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        <name>Enel Finance International NV</name>
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      <invstOrSec>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>LPL Holdings, Inc.</name>
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        <name>Columbia Pipelines Holding Co. LLC</name>
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        <name>Global Atlantic Fin Co.</name>
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      <invstOrSec>
        <name>Hyundai Capital America</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>BAE Systems plc</name>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Connecticut Avenue Securities Trust</name>
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        <name>Danske Bank A/S</name>
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        <name>F&amp;G Global Funding</name>
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        <name>Connecticut Avenue Securities Trust</name>
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        <name>National Australia Bank Ltd.</name>
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        <name>ONEOK, Inc.</name>
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        <name>Liberty Financial Pty. Ltd.</name>
        <lei>549300S75HDUIPWTQC07</lei>
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        <name>Amrize Finance US LLC</name>
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        <name>Columbia Pipelines Holding Co. LLC</name>
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        <name>BX Commercial Mortgage Trust</name>
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        <name>American Express Co.</name>
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        <name>Domino's Pizza Master Issuer LLC</name>
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        <name>Societe Generale SA</name>
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        <name>General Motors Financial Co., Inc.</name>
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        <name>Commonwealth Bank of Australia</name>
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        <name>VICI Properties LP</name>
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        <name>Ally Bank Auto Credit-Linked Notes</name>
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        <name>CVS Health Corp.</name>
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        <name>Westpac Banking Corp.</name>
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        <name>DTE Energy Co.</name>
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        <name>Georgia Power Co.</name>
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        <name>Huntington Bank Auto Credit-Linked Notes</name>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <name>Export-Import Bank of Korea</name>
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      <invstOrSec>
        <name>Hyundai Capital America</name>
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        <name>DB Master Finance LLC</name>
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        <name>FHLMC STACR REMIC Trust</name>
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      <invstOrSec>
        <name>Solventum Corp.</name>
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        <name>SK hynix, Inc.</name>
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        <name>Connecticut Avenue Securities Trust</name>
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      <invstOrSec>
        <name>Solventum Corp.</name>
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        <name>New Zealand Dollar</name>
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        <name>Citigroup, Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
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        <name>Heritage and People's Choice Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Blackstone Holdings Finance Co. LLC</name>
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        <name>Delta Air Lines, Inc.</name>
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        <name>Athene Global Funding</name>
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        <name>Bayview Opportunity Master Fund VII LLC</name>
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        <name>American Express Co.</name>
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        <name>FHLMC STACR REMIC Trust</name>
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        <name>Teachers Mutual Bank Ltd.</name>
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        <name>Westpac Banking Corp.</name>
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      <invstOrSec>
        <name>Penske Truck Leasing Co. LP</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Athene Global Funding</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding</title>
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          <isin value="US04685A3V13"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Liberty Financial Pty. Ltd.</name>
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          <isin value="AU3FN0076188"/>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-16</maturityDt>
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      <invstOrSec>
        <name>Molex Electronic Technologies LLC</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-30</maturityDt>
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          <annualizedRt>4.75000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC STACR REMIC Trust</name>
        <lei>5493000IS4M3TZMRB410</lei>
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        <cusip>35564KVE6</cusip>
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          <isin value="US35564KVE62"/>
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        <balance>18211363.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-04-25</maturityDt>
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      <invstOrSec>
        <name>Daimler Truck Finance Canada, Inc.</name>
        <lei>54930098P2A2K13NYP58</lei>
        <title>Daimler Truck Finance Canada, Inc.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-12-15</maturityDt>
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      <invstOrSec>
        <name>Illumina, Inc.</name>
        <lei>SQ95QG8SR5Q56LSNF682</lei>
        <title>Illumina, Inc.</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-09</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>General Motors Co.</name>
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        <title>General Motors Co.</title>
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        <balance>6498000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Canadian Imperial Bank of Commerce</name>
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        <title>Canadian Imperial Bank of Commerce</title>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-04-02</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>F&amp;G Global Funding</name>
        <lei>6354009CCUKJIZ7KFX73</lei>
        <title>F&amp;G Global Funding</title>
        <cusip>30321L2K7</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-09-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65000000</annualizedRt>
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        <name>Vistra Operations Co. LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
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        <balance>7690000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Lloyds Banking Group plc</name>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Connecticut Avenue Securities Trust</name>
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        <name>FHLMC STACR REMIC Trust</name>
        <lei>5493000IRHY5YZIPQD14</lei>
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        <name>FHLMC STACR REMIC Trust</name>
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        <name>Australia &amp; New Zealand Banking Group Ltd.</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
        <title>Australia &amp; New Zealand Banking Group Ltd.</title>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>PNC Bank NA</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC Bank NA</title>
        <cusip>20449EEE2</cusip>
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          <isin value="US20449EEE23"/>
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        <balance>2750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2755144.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.90000000</annualizedRt>
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      <invstOrSec>
        <name>Bendigo &amp; Adelaide Bank Ltd.</name>
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      <invstOrSec>
        <name>Air Lease Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>LPL Holdings, Inc.</name>
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        <name>Hyundai Capital America</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NRG Energy, Inc.</name>
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        <name>Nationwide Building Society</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Wendy's Funding LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHLMC STACR REMIC Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Volkswagen Group of America Finance LLC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Subway Funding LLC</name>
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        <name>Energy Transfer LP</name>
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        <name>Australia &amp; New Zealand Banking Group Ltd.</name>
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        <invCountry>AU</invCountry>
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        <name>Global Payments, Inc.</name>
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        <name>Glencore Funding LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Connecticut Avenue Securities Trust</name>
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        <name>Compass Datacenters Issuer II LLC</name>
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        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS Group AG</title>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-23</maturityDt>
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      <invstOrSec>
        <name>Volkswagen Group of America Finance LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>Volkswagen Group of America Finance LLC</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Capital One Financial Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Logicor UK plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Macquarie Bank Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Taco Bell Funding LLC</name>
        <lei>N/A</lei>
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        <name>Rolls-Royce plc</name>
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        <curCd>USD</curCd>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Commonwealth Bank of Australia</name>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Plenti Auto ABS</name>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-08-12</maturityDt>
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      <invstOrSec>
        <name>Athene Global Funding</name>
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        <name>Citadel Securities Global Holdings LLC</name>
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        <name>Mercedes-Benz Finance North America LLC</name>
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        <name>Volkswagen Group of America Finance LLC</name>
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        <name>Lloyds Banking Group plc</name>
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        <name>Suncorp Group Ltd.</name>
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        <name>Goldman Sachs Bank USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <name>Homeward Opportunities Fund Trust</name>
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        <name>Huntington Bank Auto Credit-Linked Notes</name>
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      <invstOrSec>
        <name>Volkswagen Group of America Finance LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>Volkswagen Group of America Finance LLC</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Canadian Dollar</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Bank of New York Mellon (The)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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          <other otherDesc="Inhouse Sedol" value="CVH6COS"/>
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      <invstOrSec>
        <name>Oracle Corp.</name>
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        <name>RAF ABS</name>
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        <name>Athene Global Funding</name>
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        <name>Jersey Mike's Funding LLC</name>
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        <name>Arthur J Gallagher &amp; Co.</name>
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        <name>VER Finco Pty. Ltd.</name>
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        <name>N/A</name>
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        <name>Sumitomo Mitsui Trust Bank Ltd.</name>
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        <name>Hyundai Capital America</name>
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        <name>N/A</name>
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        <name>General Motors Financial Co., Inc.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co., Inc.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CNH Industrial Capital Australia Pty. Ltd.</name>
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        <name>LPL Holdings, Inc.</name>
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        <name>Athene Global Funding</name>
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        <name>Xcel Energy, Inc.</name>
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        <name>Brown &amp; Brown, Inc.</name>
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        <name>Ally Bank Auto Credit-Linked Notes</name>
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        <name>Booz Allen Hamilton, Inc.</name>
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        <name>American Tower Corp.</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corp.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Jabil, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Resimac Bastille Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Connecticut Avenue Securities Trust</name>
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      <invstOrSec>
        <name>Atlas Warehouse Lending Co. LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Wells Fargo &amp; Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="80671"/>
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        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP Paribas SA</title>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Enbridge, Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge, Inc.</title>
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          <isin value="CA29251ZBK27"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>3.20000000</annualizedRt>
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        <name>Hasbro, Inc.</name>
        <lei>549300NUB6D2R1ITYR45</lei>
        <title>Hasbro, Inc.</title>
        <cusip>418056AY3</cusip>
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          <isin value="US418056AY31"/>
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        <balance>5972000.00000000</balance>
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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>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="80988"/>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Bendigo &amp; Adelaide Bank Ltd.</name>
        <lei>549300Y9URD6W70K0360</lei>
        <title>Bendigo &amp; Adelaide Bank Ltd.</title>
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          <isin value="AU3FN0063467"/>
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        <balance>800000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>Euro-Schatz</title>
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          <other otherDesc="Future Ticker" value="DUH6 Comdty"/>
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        <name>Enbridge, Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge, Inc.</title>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Goldman Sachs Group, Inc. (The)</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Toyota Motor Credit Corp.</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>Toyota Motor Credit Corp.</title>
        <cusip>89236TNS0</cusip>
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          <isin value="US89236TNS05"/>
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        <balance>20600000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>McDonald's Corp.</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>McDonald's Corp.</title>
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          <isin value="AU3CB0261394"/>
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        <balance>1000000.00000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Insurance Australia Group Ltd.</name>
        <lei>549300PFEWKNHRG25N08</lei>
        <title>Insurance Australia Group Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU3FN0055497"/>
        </identifiers>
        <balance>8550000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.42744986"/>
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        <pctVal>0.204700914729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.16199935</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Korea National Oil Corp.</name>
        <lei>988400ZTQ08W926ONT36</lei>
        <title>Korea National Oil Corp.</title>
        <cusip>50065LAM2</cusip>
        <identifiers>
          <isin value="US50065LAM28"/>
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        <balance>15000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15187035.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capital One Financial Corp.</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corp.</title>
        <cusip>14040HDB8</cusip>
        <identifiers>
          <isin value="US14040HDB87"/>
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        <balance>7823000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7991424.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.14900000</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>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp.</title>
        <cusip>06051GLC1</cusip>
        <identifiers>
          <isin value="US06051GLC14"/>
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        <balance>12356000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12820934.41000000</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>2028-11-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.20400000</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>Compass Datacenters Issuer II LLC</name>
        <lei>N/A</lei>
        <title>Compass Datacenters Issuer II LLC, Series 2024-2A, Class A1</title>
        <cusip>20469AAD1</cusip>
        <identifiers>
          <isin value="US20469AAD19"/>
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        <balance>3905000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3907400.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.02200000</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>Connecticut Avenue Securities Trust</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1</title>
        <cusip>20754XAB9</cusip>
        <identifiers>
          <isin value="US20754XAB91"/>
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        <balance>285606.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>285610.32000000</valUSD>
        <pctVal>0.009651229746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.69728000</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>Mattel, Inc.</name>
        <lei>549300VELLG24KHTJ564</lei>
        <title>Mattel, Inc.</title>
        <cusip>577081BG6</cusip>
        <identifiers>
          <isin value="US577081BG67"/>
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        <balance>3397000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3430896.39000000</valUSD>
        <pctVal>0.115935479140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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 Midstream, Inc.</name>
        <lei>N/A</lei>
        <title>DT Midstream, Inc.</title>
        <cusip>23345MAA5</cusip>
        <identifiers>
          <isin value="US23345MAA53"/>
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        <balance>13840000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13681902.91000000</valUSD>
        <pctVal>0.462333393119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</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>AerCap Ireland Capital DAC</name>
        <lei>N/A</lei>
        <title>AerCap Ireland Capital DAC</title>
        <cusip>00774MBG9</cusip>
        <identifiers>
          <isin value="US00774MBG96"/>
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        <balance>19617000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20131725.56000000</valUSD>
        <pctVal>0.680283221473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.45000000</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>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer LP</title>
        <cusip>226373AR9</cusip>
        <identifiers>
          <isin value="US226373AR90"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5049055.40000000</valUSD>
        <pctVal>0.170615661467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>N/A</name>
        <lei>N/A</lei>
        <title>CDS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="880520JIS"/>
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        <balance>10300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-14628.99000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="Swap" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>ICE Clear US</counterpartyName>
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                <issuerName>Oracle Corp.</issuerName>
                <issueTitle>Oracle Corp.</issueTitle>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDI</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="880419JIS"/>
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        <balance>54400000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>ICE Clear US</counterpartyName>
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                <indexName>Markit CDX North American Investment Grade Index Series 44-V1</indexName>
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      <invstOrSec>
        <name>American Express Co.</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Co.</title>
        <cusip>025816DP1</cusip>
        <identifiers>
          <isin value="US025816DP17"/>
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        <balance>1950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1972614.91000000</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>Variable</couponKind>
          <annualizedRt>5.09800000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Westpac Banking Corp.</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>Westpac Banking Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU3FN0089413"/>
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        <balance>14300000.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.42744986"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.40700050</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Stellantis Financial Services US Corp.</name>
        <lei>N/A</lei>
        <title>Stellantis Financial Services US Corp.</title>
        <cusip>85855FAA1</cusip>
        <identifiers>
          <isin value="US85855FAA12"/>
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        <balance>14263000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14462314.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</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>Atlas Warehouse Lending Co. LP</name>
        <lei>25490068J12A1HV7YM70</lei>
        <title>Atlas Warehouse Lending Co. LP</title>
        <cusip>049463AE2</cusip>
        <identifiers>
          <isin value="US049463AE27"/>
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        <balance>5700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6017083.65000000</valUSD>
        <pctVal>0.203326885074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</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>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group plc</title>
        <cusip>53944YBC6</cusip>
        <identifiers>
          <isin value="US53944YBC66"/>
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        <balance>1260000.00000000</balance>
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        <name>Bank of America Corp.</name>
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      <invstOrSec>
        <name>Australian Dollar</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>Subway Funding LLC</name>
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        <name>Enbridge, Inc.</name>
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        <name>Trinity Acquisition plc</name>
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        <name>Hyundai Capital America</name>
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        <name>Oceanview Mortgage Trust</name>
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        <name>UBS AG</name>
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        <invCountry>CH</invCountry>
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      <invstOrSec>
        <name>Westpac Banking Corp.</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
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        <name>Banco Santander SA</name>
        <lei>5493006QMFDDMYWIAM13</lei>
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        <invCountry>ES</invCountry>
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        <name>Atlas Warehouse Lending Co. LP</name>
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        <name>NTT Finance Corp.</name>
        <lei>3538007PR116187GD960</lei>
        <title>NTT Finance Corp.</title>
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        <invCountry>JP</invCountry>
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        <name>SK hynix, Inc.</name>
        <lei>988400XAIK6XISWQV045</lei>
        <title>SK hynix, Inc.</title>
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        <invCountry>KR</invCountry>
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        <name>Wells Fargo &amp; Co.</name>
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        <title>Wells Fargo &amp; Co.</title>
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        <name>AerCap Ireland Capital DAC</name>
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        <title>AerCap Ireland Capital DAC</title>
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        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-01-15</maturityDt>
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        <name>United Airlines Pass-Through Trust</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-10-15</maturityDt>
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        <name>Network Finance Co. Pty. Ltd.</name>
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        <name>Morgan Stanley</name>
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        <name>Aviation Capital Group LLC</name>
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        <name>Corebridge Financial, Inc.</name>
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        <name>Boeing Co. (The)</name>
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        <name>Illumina, Inc.</name>
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        <title>Illumina, Inc.</title>
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        <name>Lonsdale Finance Pty. Ltd.</name>
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        <name>GE HealthCare Technologies, Inc.</name>
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        <title>GE HealthCare Technologies, Inc.</title>
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        <name>Duke Energy Corp.</name>
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        <title>Duke Energy Corp.</title>
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        <name>EMD Finance LLC</name>
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        <name>Vicinity Centres Trust</name>
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        <name>Athene Global Funding</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding</title>
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        <name>Federated Hermes Government Obligations Tax-Managed Fund</name>
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      <invstOrSec>
        <name>FHLMC STACR REMIC Trust</name>
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        <name>DB Master Finance LLC</name>
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        <name>Barclays plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Macquarie Bank Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Vistra Operations Co. LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DB Master Finance LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Liberty</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NOW Trust</name>
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        <name>Vistra Operations Co. LLC</name>
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        <name>RCKT Trust</name>
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        <name>Westpac Banking Corp.</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>Westpac Banking Corp.</title>
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        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Santander UK Group Holdings plc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Pershing Square Holdings Ltd.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>Mattel, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Truist Bank Auto Credit-Linked Notes</name>
        <lei>N/A</lei>
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          <isin value="US897926CB54"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-09-26</maturityDt>
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      <invstOrSec>
        <name>VICI Properties LP</name>
        <lei>N/A</lei>
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          <isin value="US92564RAD70"/>
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        <balance>8000000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-02-15</maturityDt>
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      <invstOrSec>
        <name>Australia &amp; New Zealand Banking Group Ltd.</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
        <title>Australia &amp; New Zealand Banking Group Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="AU3FN0076980"/>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Hewlett Packard Enterprise Co.</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>Hewlett Packard Enterprise Co.</title>
        <cusip>42824CBY4</cusip>
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          <isin value="US42824CBY49"/>
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        <balance>13820000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Air Lease Corp.</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corp.</title>
        <cusip>00914AAW2</cusip>
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          <isin value="US00914AAW27"/>
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        <balance>10020000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10066418.25000000</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>2026-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30000000</annualizedRt>
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      <invstOrSec>
        <name>Daimler Truck Finance North America LLC</name>
        <lei>5493003HSDTSCZRXBA58</lei>
        <title>Daimler Truck Finance North America LLC</title>
        <cusip>233853AV2</cusip>
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          <isin value="US233853AV24"/>
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        <balance>3240000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3276329.34000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Volkswagen Financial Services Australia Pty. Ltd.</name>
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        <title>Volkswagen Financial Services Australia Pty. Ltd.</title>
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          <isin value="AU3CB0306470"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30000000</annualizedRt>
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      <invstOrSec>
        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp.</title>
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          <isin value="US06051GKP36"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Capital One Financial Corp.</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corp.</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Plenti PL-Green ABS Trust</name>
        <lei>N/A</lei>
        <title>Plenti PL-Green ABS Trust, Series 2025-1, Class A1</title>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Daimler Truck Finance North America LLC</name>
        <lei>5493003HSDTSCZRXBA58</lei>
        <title>Daimler Truck Finance North America LLC</title>
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        <balance>6810000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>U.S. Treasury 5 Year Notes</title>
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          <other otherDesc="Future Ticker" value="FVH6 Comdty"/>
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      <invstOrSec>
        <name>Starbucks Corp.</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>Starbucks Corp.</title>
        <cusip>855244BN8</cusip>
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        <balance>7000000.00000000</balance>
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        <valUSD>7074238.78000000</valUSD>
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      <invstOrSec>
        <name>Lseg US Fin Corp.</name>
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        <name>Enbridge, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>General Motors Financial Co., Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Connecticut Avenue Securities Trust</name>
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      <invstOrSec>
        <name>Nationwide Building Society</name>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-14</maturityDt>
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          <annualizedRt>4.00000000</annualizedRt>
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        <name>Algonquin Power &amp; Utilities Corp.</name>
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        <title>Algonquin Power &amp; Utilities Corp.</title>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-15</maturityDt>
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      <invstOrSec>
        <name>General Motors Financial Co., Inc.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co., Inc.</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-07-15</maturityDt>
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        <name>N/A</name>
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        <name>Newcastle Greater Mutual Group Ltd.</name>
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        <name>Royal Caribbean Cruises Ltd.</name>
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        <name>Marsh &amp; McLennan Cos., Inc.</name>
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        <name>RCKT Trust</name>
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        <name>Conagra Brands, Inc.</name>
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        <name>Hyundai Capital America</name>
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        <title>Hyundai Capital America</title>
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      <invstOrSec>
        <name>Santander Bank Auto Credit-Linked Notes</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-01-18</maturityDt>
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        <name>Repsol E&amp;P Capital Markets US LLC</name>
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        <name>Macquarie Group Ltd.</name>
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        <name>FHLMC STACR REMIC Trust</name>
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        <name>Georgia Power Co.</name>
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        <name>Duke Energy Corp.</name>
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        <name>Compass Datacenters Issuer II LLC</name>
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        <name>Capital One NA</name>
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        <name>Cheniere Energy, Inc.</name>
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        <name>Air Lease Corp.</name>
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        <name>Aon North America, Inc.</name>
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        <name>Fortive Corp.</name>
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        <title>Fortive Corp.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Metro Finance Trust</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <isin value="AU3FN0090536"/>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-09-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Commonwealth Bank of Australia</name>
        <lei>MSFSBD3QN1GSN7Q6C537</lei>
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        <cusip>N/A</cusip>
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          <isin value="USQ2704MAA64"/>
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        <balance>6000000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-09-12</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Sedol" value="YMH6COS"/>
          <other otherDesc="Future Ticker" value="YMH6 Comdty"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>ASX Clear (Futures)</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <ticker value="YMH6 Comdty"/>
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            <expDate>2026-03-16</expDate>
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      <invstOrSec>
        <name>Connecticut Avenue Securities Trust</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M2</title>
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          <isin value="US20755JAC71"/>
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        <balance>6205000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Williams Cos., Inc. (The)</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>Williams Cos., Inc. (The)</title>
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          <isin value="US969457CH11"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.40000000</annualizedRt>
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      <invstOrSec>
        <name>Boeing Co. (The)</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co. (The)</title>
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          <isin value="US097023DP72"/>
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        <balance>16850000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25900000</annualizedRt>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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          <isin value="US29273VAR15"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FHLMC STACR REMIC Trust</name>
        <lei>5299002OYNAPMJKK2A73</lei>
        <title>FHLMC STACR REMIC Trust, Series 2024-HQA2, Class M1</title>
        <cusip>35564NDZ3</cusip>
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          <isin value="US35564NDZ33"/>
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        <balance>4741528.38000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4748825.92000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NOW Trust</name>
        <lei>984500FIA838FE059486</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU3FN0087714"/>
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        <balance>24273399.67000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.42744986"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.96500010</annualizedRt>
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        <name>EURO</name>
        <lei>N/A</lei>
        <title>EURO</title>
        <cusip>N/A</cusip>
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          <other otherDesc="ISO Currency code" value="EUR"/>
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        <balance>1245077.42000000</balance>
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        <invCountry>XX</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Pound Sterling</name>
        <lei>N/A</lei>
        <title>Pound Sterling</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="ISO Currency code" value="GBP"/>
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        <balance>2155181.98000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="Foreign currencies" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Willis North America, Inc.</name>
        <lei>5493004KVU1HWZCP0C66</lei>
        <title>Willis North America, Inc.</title>
        <cusip>970648AL5</cusip>
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          <isin value="US970648AL56"/>
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        <balance>4599000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4634724.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="80643"/>
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        <curCd>N/A</curCd>
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      <invstOrSec>
        <name>Barclays plc</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays plc</title>
        <cusip>06738ECX1</cusip>
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          <isin value="US06738ECX13"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.08600000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>U.S. Treasury 10 Year Ultra Bonds</title>
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          <other otherDesc="Inhouse Sedol" value="UXYH6CM"/>
          <other otherDesc="Future Ticker" value="UXYH6 Comdty"/>
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        <curCd>USD</curCd>
        <valUSD>26389.65000000</valUSD>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>CME Clearing House</counterpartyName>
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      <invstOrSec>
        <name>Connecticut Avenue Securities Trust</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1</title>
        <cusip>207941AA3</cusip>
        <identifiers>
          <isin value="US207941AA35"/>
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        <balance>1152479.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1153931.19000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-03-25</maturityDt>
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          <annualizedRt>4.84728120</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Connecticut Avenue Securities Trust</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M2</title>
        <cusip>20755RAC9</cusip>
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        <name>Icon Investments Six DAC</name>
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        <name>CNH Industrial Capital Australia Pty. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NRTH Commercial Mortgage Trust</name>
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          <isin value="US669985AA17"/>
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        <name>Plenti PL-Green ABS Trust</name>
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      <invstOrSec>
        <name>Oracle Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NTT Finance Corp.</name>
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        <name>FHLMC STACR REMIC Trust</name>
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        <name>Korea Electric Power Corp.</name>
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        <name>Huntington Bank Auto Credit-Linked Notes</name>
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        <name>AutoNation, Inc.</name>
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        <name>Credabl ABS Trust</name>
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        <name>Ally Bank Auto Credit-Linked Notes</name>
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        <name>UBS Group AG</name>
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        <name>LSEG Finance plc</name>
        <lei>2138009YFYTGEHZNNZ09</lei>
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        <name>Connecticut Avenue Securities Trust</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1</title>
        <cusip>20753UAA8</cusip>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.74728040</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>Santander Bank Auto Credit-Linked Notes</name>
        <lei>N/A</lei>
        <title>Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class B</title>
        <cusip>80280BAB4</cusip>
        <identifiers>
          <isin value="US80280BAB45"/>
        </identifiers>
        <balance>5543150.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5592521.13000000</valUSD>
        <pctVal>0.188980238138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.96500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2026-03-02</ncom:dateSigned>
      <ncom:nameOfApplicant>Janus Detroit Street Trust</ncom:nameOfApplicant>
      <ncom:signature>Jesper Nergaard</ncom:signature>
      <ncom:signerName>Jesper Nergaard</ncom:signerName>
      <ncom:title>VP, CFO, Treasurer, and Principal Accounting Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
