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        <balance>1000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>961413.760000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WORLD OMNI SELECT AUTO TRUST WOSAT_21-A</name>
        <lei>N/A</lei>
        <title>WOSAT_21-A</title>
        <cusip>98163HAC3</cusip>
        <identifiers>
          <isin value="US98163HAC34"/>
          <other otherDesc="Internal Id" value="98163HAC3"/>
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        <balance>1227946.250000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1188611.690000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.530000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_22-A</name>
        <lei>N/A</lei>
        <title>WOLS_22-A</title>
        <cusip>98163NAB2</cusip>
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          <isin value="US98163NAB29"/>
          <other otherDesc="Internal Id" value="98163NAB2"/>
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        <balance>1384102.670000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1369760.600000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.630000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>XCEL ENERGY INC</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>XCEL ENERGY INC</title>
        <cusip>98389BAR1</cusip>
        <identifiers>
          <isin value="US98389BAR15"/>
          <other otherDesc="Internal Id" value="98389BAR1"/>
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        <balance>65000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62100.800000000000</valUSD>
        <pctVal>0.0169703396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>SOYBEAN OIL MAY 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BOK3"/>
          <other otherDesc="Internal Id" value="BOK3C23"/>
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        <balance>150.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-124643.970000000000</valUSD>
        <pctVal>-0.0340615660</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>SOYBEAN OIL MAY 23</issuerName>
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            <expDate>2023-05-12</expDate>
            <notionalAmt>5528243.970000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-124643.970000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>SOYBEAN OIL JUL 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BON3"/>
          <other otherDesc="Internal Id" value="BON3C23"/>
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        <balance>64.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-187444.930000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>SOYBEAN OIL JUL 23</issuerName>
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                  <cusip value="000000000"/>
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            <expDate>2023-07-14</expDate>
            <notionalAmt>2481844.930000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-187444.930000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>SOYBEAN OIL DEC 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BOZ3"/>
          <other otherDesc="Internal Id" value="BOZ3C23"/>
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        <balance>200.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-274478.950000000000</valUSD>
        <pctVal>-0.0750071013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>SOYBEAN OIL DEC 23</issuerName>
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                  <cusip value="000000000"/>
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            <expDate>2023-12-14</expDate>
            <notionalAmt>7176878.950000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-274478.950000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CORN MAY 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="C K3"/>
          <other otherDesc="Internal Id" value="C K3C23"/>
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        <balance>211.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-361322.640000000000</valUSD>
        <pctVal>-0.0987389519</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CORN MAY 23</issuerName>
                <issueTitle>CORN MAY 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="C K3C23"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-05-12</expDate>
            <notionalAmt>7010460.140000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-361322.640000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CORN JUL 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="C N3"/>
          <other otherDesc="Internal Id" value="C N3C23"/>
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        <balance>126.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-257313.870000000000</valUSD>
        <pctVal>-0.0703163849</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CORN JUL 23</issuerName>
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                <identifiers>
                  <cusip value="000000000"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-07-14</expDate>
            <notionalAmt>4177488.870000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-257313.870000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CORN SEP 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="C U3"/>
          <other otherDesc="Internal Id" value="C U3C23"/>
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        <balance>273.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-342284.910000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CORN SEP 23</issuerName>
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            <unrealizedAppr>-342284.910000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>CORN DEC 23</title>
        <cusip>000000000</cusip>
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          <ticker value="C Z3"/>
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        <balance>140.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-173752.580000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>Morgan Stanley</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CORN DEC 23</issuerName>
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            <unrealizedAppr>-173752.580000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>COCOA MAY 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="CCK3"/>
          <other otherDesc="Internal Id" value="CCK3C23"/>
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        <balance>32.000000000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>COCOA MAY 23</issuerName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>WTI CRUDE MAY 23</title>
        <cusip>000000000</cusip>
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          <ticker value="CLK3"/>
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        <balance>1.000000000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>Morgan Stanley</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>WTI CRUDE MAY 23</issuerName>
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            <curCd>USD</curCd>
            <unrealizedAppr>5076.730000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>WTI CRUDE MAY 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="CLK3"/>
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        <balance>82.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-175847.010000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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        <name>Morgan Stanley</name>
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        <name>Morgan Stanley</name>
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        <name>Morgan Stanley</name>
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        <name>SKANDINAVISKA ENSKILDA BANKEN AB</name>
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        <name>THERMO FISHER</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>TORONTO-DOMINION BANK/THE</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_21-SJ2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>TRUIST BANK</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-01-17</maturityDt>
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      <invstOrSec>
        <name>TYSON FOODS INC</name>
        <lei>WD6L6041MNRW1JE49D58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UBS GROUP AG</name>
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        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-08-05</maturityDt>
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      <invstOrSec>
        <name>UNION PACIFIC CORPORATION</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
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        <balance>1125000.000000000000</balance>
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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>2025-01-15</maturityDt>
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          <annualizedRt>3.250000000000</annualizedRt>
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      <invstOrSec>
        <name>UNITED AUTO CREDIT SECURITIZATION TRUST UACST_22-1</name>
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        <balance>37959.420000000000</balance>
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        <name>US BANCORP</name>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-30</maturityDt>
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        <name>RAYTHEON TECHNOLOGIES CORPORATION</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>UNITEDHEALTH GROUP INC</name>
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        <name>CSX CORP</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP</title>
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        <assetCat>DBT</assetCat>
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        <name>CANADIAN IMPERIAL BANK OF COMMER</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST CARMX_19-4</name>
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        <title>CARMX_19-4</title>
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        <balance>508903.550000000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST CARMX_19-2</name>
        <lei>N/A</lei>
        <title>CARMX_19-2</title>
        <cusip>14316LAD5</cusip>
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          <isin value="US14316LAD55"/>
          <other otherDesc="Internal Id" value="14316LAD5"/>
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        <balance>681200.120000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>678524.430000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.770000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST CARMX_22-1</name>
        <lei>N/A</lei>
        <title>CARMX_22-1</title>
        <cusip>14317CAB8</cusip>
        <identifiers>
          <isin value="US14317CAB81"/>
          <other otherDesc="Internal Id" value="14317CAB8"/>
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        <balance>1068481.050000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1057563.100000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.910000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST CARMX_21-4</name>
        <lei>N/A</lei>
        <title>CARMX_21-4</title>
        <cusip>14317JAD9</cusip>
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          <isin value="US14317JAD90"/>
          <other otherDesc="Internal Id" value="14317JAD9"/>
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        <balance>4350000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4123352.390000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.560000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARRIER GLOBAL CORP</name>
        <lei>549300JE3W6CWY2NAN77</lei>
        <title>CARRIER GLOBAL CORP</title>
        <cusip>14448CAN4</cusip>
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          <isin value="US14448CAN48"/>
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        <balance>1181000.000000000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.242000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CATERPILLAR FINANCIAL SERVICES CORPORATION</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CATERPILLAR FINANCIAL SERVICES</title>
        <cusip>14913R2C0</cusip>
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          <isin value="US14913R2C07"/>
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        <balance>1400000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1293961.490000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.450000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENTERPOINT ENERGY INC</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CENTERPOINT ENERGY INC</title>
        <cusip>15189TAZ0</cusip>
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          <isin value="US15189TAZ03"/>
          <other otherDesc="Internal Id" value="15189TAZ0"/>
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        <balance>629000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>624432.670000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.2</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS</name>
        <lei>N/A</lei>
        <title>CHARTER COMM OPT/OPT CAP</title>
        <cusip>161175BP8</cusip>
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          <isin value="US161175BP82"/>
          <other otherDesc="Internal Id" value="161175BP8"/>
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        <balance>1025000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1030702.650000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.463600000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHEVRON USA INC.</name>
        <lei>N/A</lei>
        <title>CHEVRON USA INC</title>
        <cusip>166756AK2</cusip>
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          <isin value="US166756AK27"/>
          <other otherDesc="Internal Id" value="166756AK2"/>
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        <balance>575000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>574914.960000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.072600000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC</title>
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          <isin value="US172967LL34"/>
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        <balance>2100000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2103062.980000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.976600000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COLUMBIA SHORT TERM CASH FUND</name>
        <lei>N/A</lei>
        <title>COLUMBIA SHORT TERM CASH FUND</title>
        <cusip>19766H239</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="19766H239"/>
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        <balance>94216402.997000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>94178716.440000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</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>
        <name>COMCAST CORPORATION</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORPORATION</title>
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          <isin value="US20030NCX75"/>
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        <balance>525000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>527430.810000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.422400000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMMONWEALTH BANK OF AUSTRALIA</name>
        <lei>MSFSBD3QN1GSN7Q6C537</lei>
        <title>COMMONWEALTH BANK OF AUSTRALIA</title>
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          <isin value="US2027A0KC26"/>
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        <balance>1225000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1228430.610000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.585000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R02</name>
        <lei>N/A</lei>
        <title>CAS_22-R02</title>
        <cusip>20754BAA9</cusip>
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          <isin value="US20754BAA98"/>
          <other otherDesc="Internal Id" value="20754BAA9"/>
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        <balance>1944623.870000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1924228.070000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_22-R05</name>
        <lei>N/A</lei>
        <title>CAS_22-R05</title>
        <cusip>20754DAA5</cusip>
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          <isin value="US20754DAA54"/>
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        <balance>617163.030000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-04-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CONSUMERS ENERGY COMPANY</name>
        <lei>N/A</lei>
        <title>CONSUMERS ENERGY COMPANY</title>
        <cusip>210518CV6</cusip>
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          <isin value="US210518CV68"/>
          <other otherDesc="Internal Id" value="210518CV6"/>
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        <balance>425000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>420984.360000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)</name>
        <lei>N/A</lei>
        <title>COOPERATIEVE RABOBANK UA/NY</title>
        <cusip>21688AAR3</cusip>
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          <isin value="US21688AAR32"/>
          <other otherDesc="Internal Id" value="21688AAR3"/>
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        <balance>1125000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1123232.780000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.85</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COREBRIDGE FINANCIAL INC</name>
        <lei>N/A</lei>
        <title>COREBRIDGE FINANCIAL INC</title>
        <cusip>21871XAA7</cusip>
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          <isin value="US21871XAA72"/>
          <other otherDesc="Internal Id" value="21871XAA7"/>
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        <balance>1150000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1100123.150000000000</valUSD>
        <pctVal>0.3006316096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE AG (NEW YORK BRANCH)</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE AG/NY</title>
        <cusip>22550L2J9</cusip>
        <identifiers>
          <isin value="US22550L2J94"/>
          <other otherDesc="Internal Id" value="22550L2J9"/>
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        <balance>1100000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1059451.570000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DLLAD LLC DLLAD_23-1</name>
        <lei>N/A</lei>
        <title>DLLAD_23-1A</title>
        <cusip>233258AA0</cusip>
        <identifiers>
          <isin value="US233258AA04"/>
          <other otherDesc="Internal Id" value="233258AA0"/>
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        <balance>377025.680000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>377165.070000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.014000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DTE ENERGY COMPANY</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE ENERGY COMPANY</title>
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          <isin value="US233331BD84"/>
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        <balance>1125000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1101173.660000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.220000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_20-2</name>
        <lei>N/A</lei>
        <title>DTAOT_20-2A</title>
        <cusip>23343RAE8</cusip>
        <identifiers>
          <isin value="US23343RAE80"/>
          <other otherDesc="Internal Id" value="23343RAE8"/>
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        <balance>1186853.820000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1175162.950000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.280000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_20-2</name>
        <lei>N/A</lei>
        <title>DTAOT_20-2A</title>
        <cusip>23343RAG3</cusip>
        <identifiers>
          <isin value="US23343RAG39"/>
          <other otherDesc="Internal Id" value="23343RAG3"/>
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        <balance>3000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2958872.400000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.730000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_22-3</name>
        <lei>N/A</lei>
        <title>DTAOT_22-3A</title>
        <cusip>23345RAA4</cusip>
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          <isin value="US23345RAA41"/>
          <other otherDesc="Internal Id" value="23345RAA4"/>
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        <balance>1411792.270000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1415451.790000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_22-1</name>
        <lei>N/A</lei>
        <title>DTAOT_22-1A</title>
        <cusip>23345YAA9</cusip>
        <identifiers>
          <isin value="US23345YAA91"/>
          <other otherDesc="Internal Id" value="23345YAA9"/>
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        <balance>1262414.310000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1244386.650000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.580000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER TRUCK FINANCE NORTH AMERICA LLC</name>
        <lei>N/A</lei>
        <title>DAIMLER TRUCKS FINANCE NA</title>
        <cusip>233853AK6</cusip>
        <identifiers>
          <isin value="US233853AK68"/>
          <other otherDesc="Internal Id" value="233853AK6"/>
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        <balance>1125000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1125532.320000000000</valUSD>
        <pctVal>0.3075751955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.55</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JOHN DEERE CAPITAL CORP</name>
        <lei>N/A</lei>
        <title>JOHN DEERE CAPITAL CORP</title>
        <cusip>24422EWS4</cusip>
        <identifiers>
          <isin value="US24422EWS44"/>
          <other otherDesc="Internal Id" value="24422EWS4"/>
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        <balance>1475000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1474062.330000000000</valUSD>
        <pctVal>0.4028182944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DISCOVER BANK</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
        <title>DISCOVER BANK</title>
        <cusip>25466AAQ4</cusip>
        <identifiers>
          <isin value="US25466AAQ40"/>
          <other otherDesc="Internal Id" value="25466AAQ4"/>
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        <balance>1000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>951012.730000000000</valUSD>
        <pctVal>0.2598840755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WALT DISNEY CO</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>WALT DISNEY CO</title>
        <cusip>254687CZ7</cusip>
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          <isin value="US254687CZ75"/>
          <other otherDesc="Internal Id" value="254687CZ7"/>
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        <balance>1125000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1102996.960000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DUPONT DE NEMOURS INC</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DUPONT DE NEMOURS INC</title>
        <cusip>26078JAH3</cusip>
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          <isin value="US26078JAH32"/>
          <other otherDesc="Internal Id" value="26078JAH3"/>
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        <balance>1100000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1104795.090000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.973600000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2</name>
        <lei>N/A</lei>
        <title>DRIVE_20-2</title>
        <cusip>26208VAF3</cusip>
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          <isin value="US26208VAF31"/>
          <other otherDesc="Internal Id" value="26208VAF3"/>
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        <balance>1122965.650000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1114434.930000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.280000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1</name>
        <lei>N/A</lei>
        <title>DRIVE_21-1</title>
        <cusip>262108AE3</cusip>
        <identifiers>
          <isin value="US262108AE35"/>
          <other otherDesc="Internal Id" value="262108AE3"/>
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        <balance>1487645.050000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1459244.120000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.020000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_19-3A</name>
        <lei>N/A</lei>
        <title>DTAOT_19-3A</title>
        <cusip>26253KAE4</cusip>
        <identifiers>
          <isin value="US26253KAE47"/>
          <other otherDesc="Internal Id" value="26253KAE4"/>
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        <balance>950000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>935581.470000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DUKE ENERGY CORP</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP</title>
        <cusip>26441CBK0</cusip>
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          <isin value="US26441CBK09"/>
          <other otherDesc="Internal Id" value="26441CBK0"/>
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        <balance>1025000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1023904.640000000000</valUSD>
        <pctVal>0.2798033111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ERAC USA FINANCE LLC</name>
        <lei>N/A</lei>
        <title>ERAC USA FINANCE LLC</title>
        <cusip>26884TAT9</cusip>
        <identifiers>
          <isin value="US26884TAT97"/>
          <other otherDesc="Internal Id" value="26884TAT9"/>
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        <balance>550000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KINDER MORGAN ENERGY PARTNERS LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>EL PASO PIPELINE PARTNERS OP</title>
        <cusip>28370TAG4</cusip>
        <identifiers>
          <isin value="US28370TAG40"/>
          <other otherDesc="Internal Id" value="28370TAG4"/>
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        <balance>250000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>246440.650000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>
      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENABLE MIDSTREAM PARTNERS LP</title>
        <cusip>292480AH3</cusip>
        <identifiers>
          <isin value="US292480AH37"/>
          <other otherDesc="Internal Id" value="292480AH3"/>
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        <balance>800000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>781613.190000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UPSTART SECURITIZATION TRUST UPST_21-3</name>
        <lei>N/A</lei>
        <title>UPST_21-3</title>
        <cusip>91679LAA0</cusip>
        <identifiers>
          <isin value="US91679LAA08"/>
          <other otherDesc="Internal Id" value="91679LAA0"/>
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        <balance>565440.170000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>555675.190000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.830000000000</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>
      <invstOrSec>
        <name>UPSTART PASS-THROUGH TRUST UPSPT_21-ST6</name>
        <lei>N/A</lei>
        <title>UPSPT_21-ST6</title>
        <cusip>91680VAA5</cusip>
        <identifiers>
          <isin value="US91680VAA52"/>
          <other otherDesc="Internal Id" value="91680VAA5"/>
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        <balance>198884.330000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>189960.430000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC</title>
        <cusip>29250NBK0</cusip>
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          <isin value="US29250NBK00"/>
          <other otherDesc="Internal Id" value="29250NBK0"/>
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        <balance>1000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>968156.600000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC EFF_23-1</name>
        <lei>N/A</lei>
        <title>EFF_23-1</title>
        <cusip>29375CAA7</cusip>
        <identifiers>
          <isin value="US29375CAA71"/>
          <other otherDesc="Internal Id" value="29375CAA7"/>
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        <balance>1000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000470.500000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.330000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VCAT VCAT_21-NPL4</name>
        <lei>N/A</lei>
        <title>VCAT_21-NPL4</title>
        <cusip>91823DAA3</cusip>
        <identifiers>
          <isin value="US91823DAA37"/>
          <other otherDesc="Internal Id" value="91823DAA3"/>
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        <balance>1383151.280000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1257185.890000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.867700000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VCAT VCAT_21-NPL5</name>
        <lei>N/A</lei>
        <title>VCAT_21-NPL5</title>
        <cusip>91824AAA8</cusip>
        <identifiers>
          <isin value="US91824AAA88"/>
          <other otherDesc="Internal Id" value="91824AAA8"/>
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        <balance>772567.590000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>705169.180000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.867700000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC</title>
        <cusip>92343VGD0</cusip>
        <identifiers>
          <isin value="US92343VGD01"/>
          <other otherDesc="Internal Id" value="92343VGD0"/>
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        <balance>1350000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1348263.250000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.05</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERIZON MASTER TRUST VZMT_21-1</name>
        <lei>N/A</lei>
        <title>VZMT_21-1</title>
        <cusip>92348KAA1</cusip>
        <identifiers>
          <isin value="US92348KAA16"/>
          <other otherDesc="Internal Id" value="92348KAA1"/>
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        <balance>3500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3302624.500000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</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>ENTERPRISE PRODUCTS OPERATING LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>ENTERPRISE PRODUCTS OPERATING LLC</title>
        <cusip>29379VBB8</cusip>
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          <isin value="US29379VBB80"/>
          <other otherDesc="Internal Id" value="29379VBB8"/>
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        <balance>900000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>886267.030000000000</valUSD>
        <pctVal>0.2421909617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERGY</title>
        <cusip>30040WAM0</cusip>
        <identifiers>
          <isin value="US30040WAM01"/>
          <other otherDesc="Internal Id" value="30040WAM0"/>
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        <balance>475000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>474779.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERIZON OWNER TRUST VZOT_20-A</name>
        <lei>N/A</lei>
        <title>VZOT_20-A</title>
        <cusip>92348TAA2</cusip>
        <identifiers>
          <isin value="US92348TAA25"/>
          <other otherDesc="Internal Id" value="92348TAA2"/>
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        <balance>163540.720000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>163080.110000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_20-1</name>
        <lei>N/A</lei>
        <title>VALET_20-1</title>
        <cusip>92868JAE6</cusip>
        <identifiers>
          <isin value="US92868JAE64"/>
          <other otherDesc="Internal Id" value="92868JAE6"/>
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        <balance>350000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>339033.380000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.260000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VOLKSWAGEN AUTO LEASE TRUST VWALT_20-A</name>
        <lei>N/A</lei>
        <title>VWALT_20-A</title>
        <cusip>92868VAC3</cusip>
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          <isin value="US92868VAC37"/>
          <other otherDesc="Internal Id" value="92868VAC3"/>
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        <balance>114224.010000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>113901.180000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.390000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WEC ENERGY GROUP INC</name>
        <lei>549300IGLYTZUK3PVP70</lei>
        <title>WEC ENERGY GROUP INC</title>
        <cusip>92939UAH9</cusip>
        <identifiers>
          <isin value="US92939UAH95"/>
          <other otherDesc="Internal Id" value="92939UAH9"/>
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        <balance>1100000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1090137.040000000000</valUSD>
        <pctVal>0.2979026966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3A</name>
        <lei>N/A</lei>
        <title>EART_20-3A</title>
        <cusip>30166NAF3</cusip>
        <identifiers>
          <isin value="US30166NAF33"/>
          <other otherDesc="Internal Id" value="30166NAF3"/>
        </identifiers>
        <balance>980000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>947531.230000000000</valUSD>
        <pctVal>0.2589326829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.730000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1A</name>
        <lei>N/A</lei>
        <title>EART_20-1A</title>
        <cusip>30167HAG3</cusip>
        <identifiers>
          <isin value="US30167HAG39"/>
          <other otherDesc="Internal Id" value="30167HAG3"/>
        </identifiers>
        <balance>2881762.400000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2823909.580000000000</valUSD>
        <pctVal>0.7716922258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.730000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ELEVANCE HEALTH INC</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>WELLPOINT INC</title>
        <cusip>94973VBJ5</cusip>
        <identifiers>
          <isin value="US94973VBJ52"/>
          <other otherDesc="Internal Id" value="94973VBJ5"/>
        </identifiers>
        <balance>1125000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1094854.280000000000</valUSD>
        <pctVal>0.2991917809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; COMPANY</title>
        <cusip>95000U2T9</cusip>
        <identifiers>
          <isin value="US95000U2T91"/>
          <other otherDesc="Internal Id" value="95000U2T9"/>
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        <balance>1925000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1817176.860000000000</valUSD>
        <pctVal>0.4965815002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.805000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>LME LEAD JUL 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H23CK994"/>
          <ticker value="LLN3"/>
          <other otherDesc="Internal Id" value="LLN3C23"/>
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        <balance>12.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17333.160000000000</valUSD>
        <pctVal>-0.0047366477</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LME LEAD JUL 23</issuerName>
                <issueTitle>LME LEAD JUL 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="LLN3C23"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-07-18</expDate>
            <notionalAmt>650447.160000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-17333.160000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>LME LEAD SEP 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H23G3470"/>
          <ticker value="LLU3"/>
          <other otherDesc="Internal Id" value="LLU3C23"/>
        </identifiers>
        <balance>25.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-31779.500000000000</valUSD>
        <pctVal>-0.0086844116</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LME LEAD SEP 23</issuerName>
                <issueTitle>LME LEAD SEP 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="LLU3C23"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-09-19</expDate>
            <notionalAmt>1354360.750000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-31779.500000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-3A</name>
        <lei>N/A</lei>
        <title>WLAKE_19-3A</title>
        <cusip>96042HAL4</cusip>
        <identifiers>
          <isin value="US96042HAL42"/>
          <other otherDesc="Internal Id" value="96042HAL4"/>
        </identifiers>
        <balance>1434196.900000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1427033.800000000000</valUSD>
        <pctVal>0.3899667671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.720000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2A</name>
        <lei>N/A</lei>
        <title>WLAKE_21-2A</title>
        <cusip>96042RAD0</cusip>
        <identifiers>
          <isin value="US96042RAD08"/>
          <other otherDesc="Internal Id" value="96042RAD0"/>
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        <balance>2081000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2015064.140000000000</valUSD>
        <pctVal>0.5506583293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.620000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>LME LEAD NOV 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H23JS075"/>
          <ticker value="LLX3"/>
          <other otherDesc="Internal Id" value="LLX3C23"/>
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        <balance>12.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-166.910000000000</valUSD>
        <pctVal>-0.0000456116</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LME LEAD NOV 23</issuerName>
                <issueTitle>LME LEAD NOV 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="LLX3C23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-11-14</expDate>
            <notionalAmt>636205.910000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-166.910000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>LME NICKEL MAY 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H238Z697"/>
          <ticker value="LNK3"/>
          <other otherDesc="Internal Id" value="LNK3C23"/>
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        <balance>3.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-81389.790000000000</valUSD>
        <pctVal>-0.0222414587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LME NICKEL MAY 23</issuerName>
                <issueTitle>LME NICKEL MAY 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="LNK3C23"/>
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            </descRefInstrmnt>
            <expDate>2023-05-16</expDate>
            <notionalAmt>527411.790000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-81389.790000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A</name>
        <lei>N/A</lei>
        <title>WLAKE_22-1A</title>
        <cusip>96042WAB3</cusip>
        <identifiers>
          <isin value="US96042WAB37"/>
          <other otherDesc="Internal Id" value="96042WAB3"/>
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        <balance>143969.140000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142737.150000000000</valUSD>
        <pctVal>0.0390059051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.970000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTPAC BANKING CORP</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WESTPAC BANKING CORP</title>
        <cusip>961214EB5</cusip>
        <identifiers>
          <isin value="US961214EB57"/>
          <other otherDesc="Internal Id" value="961214EB5"/>
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        <balance>1275000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1279151.080000000000</valUSD>
        <pctVal>0.3495547276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.727900000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C18</name>
        <lei>N/A</lei>
        <title>WFRBS_13-C18</title>
        <cusip>96221QAF0</cusip>
        <identifiers>
          <isin value="US96221QAF00"/>
          <other otherDesc="Internal Id" value="96221QAF0"/>
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        <balance>164911.430000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163505.210000000000</valUSD>
        <pctVal>0.0446812109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.676000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>LME NICKEL JUL 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H23CJD60"/>
          <ticker value="LNN3"/>
          <other otherDesc="Internal Id" value="LNN3C23"/>
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        <balance>12.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-318977.160000000000</valUSD>
        <pctVal>-0.0871671658</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LME NICKEL JUL 23</issuerName>
                <issueTitle>LME NICKEL JUL 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="LNN3C23"/>
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            <expDate>2023-07-18</expDate>
            <notionalAmt>2114801.160000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-318977.160000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>LME NICKEL SEP 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H23G2H38"/>
          <ticker value="LNU3"/>
          <other otherDesc="Internal Id" value="LNU3C23"/>
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        <balance>24.000000000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Morgan Stanley</name>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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                <issuerName>LME ZINC MAY 23</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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                <issuerName>LME ZINC SEP 23</issuerName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
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          <isin value="GB00H23JTJ32"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley</counterpartyName>
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                <issuerName>LME ZINC NOV 23</issuerName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <name>Morgan Stanley</name>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <name>Morgan Stanley</name>
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        <name>Morgan Stanley</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley</counterpartyName>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AMGEN INC</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AXIS EQUIPMENT FINANCE RECEIVABLES TRUST LLC AXIS_21-1A</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>ASTRAZENECA FINANCE LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BAE SYSTEMS HOLDINGS INC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PNC BANK NATIONAL ASSOCIATION</name>
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        <title>BBVA USA</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BMW VEHICLE LEASE TRUST BMWLT_21-1</name>
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      <invstOrSec>
        <name>BMW VEHICLE LEASE TRUST BMWLT_22-1</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <curCd>USD</curCd>
        <valUSD>997000.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>BANK OF MONTREAL</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANK OF NEW YORK MELLON CORP/THE</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANK OF NOVA SCOTIA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BACARDI LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BECTON DICKINSON AND COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BELLEMEADE RE LTD BMIR_21-3A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOEING CO</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BRISTOL-MYERS SQUIBB CO</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-13</maturityDt>
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        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CASCADE FUNDING MORTGAGE TRUST CFMT_21-EB01</name>
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        <name>CIGNA GROUP</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>COMM_14-CR16</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>COMM MORTGAGE TRUST COMM_13-CR7</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>COMM_13-CR9</name>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <valUSD>-87056.490000000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>LME PRI ALUM MAY 23</title>
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          <ticker value="LAK23"/>
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        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>Morgan Stanley</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>LME PRI ALUM MAY 23</issuerName>
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        <name>Morgan Stanley</name>
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        <name>Morgan Stanley</name>
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        <name>Morgan Stanley</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Morgan Stanley</name>
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        <name>Morgan Stanley</name>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <cusip>000000000</cusip>
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          <ticker value="LHQ3"/>
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        <curCd>USD</curCd>
        <valUSD>-429.930000000000</valUSD>
        <pctVal>-0.0001174873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>LEAN HOGS AUG 23</issuerName>
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            <expDate>2023-08-14</expDate>
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            <unrealizedAppr>-429.930000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>LEAN HOGS OCT 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="LHV3"/>
          <other otherDesc="Internal Id" value="LHV3C23"/>
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        <balance>75.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20577.780000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>LEAN HOGS OCT 23</issuerName>
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                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="LHV3C23"/>
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            <unrealizedAppr>20577.780000000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>LME LEAD MAY 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H2390232"/>
          <ticker value="LLK3"/>
          <other otherDesc="Internal Id" value="LLK3C23"/>
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        <balance>24.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>418.180000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>LME LEAD MAY 23</issuerName>
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            <expDate>2023-05-16</expDate>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1</name>
        <lei>N/A</lei>
        <title>EART_23-1A</title>
        <cusip>30168BAB6</cusip>
        <identifiers>
          <isin value="US30168BAB62"/>
          <other otherDesc="Internal Id" value="30168BAB6"/>
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        <balance>700000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>699856.710000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.610000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHF TRUST FHF_21-1</name>
        <lei>N/A</lei>
        <title>FHF_21-1A</title>
        <cusip>30260WAA9</cusip>
        <identifiers>
          <isin value="US30260WAA99"/>
          <other otherDesc="Internal Id" value="30260WAA9"/>
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        <balance>418059.180000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401190.620000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.270000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHF TRUST FHF_21-2</name>
        <lei>N/A</lei>
        <title>FHF_21-2A</title>
        <cusip>30322JAA4</cusip>
        <identifiers>
          <isin value="US30322JAA43"/>
          <other otherDesc="Internal Id" value="30322JAA4"/>
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        <balance>555714.580000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>533880.170000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.830000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN BANKS</name>
        <lei>N/A</lei>
        <title>FHLB</title>
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        <identifiers>
          <isin value="US3130AUP243"/>
          <other otherDesc="Internal Id" value="3130AUP24"/>
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        <balance>1200000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1200239.110000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORP</name>
        <lei>N/A</lei>
        <title>FFCB</title>
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        <identifiers>
          <isin value="US3133ENNK28"/>
          <other otherDesc="Internal Id" value="3133ENNK2"/>
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        <balance>1050000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1049294.680000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.590000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FIVE CORNERS FUNDING TRUST</name>
        <lei>N/A</lei>
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        <cusip>33829TAA4</cusip>
        <identifiers>
          <isin value="US33829TAA43"/>
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        <balance>1150000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1139445.040000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.419000000000</annualizedRt>
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      <invstOrSec>
        <name>FORD CREDIT AUTO LEASE TRUST FORDL_22-A</name>
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        <title>FORDL_22-A</title>
        <cusip>34528LAD7</cusip>
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          <isin value="US34528LAD73"/>
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        <balance>3665000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.230000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_19-2</name>
        <lei>N/A</lei>
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        <cusip>34528QGW8</cusip>
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          <isin value="US34528QGW87"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.060000000000</annualizedRt>
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      <invstOrSec>
        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1</name>
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          <isin value="US34528QHK31"/>
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        <balance>955000.000000000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.700000000000</annualizedRt>
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      <invstOrSec>
        <name>FORD CREDIT AUTO LEASE TRUST FORDL_21-B</name>
        <lei>N/A</lei>
        <title>FORDL_21-B</title>
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          <isin value="US345329AC09"/>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>FORD CREDIT AUTO OWNER TRUST FORDR_19-1</name>
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          <isin value="US34532PAA84"/>
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        <balance>825000.000000000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FORD CREDIT AUTO OWNER TRUST FORDO_20-B</name>
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        <title>FORDO_20-B</title>
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          <isin value="US34533GAE98"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FREED ABS TRUST FREED_22-4FP</name>
        <lei>N/A</lei>
        <title>FREED_22-4FP</title>
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          <isin value="US35634JAA60"/>
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        <balance>254267.360000000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST GSMS_13-GC14</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-1</name>
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        <name>GLS AUTO RECEIVABLES TRUST GCAR_20-3</name>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-1</name>
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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST GCAR_22-2</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-01-15</maturityDt>
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      <invstOrSec>
        <name>GE HEALTHCARE TECHNOLOGIES INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GILEAD SCIENCES INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-2</name>
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        <name>GOLDMAN SACHS GROUP INC/THE</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HCA-THE HEALTHCARE CO</name>
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        <name>HSBC HOLDINGS PLC</name>
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        <invCountry>GB</invCountry>

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        <name>HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-A</name>
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        <name>L3HARRIS TECHNOLOGIES INC</name>
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        <invCountry>US</invCountry>

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        <name>HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-2</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INTERNATIONAL BUSINESS MACHINES CORP</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C18</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CHASE AUTO CREDIT LINKED NOTES CACLN_21-2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>KINDER MORGAN ENERGY PARTNERS LP</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_22-A</name>
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        <name>LDPT_20-REV1</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LENDBUZZ SECURITIZATION TRUST LBZZ_21-1</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-B</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>LLEND_21-1A</name>
        <lei>N/A</lei>
        <title>LLEND_21-1A</title>
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        <name>LOEWS CORPORATION</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>LOWES COMPANIES INC</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
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        <name>WARNERMEDIA HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>MAGALLANES INC</title>
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        <name>MARLIN LEASING RECEIVABLES LLC MLR_22-1A</name>
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        <issuerCat>CORP</issuerCat>
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        <name>MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_20-1</name>
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        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <name>MICROCHIP TECH INC</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>MICROCHIP TECHNOLOGY INCORPORATED</title>
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        <name>MISS PWR CO</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MONDELEZ INTERNATIONAL INC</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-08</maturityDt>
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      <invstOrSec>
        <name>MSBAM_13-C13</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-11-15</maturityDt>
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      <invstOrSec>
        <name>NXP BV</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NATIONAL AUSTRALIA BANK LTD ( NEW YORK BRANCH)</name>
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        <balance>1035000.000000000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-22</maturityDt>
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      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>N/A</lei>
        <title>NEW YORK LIFE GLOBAL FUNDING</title>
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          <isin value="US64952WDG50"/>
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        <balance>1150000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1119004.430000000000</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>2024-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
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        <name>NEXTERA ENERGY CAPITAL HOLDINGS INC</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
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        <balance>490000.000000000000</balance>
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        <valUSD>493266.130000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-01</maturityDt>
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          <annualizedRt>6.051000000000</annualizedRt>
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      <invstOrSec>
        <name>NISOURCE INC.</name>
        <lei>549300D8GOWWH0SJB189</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-08-15</maturityDt>
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          <annualizedRt>0.950000000000</annualizedRt>
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      <invstOrSec>
        <name>NISSAN AUTO LEASE TRUST NALT_21-A</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ONTARIO (PROVINCE OF)</name>
        <lei>N/A</lei>
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        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OPORTUN FUNDING LLC OPTN_22-3</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ORACLE CORPORATION</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>PPL ELECTRIC UTILITIES CORPORATION</name>
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        <title>PPL ELECTRIC UTILITIES CORPORATION</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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      <invstOrSec>
        <name>PAGAYA AI DEBT SELECTION TRUST PAID_21-5</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PAGAYA AI DEBT SELECTION TRUST PAID_21-1</name>
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        <valUSD>462545.900000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PIONEER NAT RES CO</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>PIONEER NATURAL RESOURCES COMPANY</title>
        <cusip>723787AU1</cusip>
        <identifiers>
          <isin value="US723787AU18"/>
          <other otherDesc="Internal Id" value="723787AU1"/>
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        <balance>425000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>420909.950000000000</valUSD>
        <pctVal>0.1150224279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PLAINS ALL AMERICAN PIPELINE LP</name>
        <lei>5521FA2ITF25TVH63740</lei>
        <title>PLAINS ALL AMERICAN PIPELINE LP</title>
        <cusip>72650RBF8</cusip>
        <identifiers>
          <isin value="US72650RBF82"/>
          <other otherDesc="Internal Id" value="72650RBF8"/>
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        <balance>1150000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1112668.000000000000</valUSD>
        <pctVal>0.3040597516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRET LLC PRET_21-RN2</name>
        <lei>N/A</lei>
        <title>PRET_21-RN2</title>
        <cusip>74143FAA7</cusip>
        <identifiers>
          <isin value="US74143FAA75"/>
          <other otherDesc="Internal Id" value="74143FAA7"/>
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        <balance>546619.910000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495140.070000000000</valUSD>
        <pctVal>0.1353073574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.743600000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
        <lei>635400WSLKBQWSOIIT41</lei>
        <title>PRINCIPAL LIFE GLOBAL FUNDING II</title>
        <cusip>74256LEJ4</cusip>
        <identifiers>
          <isin value="US74256LEJ44"/>
          <other otherDesc="Internal Id" value="74256LEJ4"/>
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        <balance>1165000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1117935.430000000000</valUSD>
        <pctVal>0.3054991868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>PUBLIC SERVICE ENTERPRISE GROUP</title>
        <cusip>744573AT3</cusip>
        <identifiers>
          <isin value="US744573AT31"/>
          <other otherDesc="Internal Id" value="744573AT3"/>
        </identifiers>
        <balance>300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>290875.400000000000</valUSD>
        <pctVal>0.0794877734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.841000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QUEBEC (PROVINCE OF)</name>
        <lei>N/A</lei>
        <title>QUEBEC (PROVINCE OF)</title>
        <cusip>748149AH4</cusip>
        <identifiers>
          <isin value="US748149AH49"/>
          <other otherDesc="Internal Id" value="748149AH4"/>
        </identifiers>
        <balance>1150000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1109687.370000000000</valUSD>
        <pctVal>0.3032452323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROCHE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>ROCHE HOLDINGS INC</title>
        <cusip>771196BZ4</cusip>
        <identifiers>
          <isin value="US771196BZ40"/>
          <other otherDesc="Internal Id" value="771196BZ4"/>
        </identifiers>
        <balance>545000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>544686.510000000000</valUSD>
        <pctVal>0.1488469561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.88</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>SOYBEAN NOV 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="S X3"/>
          <other otherDesc="Internal Id" value="S X3C23"/>
        </identifiers>
        <balance>190.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-274081.430000000000</valUSD>
        <pctVal>-0.0748984706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SOYBEAN NOV 23</issuerName>
                <issueTitle>SOYBEAN NOV 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="S X3C23"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-11-14</expDate>
            <notionalAmt>13072956.430000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-274081.430000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>SUGAR #11 MAY 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SBK3"/>
          <other otherDesc="Internal Id" value="SBK3C23"/>
        </identifiers>
        <balance>222.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>59427.650000000000</valUSD>
        <pctVal>0.0162398456</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SUGAR #11 MAY 23</issuerName>
                <issueTitle>SUGAR #11 MAY 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="SBK3C23"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-04-28</expDate>
            <notionalAmt>4930777.150000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>59427.650000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>SUGAR #11 JUL 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SBN3"/>
          <other otherDesc="Internal Id" value="SBN3C23"/>
        </identifiers>
        <balance>90.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>76257.410000000000</valUSD>
        <pctVal>0.0208389287</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SUGAR #11 JUL 23</issuerName>
                <issueTitle>SUGAR #11 JUL 23</issueTitle>
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                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="SBN3C23"/>
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            </descRefInstrmnt>
            <expDate>2023-06-30</expDate>
            <notionalAmt>1897406.590000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>76257.410000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>SUGAR #11 OCT 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SBV3"/>
          <other otherDesc="Internal Id" value="SBV3C23"/>
        </identifiers>
        <balance>272.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>242829.270000000000</valUSD>
        <pctVal>0.0663581657</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SUGAR #11 OCT 23</issuerName>
                <issueTitle>SUGAR #11 OCT 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="SBV3C23"/>
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            </descRefInstrmnt>
            <expDate>2023-09-29</expDate>
            <notionalAmt>5688511.530000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>242829.270000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>SILVER MAY 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SIK3"/>
          <other otherDesc="Internal Id" value="SIK3C23"/>
        </identifiers>
        <balance>29.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-254828.170000000000</valUSD>
        <pctVal>-0.0696371155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SILVER MAY 23</issuerName>
                <issueTitle>SILVER MAY 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="SIK3C23"/>
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            <expDate>2023-05-26</expDate>
            <notionalAmt>3310123.170000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-254828.170000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>SILVER JUL 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SIN3"/>
          <other otherDesc="Internal Id" value="SIN3C23"/>
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        <balance>28.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-265358.220000000000</valUSD>
        <pctVal>-0.0725146715</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SILVER JUL 23</issuerName>
                <issueTitle>SILVER JUL 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="SIN3C23"/>
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            <expDate>2023-07-27</expDate>
            <notionalAmt>3240358.220000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-265358.220000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>SILVER SEP 23</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SIU3"/>
          <other otherDesc="Internal Id" value="SIU3C23"/>
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        <balance>56.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-790760.170000000000</valUSD>
        <pctVal>-0.2160917191</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SILVER SEP 23</issuerName>
                <issueTitle>SILVER SEP 23</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="SIU3C23"/>
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            <expDate>2023-09-27</expDate>
            <notionalAmt>6794800.170000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-790760.170000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>SILVER DEC 23</title>
        <cusip>000000000</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Morgan Stanley</name>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <name>Morgan Stanley</name>
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        <name>Morgan Stanley</name>
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        <name>Morgan Stanley</name>
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        <pctVal>-0.0067775247</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>GASOLINE RBOB JUL 23</issuerName>
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            <expDate>2023-06-30</expDate>
            <notionalAmt>1959859.090000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-24801.490000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="XBU3"/>
          <other otherDesc="Internal Id" value="XBU3C23"/>
        </identifiers>
        <balance>4.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20437.560000000000</valUSD>
        <pctVal>0.0055849898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <curCd>USD</curCd>
        <valUSD>-677.610000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <expDate>2023-08-31</expDate>
            <notionalAmt>3321701.610000000000</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        </identifiers>
        <balance>20.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4946.560000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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            </descRefInstrmnt>
            <expDate>2023-10-31</expDate>
            <notionalAmt>1893537.440000000000</notionalAmt>
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            <unrealizedAppr>4946.560000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2023-03-24</ncom:dateSigned>
      <ncom:nameOfApplicant>Columbia Funds Series Trust II</ncom:nameOfApplicant>
      <ncom:signature>Martha Skinner</ncom:signature>
      <ncom:signerName>Martha Skinner</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
