GLXYLP 2.5 12/01/29</title>
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        <fairValLevel>2</fairValLevel>
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              <name>Galaxy Digital Inc</name>
              <title>Galaxy Digital Inc</title>
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        <name>BLACKLINE INC</name>
        <lei>529900P9N7PK9LV5EK56</lei>
        <title>BL 1 06/01/29</title>
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        <balance>30000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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            <dbtSecRefInstrument>
              <name>BlackLine Inc</name>
              <title>BlackLine Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>KAISA GROUP HOLDINGS LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>MATCH GROUP INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>DUKE ENERGY CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <name>SILVERCORP METALS INC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>ENERGY VAULT HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SNAP INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WISDOMTREE INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PERSHING SQUARE SPARC HOLDINGS LTD</name>
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        <fairValLevel>3</fairValLevel>
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        <name>GOLAR LNG LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WOLFSPEED INC</name>
        <lei>549300OGU88P3AW3TO93</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>CARMAX INC</name>
        <lei>529900F60CID3NCZM330</lei>
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          <ticker value="KMX"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BITFARMS LTD</name>
        <lei>254900YWMA64Y1RPNJ12</lei>
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          <isin value="US09173BAA52"/>
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        <curCd>USD</curCd>
        <valUSD>34842.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-01-15</maturityDt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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            <dbtSecRefInstrument>
              <name>Keel Infrastructure Corp</name>
              <title>Keel Infrastructure Corp</title>
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                <cusip value="486917107"/>
                <isin value="US4869171078"/>
                <ticker value="KEEL"/>
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            <currencyInfo convRatio="145.68760005" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PROJ RUBY ULTIMA 03/10/28</name>
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        <title>PROJ RUBY ULTIMA 03/10/28</title>
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          <isin value="US74339UBA79"/>
          <other otherDesc="LoanX ID" value="LX266700 00001"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-10</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CLOUDFLARE INC</name>
        <lei>5493007DY18BGNLDWU14</lei>
        <title>CLOUDFLARE INC CL A COM</title>
        <cusip>18915M107</cusip>
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          <isin value="US18915M1071"/>
          <ticker value="NET"/>
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        <curCd>USD</curCd>
        <valUSD>-738034.64000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CORMEDIX INC</name>
        <lei>5299006YIA3L0MBW8358</lei>
        <title>CRMD 4 08/01/30</title>
        <cusip>218939AA4</cusip>
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          <isin value="US218939AA44"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>CorMedix Inc</name>
              <title>CorMedix Inc</title>
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                <cusip value="21900C308"/>
                <isin value="US21900C3088"/>
                <ticker value="CRMD"/>
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          <currencyInfos>
            <currencyInfo convRatio="74.25150001" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STRIDE INC</name>
        <lei>254900BRWS3AFONWU277</lei>
        <title>LRN 1.125 09/01/27</title>
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        <balance>811000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Stride Inc</name>
              <title>Stride Inc</title>
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                <cusip value="86333M108"/>
                <isin value="US86333M1080"/>
                <ticker value="LRN"/>
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            <currencyInfo convRatio="18.91090000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>LIVANOVA PLC</name>
        <lei>2138001K2FX6SHK2B339</lei>
        <title>LIVN 2.5 03/15/29</title>
        <cusip>53802LAB8</cusip>
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          <isin value="US53802LAB80"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>LivaNova PLC</name>
              <title>LivaNova PLC</title>
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                <isin value="GB00BYMT0J19"/>
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            <currencyInfo convRatio="14.40850000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>BITDEER TECHNOLOGIES GROUP</name>
        <lei>2549007M2KGWVJ9XFP20</lei>
        <title>BITDEER TECHNOLOGIES GROUP CL A ORD SHS</title>
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          <isin value="KYG114481008"/>
          <ticker value="BTDR"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <name>UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.875 04/30/31</title>
        <cusip>91282CQK0</cusip>
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          <isin value="US91282CQK08"/>
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        <balance>690000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.875 04/30/31</title>
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          <isin value="US91282CQK08"/>
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        <balance>-263000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>GULFSIDE SUPPL 06/17/31</name>
        <lei>5493009BEGVKVXE2HW08</lei>
        <title>GULFSIDE SUPPL 06/17/31</title>
        <cusip>40273UAE9</cusip>
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          <isin value="US40273UAE91"/>
          <other otherDesc="LoanX ID" value="LX233993"/>
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        <valUSD>255538.86000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>LIGADO NETWORKS 04/30/25</name>
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        <title>LIGADO NETWORKS 04/30/25</title>
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        <fairValLevel>3</fairValLevel>
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        <name>RUBRIK INC</name>
        <lei>254900TRGK2WTBYMYU27</lei>
        <title>RUBRIK INC CL A</title>
        <cusip>781154109</cusip>
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          <isin value="US7811541090"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>DAVE INC</name>
        <lei>25490061SUVXCW51RZ82</lei>
        <title>DAVE INC CLASS A COM NEW</title>
        <cusip>23834J201</cusip>
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          <isin value="US23834J2015"/>
          <ticker value="DAVE"/>
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        <curCd>USD</curCd>
        <valUSD>-103982.08000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>UNION PACIFIC CORP</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNION PACIFIC CORP COM</title>
        <cusip>907818108</cusip>
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          <isin value="US9078181081"/>
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        <fairValLevel>1</fairValLevel>
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        <name>ORMAT TECHNOLOGIES INC</name>
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        <name>ULTRA CLEAN HOLDINGS INC</name>
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        <name>ON SEMICONDUCTOR CORP</name>
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        <name>CSC HOLDINGS LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>LEMAITRE VASCULAR INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT</name>
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          <isin value="US91282CQR50"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE</name>
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        <invCountry>LB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>LYFT INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Epicor Software 05/30/31</name>
        <lei>JGNXVGGGXR4O1L5I7S73</lei>
        <title>Epicor Software 05/30/31</title>
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        <fairValLevel>2</fairValLevel>
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        <name>PLUG POWER INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GULFSIDE SUPPL 06/17/31</name>
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        <title>GULFSIDE SUPPL 06/17/31</title>
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        <fairValLevel>2</fairValLevel>
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        <name>GULFSIDE SUPPL 06/17/31</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FRESHPET INC</name>
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        <title>FRPT 3 04/01/28</title>
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        <fairValLevel>2</fairValLevel>
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              <title>Freshpet Inc</title>
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        <name>REVOLUTION MEDICINES INC</name>
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        <title>REVOLUTION MEDICINES INC COM</title>
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        <fairValLevel>1</fairValLevel>
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        <name>AKAMAI TECHNOLOGIES INC</name>
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              <title>Akamai Technologies Inc</title>
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        <name>NORFOLK SOUTHERN CORP</name>
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        <title>NORFOLK SOUTHERN CORP COM</title>
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        <fairValLevel>1</fairValLevel>
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        <name>SRI LANKA, GOVERNMENT OF</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Raven Acquisitio 11/19/31</name>
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        <fairValLevel>2</fairValLevel>
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        <name>VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE</name>
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        <fairValLevel>1</fairValLevel>
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        <name>FERVO ENERGY COMPANY</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>BLOOM ENERGY CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>IMPINJ INC</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VARONIS SYSTEMS INC</name>
        <lei>549300SHIVNRRH7STS26</lei>
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        <fairValLevel>2</fairValLevel>
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            <dbtSecRefInstrument>
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      <invstOrSec>
        <name>INOTIV INC</name>
        <lei>549300FH5Z13X0Q5SK81</lei>
        <title>INOTIV INC COM</title>
        <cusip>45783Q100</cusip>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>INOTIV INC</name>
        <lei>549300FH5Z13X0Q5SK81</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>EQUINOX GOLD CORP</name>
        <lei>5493005IN4V1SNP9PN75</lei>
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          <ticker value="EQX"/>
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        <invCountry>CA</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MAKEMYTRIP LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <name>MakeMyTrip Ltd</name>
              <title>MakeMyTrip Ltd</title>
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        <name>WORKIVA INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NISOURCE INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>LIBERTY ENERGY INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PING AN INSURANCE (GROUP) COMPANY OF CHINA LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>IMMUNOVANT INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>NEW GOL PARENT SA</name>
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        <fairValLevel>3</fairValLevel>
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        <name>CHUBUT, PROVINCE OF</name>
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        <fairValLevel>2</fairValLevel>
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        <name>KYMERA THERAPEUTICS INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CITIGROUP GLOBAL MARKETS INDIA PRIVATE LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>BLOOM ENERGY CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TRANSOCEAN INTERNATIONAL LTD</name>
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        <invCountry>BM</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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            <dbtSecRefInstrument>
              <name>Transocean Ltd</name>
              <title>Transocean Ltd</title>
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                <cusip value="000000000"/>
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            <currencyInfo convRatio="290.66180049" curCd="USD"/>
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        <name>AST SPACEMOBILE INC</name>
        <lei>254900MBSC9P2UCI6623</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>TRIP.COM GROUP LTD</name>
        <lei>2549004RMYDSRQL4KW41</lei>
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        <invCountry>KY</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GUIDEWIRE SOFTWARE INC</name>
        <lei>549300WXSG0J8IXZCK32</lei>
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          <ticker value="GWRE"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PARSONS CORP</name>
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        <fairValLevel>2</fairValLevel>
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            <dbtSecRefInstrument>
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              <title>Parsons Corp</title>
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            <currencyInfo convRatio="10.62560000" curCd="USD"/>
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      <invstOrSec>
        <name>TANDEM DIABETES CARE INC</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>Tandem Diabetes Care Inc</name>
              <title>Tandem Diabetes Care Inc</title>
              <curCd>USD</curCd>
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                <cusip value="875372203"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>CORMEDIX INC</name>
        <lei>5299006YIA3L0MBW8358</lei>
        <title>CORMEDIX INC COM</title>
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          <isin value="US21900C3088"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CORMEDIX INC</name>
        <lei>5299006YIA3L0MBW8358</lei>
        <title>CORMEDIX INC COM</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BOX INC</name>
        <lei>549300KQUCPD8687YS68</lei>
        <title>BOX 1.5 09/15/29</title>
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        <fairValLevel>2</fairValLevel>
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              <title>Box Inc</title>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MKS INC</name>
        <lei>549300KEQATBHAGVF505</lei>
        <title>MKSI 1.25 06/01/30</title>
        <cusip>55306NAB0</cusip>
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        <balance>687000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>CRACKER BARREL OLD COUNTRY STORE INC</name>
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        <title>CBRL 1.75 09/15/30</title>
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        <fairValLevel>2</fairValLevel>
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        <name>PREMIUM BRANDS HOLDINGS CORP</name>
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        <title>PREMIUM BRANDS HOLDINGS CORP COM NPV</title>
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        <fairValLevel>1</fairValLevel>
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        <name>SEDGWICK CLAIMS 07/31/31</name>
        <lei>549300BIN4DWJG5VWF64</lei>
        <title>SEDGWICK CLAIMS 07/31/31</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SEDGWICK CLAIMS 07/31/31</name>
        <lei>549300BIN4DWJG5VWF64</lei>
        <title>SEDGWICK CLAIMS 07/31/31</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <fairValLevel>1</fairValLevel>
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        <name>FIRST MAJESTIC SILVER CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>COINBASE GLOBAL INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NIPPON LIFE INSURANCE COMPANY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ultimate Krono 01/31/2031</name>
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        <title>Ultimate Krono 01/31/2031</title>
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        <fairValLevel>2</fairValLevel>
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        <name>RAIZEN FUELS FINANCE SA</name>
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        <invCountry>LU</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>ECOPETROL SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BLACKSTONE SECURED LENDING FUND</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FIRSTENERGY CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CELCUITY INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GOL FINANCE SA</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>DEXCOM INC</name>
        <lei>549300YSK3QDSFR5EU59</lei>
        <title>DEXCOM INC COM</title>
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        <fairValLevel>1</fairValLevel>
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        <name>ALPHATEC HOLDINGS INC</name>
        <lei>549300EZE8CQ8K65FS24</lei>
        <title>ALPHATEC HOLDINGS INC COM NEW</title>
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        <fairValLevel>1</fairValLevel>
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        <name>GREENBRIER COMPANIES INC (THE)</name>
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        <title>GBX 2.875 04/15/28</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>INTUITIVE MACHINES INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>BLOOM ENERGY CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <name>REPLIGEN CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <name>COMCAST CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RD MICHIGAN PROPERTY OWNER I LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>ASTON MARTIN CAPITAL HOLDINGS LTD</name>
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        <name>ZHENRO PROPERTIES GROUP LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>ECOPETROL SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SILVERCORP METALS INC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <name>ENOVIS CORP</name>
        <lei>635400OP2DYYYMOIYL17</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>LUZ DEL SUR SA</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>ORMAT TECHNOLOGIES INC</name>
        <lei>5493000TSHHWY24VHM09</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>T1 ENERGY INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VEECO INSTRUMENTS INC</name>
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          <isin value="US9224171002"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OSI SYSTEMS INC</name>
        <lei>DDX3MPX1Y8YD30050X33</lei>
        <title>OSI SYSTEMS INC COM</title>
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          <isin value="US6710441055"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TERAWULF INC</name>
        <lei>254900CVMW1SX2T78A64</lei>
        <title>WULF 1 09/01/31</title>
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          <isin value="US88080TAC80"/>
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        <balance>337000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>755482.33000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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              <title>Terawulf Inc</title>
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      <invstOrSec>
        <name>INOTIV INC</name>
        <lei>549300FH5Z13X0Q5SK81</lei>
        <title>NOTV 3.25 10/15/27</title>
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        <balance>244000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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              <title>Inotiv Inc</title>
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        <name>SYNAPTICS INC</name>
        <lei>549300AJ3LI4FWNRQX29</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>STRIDE INC</name>
        <lei>254900BRWS3AFONWU277</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>PORCH GROUP INC</name>
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        <title>PRCH 6.75 10/01/28</title>
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        <fairValLevel>2</fairValLevel>
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              <title>Porch Group Inc</title>
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        <name>INDIVIOR PHARMACEUTICALS INC</name>
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        <title>INDIVIOR PHARMACEUTICALS INC COM</title>
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          <isin value="US45579U1097"/>
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        <fairValLevel>1</fairValLevel>
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        <name>UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>B 0 08/20/26</title>
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        <fairValLevel>2</fairValLevel>
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        <name>SOFI TECHNOLOGIES INC</name>
        <lei>549300SW81JCMVZDDY09</lei>
        <title>SOFI 0 10/15/26</title>
        <cusip>83406FAA0</cusip>
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          <isin value="US83406FAA03"/>
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        <balance>74000.00000000</balance>
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        <valUSD>76500.84000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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              <name>SoFi Technologies Inc</name>
              <title>SoFi Technologies Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>VISHAY INTERTECHNOLOGY INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SNOWFLAKE INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SRI LANKA, GOVERNMENT OF</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BITDEER TECHNOLOGIES GROUP</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <title>Bitdeer Technologies Group</title>
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        <name>LIFE360 INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ROIVANT SCIENCES LTD</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ALBEMARLE CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <name>COINBASE GLOBAL INC</name>
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        <fairValLevel>2</fairValLevel>
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              <title>Coinbase Global Inc</title>
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        <name>VISHAY INTERTECHNOLOGY INC</name>
        <lei>5493009O8F3QQJTCQR75</lei>
        <title>VISHAY INTERTECHNOLOGY INC COM</title>
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        <name>VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>IONIS PHARMACEUTICALS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>DARKTRACE TL SOF 10/09/31</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FIRST MAJESTIC SILVER CORP</name>
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          <isin value="US32076VAE39"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <title>First Majestic Silver Corp</title>
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        <name>GRAB HOLDINGS LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <name>BOGOTA, DISTRITO CAPITAL</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Datasite (fka Merrill Corp)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UBER TECHNOLOGIES INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MH SUB 12/11/31</name>
        <lei>2549005VFKP807SR8N49</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>MH SUB 12/11/31</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TANDEM DIABETES CARE INC</name>
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        <title>TANDEM DIABETES CARE INC COM NEW</title>
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        <fairValLevel>1</fairValLevel>
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        <name>LUMENTUM HOLDINGS INC</name>
        <lei>549300JLWRRC38DWEF52</lei>
        <title>LUMENTUM HOLDINGS INC COM</title>
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        <fairValLevel>1</fairValLevel>
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        <name>SATELLOGIC INC</name>
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        <title>SATELLOGIC INC WT EXP 012527</title>
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          <ticker value="SATLW"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <name>UPSTART HOLDINGS INC</name>
        <lei>549300WNB47JRNENIC75</lei>
        <title>UPSTART HOLDINGS INC COM</title>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DIGITALOCEAN HOLDINGS INC</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>FIRST MAJESTIC SILVER CORP</name>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>I-80 GOLD CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>DAWN BIDC 10/07/32</name>
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        <fairValLevel>2</fairValLevel>
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        <name>KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC</name>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00796396"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-316.56000000</valUSD>
        <pctVal>-0.00005370858</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>-50000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>67016.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-316.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00796395"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-431.06000000</valUSD>
        <pctVal>-0.00007313501</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>-50000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>66901.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-431.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00796394"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-481.96000000</valUSD>
        <pctVal>-0.00008177087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>-50000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>66851.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-481.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00796393"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-568.61000000</valUSD>
        <pctVal>-0.00009647219</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>-50000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>66764.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-568.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00796392"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-294.70000000</valUSD>
        <pctVal>-0.00004999974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>-49000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>65691.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-294.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00796391"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-40.87000000</valUSD>
        <pctVal>-0.00000693413</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>-8000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>824.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-40.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00796390"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5633.58000000</valUSD>
        <pctVal>-0.00095581122</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>-948000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>96864.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-5633.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="CCTUSD__00796389"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>300.57000000</valUSD>
        <pctVal>0.000050995668</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>-5000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>31738.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>300.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2026-07-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Franklin Alternative Strategies Funds</ncom:nameOfApplicant>
      <ncom:signature>Monica Krogh</ncom:signature>
      <ncom:signerName>Monica Krogh</ncom:signerName>
      <ncom:title>Assistant Treasurer, US Fund Administration and Oversight</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
