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        <name>Pagaya AI Debt Selection Trust</name>
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      <invstOrSec>
        <name>Bombardier Recreational Products, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley Capital I Trust</name>
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        <name>CAPITAL ONE FINANCIAL CO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>VMC Finance LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>State Street Global Advisors</name>
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        <title>State Street Navigator Securities Lending Government Money Market Portfolio</title>
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        <name>DELTA AIR LINES/SKYMILES</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Affirm Inc</name>
        <lei>N/A</lei>
        <title>Affirm Asset Securitization Trust 2021-A</title>
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        <name>ROGERS COMMUNICATIONS IN</name>
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        <name>BANCO SANTANDER MEXICO</name>
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        <title>Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand</title>
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        <name>VERIZON COMMUNICATIONS</name>
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        <name>Marlette Funding Trust</name>
        <lei>N/A</lei>
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        <name>TORONTO-DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank/The</title>
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        <name>Ford Credit Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>Ford Credit Auto Owner Trust 2022-C</title>
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          <couponKind>Fixed</couponKind>
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        <name>BX Trust</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust 2021-VOLT</title>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.46800000</annualizedRt>
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        <name>Avantor Funding, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Radian Group Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JDE PEET'S NV</name>
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        <title>JDE Peet's NV</title>
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        <fairValLevel>2</fairValLevel>
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        <name>BX Trust</name>
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      <invstOrSec>
        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>SYNCHRONY BANK</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WELLS FARGO &amp; COMPANY</name>
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      <invstOrSec>
        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Capital I Trust 2017-CLS</title>
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          <isin value="US61691LAA70"/>
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        <fairValLevel>2</fairValLevel>
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        <name>SANTANDER UK GROUP HLDGS</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>UNICREDIT SPA</name>
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        <invCountry>IT</invCountry>
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        <name>BANCO SANTANDER SA</name>
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        <name>SOUTHERN CALIF GAS CO</name>
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        <title>Southern California Gas Co</title>
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        <name>Upstart Securitization Trust</name>
        <lei>N/A</lei>
        <title>Upstart Securitization Trust 2020-1</title>
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        <name>Pnmac Gmsr Issuer Trust</name>
        <lei>N/A</lei>
        <title>PNMAC GMSR ISSUER TRUST 2018-GT1</title>
        <cusip>69354WAC0</cusip>
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          <isin value="US69354WAC01"/>
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        <name>Chase Auto Credit Linked Notes</name>
        <lei>N/A</lei>
        <title>JPMorgan Chase Bank NA - CACLN</title>
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      <invstOrSec>
        <name>Reach Financial LLC</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Extended Stay America Trust</name>
        <lei>N/A</lei>
        <title>Extended Stay America Trust 2021-ESH</title>
        <cusip>30227FAA8</cusip>
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        <balance>7542579.12000000</balance>
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      <invstOrSec>
        <name>Marlette Funding Trust</name>
        <lei>N/A</lei>
        <title>Marlette Funding Trust 2020-2</title>
        <cusip>57108RAD3</cusip>
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        <balance>570663.50000000</balance>
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        <curCd>USD</curCd>
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        <name>Resimac</name>
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        <name>NUSTAR LOGISTICS LP</name>
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        <name>Donlen Fleet Lease Funding</name>
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        <name>Upstart Securitization Trust</name>
        <lei>N/A</lei>
        <title>Upstart Securitization Trust 2020-1</title>
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        <name>DAIMLER TRUCKS FINAN NA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMorgan Chase Bank, NA - CACLN</name>
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        <name>Purchasing Power Funding</name>
        <lei>N/A</lei>
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        <name>Virgin Media Bristol LLC</name>
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        <name>SK HYNIX INC</name>
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        <invCountry>KR</invCountry>
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        <name>Chesapeake Funding II LLC</name>
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        <name>Upstart Securitization Trust</name>
        <lei>N/A</lei>
        <title>Upstart Securitization Trust 2021-3</title>
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        <name>LendingPoint Asset Securitization Trust</name>
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        <title>Lendingpoint 2022-A Asset Securitization Trust</title>
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        <name>Chicago Board of Trade</name>
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        <name>CALVERT IMPACT CAPITAL NOTE</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SIMON PROPERTY GROUP LP</name>
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        <name>NEXTERA ENERGY CAPITAL</name>
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        <name>THERMO FISHER SCIENTIFIC</name>
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        <name>Stack Infrastructure Issuer LLC</name>
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        <name>Theorem Funding Trust 2020-1</name>
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        <name>STANDARD CHARTERED PLC</name>
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        <name>Verizon Owner Trust</name>
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        <name>Crossroads Asset Trust</name>
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        <name>HSBC HOLDINGS PLC</name>
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        <name>Reach Financial LLC</name>
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        <name>BPCE SA</name>
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        <name>Reach Financial LLC</name>
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        <name>UPC Financing Partnership</name>
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        <name>BELLEMEADE RE LT</name>
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        <title>Bellemeade RE 2021-3 Ltd</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX Commercial Mortgage Trust 2019-XL</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust 2019-XL</title>
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        <balance>10857940.78000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>LendingPoint Asset Securitization Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Newmark Group Inc</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Commercial Mortgage Securities LLC</name>
        <lei>N/A</lei>
        <title>BBCMS 2017-DELC Mortgage Trust</title>
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        <name>Stack Infrastructure Issuer LLC</name>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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          <isin value="US91282CAK71"/>
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        <name>BAXTER INTERNATIONAL INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UBS AG LONDON</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Level 3 Financing Inc.</name>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Pagaya AI Debt Selection Trust</name>
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        <title>Pagaya AI Debt Selection Trust 2021-HG1</title>
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        <name>Marlette Funding Trust</name>
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        <name>Oportun Funding LLC</name>
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        <name>Resimac</name>
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        <name>Freddie Mac - STACR</name>
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        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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        <name>Fannie Mae - CAS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Connecticut Avenue Securities</title>
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        <name>Oportun Funding LLC</name>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac STACR REMIC Trust 2022-DNA7</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CNH Equipment Trust</name>
        <lei>549300BIZ8MA1TOD5D46</lei>
        <title>CNH Equipment Trust 2022-B</title>
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          <isin value="US12663JAB70"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Marlette Funding Trust</name>
        <lei>N/A</lei>
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        <cusip>57110AAC8</cusip>
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          <isin value="US57110AAC80"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Bankers Healthcare Group Securitization Trust</name>
        <lei>N/A</lei>
        <title>BHG Securitization Trust 2022-B</title>
        <cusip>05553DAA9</cusip>
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          <isin value="US05553DAA90"/>
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        <balance>1725267.24000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
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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="US06051GLA57"/>
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        <balance>2961000.00000000</balance>
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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>2026-07-22</maturityDt>
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      <invstOrSec>
        <name>PERKINELMER INC</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>PerkinElmer Inc</title>
        <cusip>714046AL3</cusip>
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          <isin value="US714046AL31"/>
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        <balance>7017000.00000000</balance>
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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>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.85000000</annualizedRt>
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      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co Inc</title>
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          <isin value="US37045XDN30"/>
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        <balance>11698000.00000000</balance>
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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>2024-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>91282CCU3</cusip>
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          <isin value="US91282CCU36"/>
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        <balance>30000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>28889175.30000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OSCAR US Funding Trust</name>
        <lei>N/A</lei>
        <title>Oscar US Funding XII LLC</title>
        <cusip>68785AAB1</cusip>
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          <isin value="US68785AAB17"/>
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        <balance>559285.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>556671.33000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.40000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AERCAP IRELAND CAP/GLOBA</name>
        <lei>N/A</lei>
        <title>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</title>
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          <isin value="US00774MAF23"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TELEDYNE TECHNOLOGIES IN</name>
        <lei>549300VSMO9KYQWDND94</lei>
        <title>Teledyne Technologies Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sprint Corp</name>
        <lei>549300ZTTY7CXOLJ6539</lei>
        <title>Sprint Corp</title>
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        <balance>3000000.00000000</balance>
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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>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</annualizedRt>
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      <invstOrSec>
        <name>BELLEMEADE RE LT</name>
        <lei>N/A</lei>
        <title>Bellemeade Re Ltd</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-03-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac STACR Trust 2019-DNA4</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Conn Funding II, L.P</name>
        <lei>549300CQYZS7T8C6S766</lei>
        <title>Conn's Receivables Funding 2022-A LLC</title>
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        <name>KYNDRYL HOLDINGS INC</name>
        <lei>549300LQ4LWX2R8ZV130</lei>
        <title>Kyndryl Holdings Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>549300BI6Y5SI6BYPB26</lei>
        <title>Morgan Stanley Institutional Liquidity Funds - Government Portfolio</title>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>GA GLOBAL FUNDING TRUST</name>
        <lei>54930029I8ROQ4OROZ88</lei>
        <title>GA Global Funding Trust</title>
        <cusip>36143L2K0</cusip>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4885457.95000000</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>Floating</couponKind>
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        <name>Freddie Mac - STACR</name>
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        <name>Pagaya AI Debt Selection Trust</name>
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        <name>Chicago Board of Trade</name>
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        <name>GM Financial Automobile Leasing Trust</name>
        <lei>N/A</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 LLC</name>
        <lei>549300INEWFFGID70G60</lei>
        <title>Amur Equipment Finance Receivables IX LLC</title>
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          <isin value="US03237KAB08"/>
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        <balance>2501244.37000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GENUINE PARTS CO</name>
        <lei>549300D46DQVEU651W04</lei>
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          <isin value="US372460AB11"/>
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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>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912828ZU7</cusip>
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          <isin value="US912828ZU76"/>
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        <balance>18000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17516849.94000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hilton Grand Vacations Trust</name>
        <lei>N/A</lei>
        <title>Hilton Grand Vacations Trust 2020-A</title>
        <cusip>43285HAA6</cusip>
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          <isin value="US43285HAA68"/>
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        <balance>836466.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>786277.64000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.74000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>New Residential AP Advance Receivables Trust</name>
        <lei>N/A</lei>
        <title>New Residential Advance Receivables Trust Advance Receivables Backed Notes</title>
        <cusip>64831JAA7</cusip>
        <identifiers>
          <isin value="US64831JAA79"/>
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        <balance>3440000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3403726.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.03500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
        <cusip>172967MW8</cusip>
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          <isin value="US172967MW89"/>
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        <balance>4618000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4540967.74000000</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>2025-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.25500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Structured Agency Credit Risk Debt Notes</title>
        <cusip>3137G0TS8</cusip>
        <identifiers>
          <isin value="US3137G0TS89"/>
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        <balance>1636203.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1627950.29000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
        <cusip>46647PCX2</cusip>
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          <isin value="US46647PCX24"/>
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        <balance>14000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13787823.98000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.66200000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MVW 2020-1 LLC</name>
        <lei>N/A</lei>
        <title>MVW 2020-1 LLC</title>
        <cusip>55400EAA7</cusip>
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          <isin value="US55400EAA73"/>
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        <balance>190627.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>173075.21000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.74000000</annualizedRt>
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      <invstOrSec>
        <name>Springcastle SPV</name>
        <lei>N/A</lei>
        <title>SpringCastle America Funding LLC</title>
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        <balance>2540049.88000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.97000000</annualizedRt>
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      <invstOrSec>
        <name>HYATT HOTELS CORP</name>
        <lei>T27JQIMTYSH41TCD5186</lei>
        <title>Hyatt Hotels Corp</title>
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        <balance>1087000.00000000</balance>
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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>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.30000000</annualizedRt>
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      <invstOrSec>
        <name>Conn Funding II, L.P</name>
        <lei>N/A</lei>
        <title>Conn's Receivables Funding 2021-A LLC</title>
        <cusip>20825GAA3</cusip>
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          <isin value="US20825GAA31"/>
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        <valUSD>4186772.10000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.05000000</annualizedRt>
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        <name>CREDIT AGRICOLE SA</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
        <title>Credit Agricole SA</title>
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        <balance>1968000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-26</maturityDt>
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          <annualizedRt>1.24700000</annualizedRt>
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      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4989027.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-22</maturityDt>
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        <name>BELLEMEADE RE LT</name>
        <lei>N/A</lei>
        <title>Bellemeade Re Ltd</title>
        <cusip>07876AAA1</cusip>
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        <balance>5107595.72000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2031-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.48100000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>91282CBD2</cusip>
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          <isin value="US91282CBD20"/>
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        <balance>9800000.00000000</balance>
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        <valUSD>9720280.63000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust 2019-R06</title>
        <cusip>20754JAB0</cusip>
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          <isin value="US20754JAB08"/>
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        <balance>1200255.46000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1200768.09000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <name>Octane Receivables Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Prosper Marketplace Issuance Trust</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GA GLOBAL FUNDING TRUST</name>
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        <title>GA Global Funding Trust</title>
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          <isin value="US36143L2E48"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>Extended Stay America Trust</name>
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      <invstOrSec>
        <name>DAIMLER TRUCKS FINAN NA</name>
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        <title>Daimler Trucks Finance North America LLC</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Credit Trust</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond CLUB Credit Trust 2020-P1</title>
        <cusip>21055JAC2</cusip>
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          <isin value="US21055JAC27"/>
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        <balance>1603789.64000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SkyMiles IP Ltd.</name>
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        <title>SkyMiles IP Ltd. 2020 Skymiles Term Loan B</title>
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        <balance>1250000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
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        <title>Goldman Sachs Group Inc/The</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>UPSTART PASS-THROUGH TRUST</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ONEMAIN FINANCE CORP</name>
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        <title>OneMain Finance Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>BANK OF MONTREAL</name>
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        <title>Bank of Montreal</title>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMORGAN CHASE &amp; CO</name>
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        <title>JPMorgan Chase &amp; Co</title>
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        <name>Social Professional Loan Program LLC</name>
        <lei>549300WT845S0N68C331</lei>
        <title>Sofi Professional Loan Program 2016-B LLC</title>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>BX Trust</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust 2021-VOLT</title>
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        <debtSec>
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        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
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        <balance>3723000.00000000</balance>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust 2019-R02</title>
        <cusip>20753KAB8</cusip>
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        <balance>227166.79000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.38400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust 2019-R06</title>
        <cusip>20754JAC8</cusip>
        <identifiers>
          <isin value="US20754JAC80"/>
        </identifiers>
        <balance>1704547.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1682549.31000000</valUSD>
        <pctVal>0.196998037375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.83400000</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>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>AmeriCredit Automobile Receivables Trust 2020-3</title>
        <cusip>03066PAC3</cusip>
        <identifiers>
          <isin value="US03066PAC32"/>
        </identifiers>
        <balance>3561504.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3512390.73000000</valUSD>
        <pctVal>0.411241487065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.53000000</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>NEXTERA ENERGY CAPITAL</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NextEra Energy Capital Holdings Inc</title>
        <cusip>65339KBX7</cusip>
        <identifiers>
          <isin value="US65339KBX72"/>
        </identifiers>
        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9909532.40000000</valUSD>
        <pctVal>1.160238468202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.98600000</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>Seagate HDD Cayman</name>
        <lei>529900BD50TRWEG1SF63</lei>
        <title>Seagate HDD Cayman</title>
        <cusip>81180WAH4</cusip>
        <identifiers>
          <isin value="US81180WAH43"/>
        </identifiers>
        <balance>2740000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2705665.55000000</valUSD>
        <pctVal>0.316787626952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</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>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co</title>
        <cusip>50077LBC9</cusip>
        <identifiers>
          <isin value="US50077LBC90"/>
        </identifiers>
        <balance>3200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2994391.97000000</valUSD>
        <pctVal>0.350592602378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TD SYNNEX CORP</name>
        <lei>5493004HI6PFLF46NS53</lei>
        <title>TD SYNNEX Corp</title>
        <cusip>87162WAD2</cusip>
        <identifiers>
          <isin value="US87162WAD20"/>
        </identifiers>
        <balance>2778000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2556342.27000000</valUSD>
        <pctVal>0.299304399019</pctVal>
        <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>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPRINT COMMUNICATIONS</name>
        <lei>549300JKU50UT08ZWD77</lei>
        <title>Sprint Communications LLC</title>
        <cusip>852061AS9</cusip>
        <identifiers>
          <isin value="US852061AS99"/>
        </identifiers>
        <balance>4500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4504500.00000000</valUSD>
        <pctVal>0.527400685426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>Banco Santander SA</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>Banco Santander SA</title>
        <cusip>05964HAD7</cusip>
        <identifiers>
          <isin value="US05964HAD70"/>
        </identifiers>
        <balance>3330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3330674.06000000</valUSD>
        <pctVal>0.389965541608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.04800000</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>Coinstar Funding, LLC</name>
        <lei>N/A</lei>
        <title>Coinstar Funding LLC Series 2017-1</title>
        <cusip>19260MAA4</cusip>
        <identifiers>
          <isin value="US19260MAA45"/>
        </identifiers>
        <balance>3475430.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3249462.06000000</valUSD>
        <pctVal>0.380456991389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.21600000</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>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>Danske Bank A/S</title>
        <cusip>23636AAY7</cusip>
        <identifiers>
          <isin value="US23636AAY73"/>
        </identifiers>
        <balance>4200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4161565.93000000</valUSD>
        <pctVal>0.487248911961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.17100000</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>Prodigy Finance Designated Activity Co</name>
        <lei>635400HTAZNW3LYYMQ40</lei>
        <title>Prodigy Finance CM2021-1 DAC</title>
        <cusip>742855AA7</cusip>
        <identifiers>
          <isin value="US742855AA76"/>
        </identifiers>
        <balance>2929193.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2860656.33000000</valUSD>
        <pctVal>0.334934423179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.33400000</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>CAPITAL ONE FINANCIAL CO</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corp</title>
        <cusip>14040HBV6</cusip>
        <identifiers>
          <isin value="US14040HBV69"/>
        </identifiers>
        <balance>2084000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2081568.26000000</valUSD>
        <pctVal>0.243716400729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.52600000</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>Hawaii Hotel Trust 2019-MAUI</name>
        <lei>N/A</lei>
        <title>Hawaii Hotel Trust 2019-MAUI</title>
        <cusip>41975AAA0</cusip>
        <identifiers>
          <isin value="US41975AAA07"/>
        </identifiers>
        <balance>3132000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3056402.92000000</valUSD>
        <pctVal>0.357853034731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.96800000</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>2022-10-14</ncom:dateSigned>
      <ncom:nameOfApplicant>CALVERT FUND</ncom:nameOfApplicant>
      <ncom:signature>James Kirchner</ncom:signature>
      <ncom:signerName>James Kirchner</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
