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          <annualizedRt>2.286000000000</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 Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 01/36 FLOATING VAR</title>
        <cusip>3138EJ2F4</cusip>
        <identifiers>
          <isin value="US3138EJ2F47"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>45031.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47079.78</valUSD>
        <pctVal>0.0181815154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.278000000000</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 Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 10/35 FLOATING VAR</title>
        <cusip>31403C7L9</cusip>
        <identifiers>
          <isin value="US31403C7L95"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>149939.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153532.31</valUSD>
        <pctVal>0.0592919097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.699000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 05/34 FLOATING VAR</title>
        <cusip>31406HG68</cusip>
        <identifiers>
          <isin value="US31406HG681"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>46905.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49253.04</valUSD>
        <pctVal>0.0190207963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.458000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 02/35 FLOATING VAR</title>
        <cusip>31406QGA9</cusip>
        <identifiers>
          <isin value="US31406QGA94"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>77452.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80759.14</valUSD>
        <pctVal>0.0311879866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.688000000000</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 Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 02/35 FLOATING VAR</title>
        <cusip>31410GDL4</cusip>
        <identifiers>
          <isin value="US31410GDL41"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>124678.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131788.63</valUSD>
        <pctVal>0.0508948217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.321000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 07/35 FLOATING VAR</title>
        <cusip>31416BYK8</cusip>
        <identifiers>
          <isin value="US31416BYK87"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>105002.74</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110446.3</valUSD>
        <pctVal>0.0426527292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.355000000000</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 Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 10/38 FLOATING VAR</title>
        <cusip>31417JBP4</cusip>
        <identifiers>
          <isin value="US31417JBP49"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>47648.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49551.78</valUSD>
        <pctVal>0.0191361653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.689000000000</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>GINNIE MAE II POOL G2 08/32 FLOATING VAR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL G2 08/32 FLOATING VAR</title>
        <cusip>36225CVW3</cusip>
        <identifiers>
          <isin value="US36225CVW36"/>
          <ticker value="G2"/>
        </identifiers>
        <balance>122311.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126323.39</valUSD>
        <pctVal>0.0487842268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.250000000000</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>GINNIE MAE II POOL G2 08/35 FLOATING VAR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL G2 08/35 FLOATING VAR</title>
        <cusip>36225DTG9</cusip>
        <identifiers>
          <isin value="US36225DTG96"/>
          <ticker value="G2"/>
        </identifiers>
        <balance>106827.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110791.4</valUSD>
        <pctVal>0.0427860017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.250000000000</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>Hpefs Equipment Trust 2019-1</name>
        <lei>N/A</lei>
        <title>HPEFS EQUIPMENT TRUST 2019-1 HPEFS 2019 1A A3 144A</title>
        <cusip>40438DAC3</cusip>
        <identifiers>
          <isin value="US40438DAC39"/>
          <ticker value="HPEFS"/>
        </identifiers>
        <balance>179742.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179949.72</valUSD>
        <pctVal>0.0694939231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.210000000000</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>HONDA AUTO RECEIVABLES 2020-2 HAROT 2020 2 A2</name>
        <lei>N/A</lei>
        <title>HONDA AUTO RECEIVABLES 2020-2 HAROT 2020 2 A2</title>
        <cusip>43813DAB4</cusip>
        <identifiers>
          <isin value="US43813DAB47"/>
          <ticker value="HAROT"/>
        </identifiers>
        <balance>52153.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52177.9</valUSD>
        <pctVal>0.0201503340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.740000000000</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>HONDA AUTO RECEIVABLES 2018-3 HAROT 2018 3 A3</name>
        <lei>N/A</lei>
        <title>HONDA AUTO RECEIVABLES 2018-3 HAROT 2018 3 A3</title>
        <cusip>43815HAC1</cusip>
        <identifiers>
          <isin value="US43815HAC16"/>
          <ticker value="HAROT"/>
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        <balance>100055.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100279.86</valUSD>
        <pctVal>0.0387266003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</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>SMB Private Education Loan Trust 2015-A</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A2A 144A</title>
        <cusip>78448PAB6</cusip>
        <identifiers>
          <isin value="US78448PAB67"/>
          <ticker value="SMB"/>
        </identifiers>
        <balance>204935.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205838.16</valUSD>
        <pctVal>0.0794916561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.490000000000</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>Santander Drive Auto Receivables Trust 2021-3</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABL SDART 2021 3 A3</title>
        <cusip>80287EAC9</cusip>
        <identifiers>
          <isin value="US80287EAC93"/>
          <ticker value="SDART"/>
        </identifiers>
        <balance>242000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242216.69</valUSD>
        <pctVal>0.0935405069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.330000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA AUTO RECEIVABLES 2018-B TAOT 2018 B A3</name>
        <lei>N/A</lei>
        <title>TOYOTA AUTO RECEIVABLES 2018-B TAOT 2018 B A3</title>
        <cusip>89238TAD5</cusip>
        <identifiers>
          <isin value="US89238TAD54"/>
          <ticker value="TAOT"/>
        </identifiers>
        <balance>63573.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63650.87</valUSD>
        <pctVal>0.0245810255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.960000000000</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>Toyota Auto Receivables 2020-B Owner Trust</name>
        <lei>N/A</lei>
        <title>TOYOTA AUTO RECEIVABLES 2020-B TAOT 2020 B A2</title>
        <cusip>89239RAB2</cusip>
        <identifiers>
          <isin value="US89239RAB24"/>
          <ticker value="TAOT"/>
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        <balance>75478</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75545.19</valUSD>
        <pctVal>0.0291744362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.380000000000</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>Verizon Owner Trust 2018-A</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2018-A VZOT 2018 A A1A</title>
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        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>206994.32</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JH COLLATERAL</name>
        <lei>N/A</lei>
        <title>JH COLLATERAL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Custodian Identifier" value="926EMC902"/>
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        <balance>10256.58</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102629.4</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="102629.400000000000" isCashCollateral="Y"/>
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      <invstOrSec>
        <name>WORLD OMNI AUTO RECEIVABLES TR WOART 2017 B A3</name>
        <lei>N/A</lei>
        <title>WORLD OMNI AUTO RECEIVABLES TR WOART 2017 B A3</title>
        <cusip>98161TAD7</cusip>
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          <isin value="US98161TAD72"/>
          <ticker value="WOART"/>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WORLD OMNI AUTO RECEIVABLES TR WOART 2018 D A3</name>
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        <cusip>98162WAD9</cusip>
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          <isin value="US98162WAD92"/>
          <ticker value="WOART"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>WORLD OMNI AUTO RECEIVABLES TR WOART 2018 C A3</name>
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        <title>WORLD OMNI AUTO RECEIVABLES TR WOART 2018 C A3</title>
        <cusip>98163EAD8</cusip>
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          <isin value="US98163EAD85"/>
          <ticker value="WOART"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-15</maturityDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>World Omni Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>WORLD OMNI AUTO RECEIVABLES TR WOART 2020 A A2A</title>
        <cusip>98163MAB4</cusip>
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          <isin value="US98163MAB46"/>
          <ticker value="WOART"/>
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        <curCd>USD</curCd>
        <valUSD>28040.33</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.020000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ATandT Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>ATandT INC SR UNSECURED 06/22 3</title>
        <cusip>00206RCM2</cusip>
        <identifiers>
          <isin value="US00206RCM25"/>
          <ticker value="T"/>
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        <balance>3200000</balance>
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        <curCd>USD</curCd>
        <valUSD>3248120.35</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>ABBOTT LABORATORIES SR UNSECURED 03/22 2.55</title>
        <cusip>002824BA7</cusip>
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          <isin value="US002824BA72"/>
          <ticker value="ABT"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3031320.33</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>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust</name>
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        <title>AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 02/24 3.15</title>
        <cusip>00774MAQ8</cusip>
        <identifiers>
          <isin value="US00774MAQ87"/>
          <ticker value="AER"/>
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        <balance>2000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2085506.46</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Alexander Funding Trust</name>
        <lei>N/A</lei>
        <title>ALEXANDER FUNDING TRUST SR SECURED 144A 11/23 1.841</title>
        <cusip>014621AA4</cusip>
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          <isin value="US014621AA40"/>
          <ticker value="NRG"/>
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        <balance>3000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3057678.81</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2019 3 A3</name>
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        <title>ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2019 3 A3</title>
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          <ticker value="ALLYA"/>
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        <curCd>USD</curCd>
        <valUSD>525316.94</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2019 4 A3</name>
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        <title>ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2019 4 A3</title>
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          <ticker value="ALLYA"/>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>American Honda Finance Corporation</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>AMERICAN HONDA FINANCE CORP SR UNSECURED 12/21 3.375</title>
        <cusip>02665WCP4</cusip>
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          <isin value="US02665WCP41"/>
          <ticker value="HNDA"/>
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        <curCd>USD</curCd>
        <valUSD>2010886.96</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>American Tower Trust #1</name>
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        <title>AMERICAN TOWER TRUST #1 AMTT 13 2A 144A</title>
        <cusip>03027WAJ1</cusip>
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          <isin value="US03027WAJ18"/>
          <ticker value="AMTT"/>
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        <curCd>USD</curCd>
        <valUSD>2502492.25</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.070000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 1 C</name>
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        <title>AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 1 C</title>
        <cusip>03067DAF2</cusip>
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          <isin value="US03067DAF24"/>
          <ticker value="AMCAR"/>
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        <curCd>USD</curCd>
        <valUSD>3050727</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Athene Global Funding</name>
        <lei>N/A</lei>
        <title>ATHENE GLOBAL FUNDING SECURED 144A 01/24 0.95</title>
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          <isin value="US04685A2S92"/>
          <ticker value="ATH"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3014490.66</valUSD>
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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>Fixed</couponKind>
          <annualizedRt>0.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Avis Budget Rental Car Funding (AESOP) LLC</name>
        <lei>IHXLB8SL0QWSSG2VG640</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 3A A 144A</title>
        <cusip>05377RDQ4</cusip>
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          <isin value="US05377RDQ48"/>
          <ticker value="AESOP"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3120378.9</valUSD>
        <pctVal>1.2050442272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.360000000000</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>BA Credit Card Trust</name>
        <lei>5493006DQ60M1CRKHH19</lei>
        <title>BA CREDIT CARD TRUST BACCT 2021 A1 A1</title>
        <cusip>05522RDD7</cusip>
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          <isin value="US05522RDD70"/>
          <ticker value="BACCT"/>
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        <balance>3753000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3744053.97</valUSD>
        <pctVal>1.4458983244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.440000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 04/24 4</title>
        <cusip>06051GFF1</cusip>
        <identifiers>
          <isin value="US06051GFF19"/>
          <ticker value="BAC"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2165098.52</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSECURED 10/22 2.503</title>
        <cusip>06051GFZ7</cusip>
        <identifiers>
          <isin value="US06051GFZ72"/>
          <ticker value="BAC"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1501606.47</valUSD>
        <pctVal>0.5798982323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.503000000000</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 Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BANK OF MONTREAL SR UNSECURED 03/22 2.9</title>
        <cusip>06367WJM6</cusip>
        <identifiers>
          <isin value="US06367WJM64"/>
          <ticker value="BMO"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2026398.32</valUSD>
        <pctVal>0.7825650909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BANK OF NEW YORK MELLON CORP/T SR UNSECURED 08/23 3.45</title>
        <cusip>06406RAJ6</cusip>
        <identifiers>
          <isin value="US06406RAJ68"/>
          <ticker value="BK"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3172851.24</valUSD>
        <pctVal>1.2253082696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA/THE SR UNSECURED 02/23 1.95</title>
        <cusip>064159TE6</cusip>
        <identifiers>
          <isin value="US064159TE65"/>
          <ticker value="BNS"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3063924.03</valUSD>
        <pctVal>1.1832421905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.950000000000</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>Bayer US Finance LLC</name>
        <lei>N/A</lei>
        <title>BAYER US FINANCE LLC COMPANY GUAR 144A 10/21 3</title>
        <cusip>07274EAF0</cusip>
        <identifiers>
          <isin value="US07274EAF07"/>
          <ticker value="BAYNGR"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2000571.48</valUSD>
        <pctVal>0.7725911469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Truist Bank</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
        <title>TRUIST BANK SR UNSECURED 01/22 2.625</title>
        <cusip>07330NAQ8</cusip>
        <identifiers>
          <isin value="US07330NAQ88"/>
          <ticker value="TFC"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3014656.98</valUSD>
        <pctVal>1.1642159838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</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>BNP Paribas</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS SA SR UNSECURED 144A 05/22 2.95</title>
        <cusip>09659W2A1</cusip>
        <identifiers>
          <isin value="US09659W2A13"/>
          <ticker value="BNP"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2034135.5</valUSD>
        <pctVal>0.7855530755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</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>Brighthouse Financial Global Funding</name>
        <lei>N/A</lei>
        <title>BRIGHTHOUSE FINANCIAL GLOBAL F SR SECURED 144A 04/24 VAR</title>
        <cusip>10921U2B3</cusip>
        <identifiers>
          <isin value="US10921U2B33"/>
          <ticker value="BHF"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2014070</valUSD>
        <pctVal>0.7778040759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.810000000000</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>CCG RECEIVABLES TRUST CCG 2019 1 B 144A</name>
        <lei>N/A</lei>
        <title>CCG RECEIVABLES TRUST CCG 2019 1 B 144A</title>
        <cusip>12510GAC6</cusip>
        <identifiers>
          <isin value="US12510GAC69"/>
          <ticker value="CCG"/>
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        <balance>1140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1169167.81</valUSD>
        <pctVal>0.4515153336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.220000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cigna Corporation</name>
        <lei>N/A</lei>
        <title>CIGNA CORP SR UNSECURED 03/24 0.613</title>
        <cusip>125523CN8</cusip>
        <identifiers>
          <isin value="US125523CN87"/>
          <ticker value="CI"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2993431.5</valUSD>
        <pctVal>1.1560190170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.613000000000</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>CNH Industrial Capital LLC</name>
        <lei>N/A</lei>
        <title>CNH INDUSTRIAL CAPITAL LLC COMPANY GUAR 04/22 4.375</title>
        <cusip>12592BAH7</cusip>
        <identifiers>
          <isin value="US12592BAH78"/>
          <ticker value="CNHI"/>
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        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2547792.78</valUSD>
        <pctVal>0.9839199277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>COLT 2020-3 MORTGAGE LOAN TRUS COLT 2020 3 A1 144A</name>
        <lei>N/A</lei>
        <title>COLT 2020-3 MORTGAGE LOAN TRUS COLT 2020 3 A1 144A</title>
        <cusip>12597QAA4</cusip>
        <identifiers>
          <isin value="US12597QAA40"/>
          <ticker value="COLT"/>
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        <balance>478104.08</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>479132.1</valUSD>
        <pctVal>0.1850337378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-04-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.506000000000</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>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP SR UNSECURED 04/24 3.75</title>
        <cusip>14040HBF1</cusip>
        <identifiers>
          <isin value="US14040HBF10"/>
          <ticker value="COF"/>
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        <balance>3176000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3407127.49</valUSD>
        <pctVal>1.3157822959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>CARMAX AUTO OWNER TRUST 2018-1 CARMX 2018 1 A4</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2018-1 CARMX 2018 1 A4</title>
        <cusip>14314AAD1</cusip>
        <identifiers>
          <isin value="US14314AAD19"/>
          <ticker value="CARMX"/>
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        <balance>436598.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>439172.42</valUSD>
        <pctVal>0.1696018998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.640000000000</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>CarMax Auto Owner Trust 2017-4</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2017-4 CARMX 2017 4 A4</title>
        <cusip>14314RAD4</cusip>
        <identifiers>
          <isin value="US14314RAD44"/>
          <ticker value="CARMX"/>
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        <balance>637886.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>639986.11</valUSD>
        <pctVal>0.2471531798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.330000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST 2018-4 CARMX 2018 4 A3</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2018-4 CARMX 2018 4 A3</title>
        <cusip>14315EAC4</cusip>
        <identifiers>
          <isin value="US14315EAC49"/>
          <ticker value="CARMX"/>
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        <balance>374617.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378676.71</valUSD>
        <pctVal>0.1462393504</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.360000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Carmax Auto Owner Trust 2019-1</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2019-1 CARMX 2019 1 A3</title>
        <cusip>14315NAC4</cusip>
        <identifiers>
          <isin value="US14315NAC48"/>
          <ticker value="CARMX"/>
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        <balance>909786.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>920833.17</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>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating LLC/Charter Communications Operating Capital C</name>
        <lei>N/A</lei>
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        <cusip>161175BB9</cusip>
        <identifiers>
          <isin value="US161175BB96"/>
          <ticker value="CHTR"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2050814.9</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>2022-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.464000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SR UNSECURED 07/23 VAR</title>
        <cusip>172967LM1</cusip>
        <identifiers>
          <isin value="US172967LM17"/>
          <ticker value="C"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3058847.61</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.876000000000</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>Credit Suisse Group Funding (Guernsey) Ltd</name>
        <lei>549300PXR5FKNXF0OH19</lei>
        <title>CREDIT SUISSE GROUP FUNDING GU COMPANY GUAR 09/22 3.8</title>
        <cusip>225433AH4</cusip>
        <identifiers>
          <isin value="US225433AH43"/>
          <ticker value="CS"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3098124.06</valUSD>
        <pctVal>1.1964497368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Daimler Finance North America LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NORTH AMERICA COMPANY GUAR 144A 01/22 2.85</title>
        <cusip>233851CS1</cusip>
        <identifiers>
          <isin value="US233851CS11"/>
          <ticker value="DAIGR"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2013294.44</valUSD>
        <pctVal>0.7775045661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>eBay Inc.</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>EBAY INC SR UNSECURED 01/23 2.75</title>
        <cusip>278642AS2</cusip>
        <identifiers>
          <isin value="US278642AS20"/>
          <ticker value="EBAY"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3086785.14</valUSD>
        <pctVal>1.1920708135</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>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>FREDDIE MAC NON GOLD POOL FH 09/43 FLOATING VAR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC NON GOLD POOL FH 09/43 FLOATING VAR</title>
        <cusip>31300MHU0</cusip>
        <identifiers>
          <isin value="US31300MHU09"/>
          <ticker value="FH"/>
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        <balance>316306.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>329737.77</valUSD>
        <pctVal>0.1273398549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.921000000000</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>FANNIE MAE REMICS FNR 2013 10 FT</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2013 10 FT</title>
        <cusip>3136ACBV2</cusip>
        <identifiers>
          <isin value="US3136ACBV23"/>
          <ticker value="FNR"/>
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        <balance>654167.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>656026.26</valUSD>
        <pctVal>0.2533476487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.436000000000</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>Fannie Mae Pool</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 04/35 FLOATING VAR</title>
        <cusip>31416CAE6</cusip>
        <identifiers>
          <isin value="US31416CAE66"/>
          <ticker value="FN"/>
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        <balance>305590.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314976.51</valUSD>
        <pctVal>0.1216392743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.847000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FIRSTENERGY CORP SR UNSECURED 03/23 4.25</title>
        <cusip>337932AF4</cusip>
        <identifiers>
          <isin value="US337932AF44"/>
          <ticker value="FE"/>
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        <balance>1675000</balance>
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        <curCd>USD</curCd>
        <valUSD>1742217.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Five Corners Funding Trust</name>
        <lei>N/A</lei>
        <title>FIVE CORNERS FUNDING TRUST SR UNSECURED 144A 11/23 4.419</title>
        <cusip>33829TAA4</cusip>
        <identifiers>
          <isin value="US33829TAA43"/>
          <ticker value="PRU"/>
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        <balance>3000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3239503.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.419000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2021 1 A 144A</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2021 1 A 144A</title>
        <cusip>33843WAA9</cusip>
        <identifiers>
          <isin value="US33843WAA99"/>
          <ticker value="FCAT"/>
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        <balance>1237571.18</balance>
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        <curCd>USD</curCd>
        <valUSD>1237280.6</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Flagship Credit Auto Trust 2018-2</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 201 FCAT 2018 2 D 144A</title>
        <cusip>33844NAG5</cusip>
        <identifiers>
          <isin value="US33844NAG51"/>
          <ticker value="FCAT"/>
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        <balance>1140000</balance>
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        <curCd>USD</curCd>
        <valUSD>1187334.4</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST 201 FCAT 2019 2 A 144A</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 201 FCAT 2019 2 A 144A</title>
        <cusip>33845WAA7</cusip>
        <identifiers>
          <isin value="US33845WAA71"/>
          <ticker value="FCAT"/>
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        <balance>410124.83</balance>
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        <valUSD>411299.22</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.830000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ford Credit Floorplan Master Owner Trust A</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>FORD CREDIT FLOORPLAN MASTER O FORDF 2019 3 A1</title>
        <cusip>34528QHA5</cusip>
        <identifiers>
          <isin value="US34528QHA58"/>
          <ticker value="FORDF"/>
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        <balance>1566000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1595082.19</valUSD>
        <pctVal>0.6159971742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.230000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD CREDIT AUTO LEASE TRUST 2 FORDL 2020 A A3</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO LEASE TRUST 2 FORDL 2020 A A3</title>
        <cusip>34531MAD0</cusip>
        <identifiers>
          <isin value="US34531MAD02"/>
          <ticker value="FORDL"/>
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        <balance>654144.62</balance>
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        <curCd>USD</curCd>
        <valUSD>656338.82</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2018 1 A4</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2018 1 A4</title>
        <cusip>36255PAE0</cusip>
        <identifiers>
          <isin value="US36255PAE07"/>
          <ticker value="GMCAR"/>
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        <balance>627178.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>628680.29</valUSD>
        <pctVal>0.2427870392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.460000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Georgia-Pacific LLC</name>
        <lei>L2EVHWFHVAQK72TMH265</lei>
        <title>GEORGIA-PACIFIC LLC SR UNSECURED 144A 05/24 0.625</title>
        <cusip>37331NAM3</cusip>
        <identifiers>
          <isin value="US37331NAM39"/>
          <ticker value="GP"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2996335.14</valUSD>
        <pctVal>1.1571403599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</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>The Goldman Sachs Group Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/22 5.75</title>
        <cusip>38141GGS7</cusip>
        <identifiers>
          <isin value="US38141GGS75"/>
          <ticker value="GS"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2033834.6</valUSD>
        <pctVal>0.7854368724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>Graphic Packaging International LLC</name>
        <lei>SO75N4VY5NXGQSK8YQ65</lei>
        <title>GRAPHIC PACKAGING INTERNATIONA SR SECURED 144A 04/24 0.821</title>
        <cusip>38869PAN4</cusip>
        <identifiers>
          <isin value="US38869PAN42"/>
          <ticker value="GPK"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2983591.29</valUSD>
        <pctVal>1.1522188733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.821000000000</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>HPEFS EQUIPMENT TRUST HPEFS 2020 2A A2 144A</name>
        <lei>N/A</lei>
        <title>HPEFS EQUIPMENT TRUST HPEFS 2020 2A A2 144A</title>
        <cusip>40438PAB8</cusip>
        <identifiers>
          <isin value="US40438PAB85"/>
          <ticker value="HPEFS"/>
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        <balance>762238.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>762817.32</valUSD>
        <pctVal>0.2945887783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.650000000000</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>Hewlett Packard Enterprise Company</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HEWLETT PACKARD ENTERPRISE CO SR UNSECURED 10/22 4.4</title>
        <cusip>42824CAN9</cusip>
        <identifiers>
          <isin value="US42824CAN92"/>
          <ticker value="HPE"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2067759.18</valUSD>
        <pctVal>0.7985380439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</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>Honeywell International Inc.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HONEYWELL INTERNATN' COMMERCIAL PAPER DISCOUNT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="43851TXF8"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999970.83</valUSD>
        <pctVal>0.3861739599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</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>IHS Markit Ltd.</name>
        <lei>549300HLPTRASHS0E726</lei>
        <title>IHS MARKIT LTD COMPANY GUAR 144A 11/22 5</title>
        <cusip>44962LAA5</cusip>
        <identifiers>
          <isin value="US44962LAA52"/>
          <ticker value="INFO"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2072200</valUSD>
        <pctVal>0.8002530230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV SR UNSECURED 03/22 3.15</title>
        <cusip>456837AG8</cusip>
        <identifiers>
          <isin value="US456837AG88"/>
          <ticker value="INTNED"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2028531.22</valUSD>
        <pctVal>0.7833887854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>International Business Machines Corporation</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>INTERNATIONAL BUSINESS MACHINE SR UNSECURED 05/22 2.85</title>
        <cusip>459200JX0</cusip>
        <identifiers>
          <isin value="US459200JX08"/>
          <ticker value="IBM"/>
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        <balance>2835000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2881268.14</valUSD>
        <pctVal>1.1127031846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO SR UNSECURED 06/24 VAR</title>
        <cusip>46647PBQ8</cusip>
        <identifiers>
          <isin value="US46647PBQ81"/>
          <ticker value="JPM"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5083250</valUSD>
        <pctVal>1.9630760444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.514000000000</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>KeyBank National Association</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
        <title>KEYBANK NA/CLEVELAND OH SR UNSECURED 02/22 3.3</title>
        <cusip>49327M2X1</cusip>
        <identifiers>
          <isin value="US49327M2X13"/>
          <ticker value="KEY"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2020225.92</valUSD>
        <pctVal>0.7801814012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KROGER CO/THE SR UNSECURED 08/22 2.8</title>
        <cusip>501044DH1</cusip>
        <identifiers>
          <isin value="US501044DH11"/>
          <ticker value="KR"/>
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        <balance>2791000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2842571.37</valUSD>
        <pctVal>1.0977590638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</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>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC SR UNSECURED 01/22 3</title>
        <cusip>53944YAC7</cusip>
        <identifiers>
          <isin value="US53944YAC75"/>
          <ticker value="LLOYDS"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2014814.06</valUSD>
        <pctVal>0.7780914209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>MERCEDES-BENZ AUTO RECEIVABLES MBART 2021 1 A2</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUTO RECEIVABLES MBART 2021 1 A2</title>
        <cusip>58772WAB9</cusip>
        <identifiers>
          <isin value="US58772WAB90"/>
          <ticker value="MBART"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1999592.8</valUSD>
        <pctVal>0.7722131951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.210000000000</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>Metropolitan Life Global Funding I</name>
        <lei>N/A</lei>
        <title>METROPOLITAN LIFE GLOBAL FUNDI SECURED 144A 01/22 3.375</title>
        <cusip>59217GCS6</cusip>
        <identifiers>
          <isin value="US59217GCS66"/>
          <ticker value="MET"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3026147.07</valUSD>
        <pctVal>1.1686532868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSECURED 04/24 VAR</title>
        <cusip>61744YAQ1</cusip>
        <identifiers>
          <isin value="US61744YAQ17"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <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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      <invstOrSec>
        <name>NXP B.V.</name>
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        <curCd>USD</curCd>
        <valUSD>3272172.12</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NatWest Markets Plc</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
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          <ticker value="RBS"/>
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        <curCd>USD</curCd>
        <valUSD>5164942.15</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Nissan Motor Acceptance Company LLC</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
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          <ticker value="NSANY"/>
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        <curCd>USD</curCd>
        <valUSD>1582466.97</valUSD>
        <pctVal>0.6111253627</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NISSAN AUTO RECEIVABLES 2018-A NAROT 2018 A A4</name>
        <lei>N/A</lei>
        <title>NISSAN AUTO RECEIVABLES 2018-A NAROT 2018 A A4</title>
        <cusip>65478DAE7</cusip>
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          <isin value="US65478DAE76"/>
          <ticker value="NAROT"/>
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        <curCd>USD</curCd>
        <valUSD>2340839.63</valUSD>
        <pctVal>0.9039976789</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NISSAN AUTO LEASE TRUST 2019-B NALT 2019 B A4</name>
        <lei>N/A</lei>
        <title>NISSAN AUTO LEASE TRUST 2019-B NALT 2019 B A4</title>
        <cusip>65478LAE9</cusip>
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          <ticker value="NALT"/>
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        <valUSD>463005.54</valUSD>
        <pctVal>0.1788058986</pctVal>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>NISSAN AUTO RECEIVABLES 2018-B NAROT 2018 B A3</name>
        <lei>N/A</lei>
        <title>NISSAN AUTO RECEIVABLES 2018-B NAROT 2018 B A3</title>
        <cusip>65479GAD1</cusip>
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          <isin value="US65479GAD16"/>
          <ticker value="NAROT"/>
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        <valUSD>311351.64</valUSD>
        <pctVal>0.1202394031</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>NISSAN AUTO RECEIVABLES 2019-B NAROT 2019 B A3</name>
        <lei>N/A</lei>
        <title>NISSAN AUTO RECEIVABLES 2019-B NAROT 2019 B A3</title>
        <cusip>65479HAC1</cusip>
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          <isin value="US65479HAC16"/>
          <ticker value="NAROT"/>
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        <valUSD>1656513.34</valUSD>
        <pctVal>0.6397209767</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>NISSAN AUTO RECEIVABLES 2019-A NAROT 2019 A A3</name>
        <lei>N/A</lei>
        <title>NISSAN AUTO RECEIVABLES 2019-A NAROT 2019 A A3</title>
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          <ticker value="NAROT"/>
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        <valUSD>1266962.85</valUSD>
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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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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
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          <ticker value="ES"/>
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        <balance>2000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2062034.12</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
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        <identifiers>
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          <ticker value="ORCL"/>
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        <curCd>USD</curCd>
        <valUSD>3089433.93</valUSD>
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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>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP I SR UNSECURED 03/22 3.3</title>
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        <identifiers>
          <isin value="US693476BN25"/>
          <ticker value="PNC"/>
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        <curCd>USD</curCd>
        <valUSD>2021547.4</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>The Port Authority of New York and New Jersey</name>
        <lei>N/A</lei>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP / REGENCY E SR UNSECURED 11/23 4.5</name>
        <lei>N/A</lei>
        <title>ENERGY TRANSFER PARTNERS LP / COMPANY GUAR 11/23 4.5</title>
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          <ticker value="ETP"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>SSC GOVERNMENT MM GVMXX</title>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>SANTANDER CONSUMER AUTO RECEIV SCART 2020 AA A 144A</name>
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        <title>SANTANDER CONSUMER AUTO RECEIV SCART 2020 AA A 144A</title>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Santander Holdings USA Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC SR UNSECURED 10/26 3.244</title>
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          <ticker value="SOV"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>Santander Drive Auto Receivables Trust 2021-3</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABL SDART 2021 3 A2</title>
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        <identifiers>
          <isin value="US80287EAB11"/>
          <ticker value="SDART"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2000441.8</valUSD>
        <pctVal>0.7725410664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.290000000000</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>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 02/22 2.4</title>
        <cusip>842400GD9</cusip>
        <identifiers>
          <isin value="US842400GD91"/>
          <ticker value="EIX"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2006807.88</valUSD>
        <pctVal>0.7749995524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</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>Toyota Motor Credit Corporation</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/22 1.15</title>
        <cusip>89236TGZ2</cusip>
        <identifiers>
          <isin value="US89236TGZ21"/>
          <ticker value="TOYOTA"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2012452.4</valUSD>
        <pctVal>0.7771793827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG SR UNSECURED 144A 07/24 VAR</title>
        <cusip>902613AB4</cusip>
        <identifiers>
          <isin value="US902613AB45"/>
          <ticker value="UBS"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3019423.44</valUSD>
        <pctVal>1.1660567202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.008000000000</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>U.S. Bancorp</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>US BANCORP SR UNSECURED 03/22 3</title>
        <cusip>91159HHC7</cusip>
        <identifiers>
          <isin value="US91159HHC79"/>
          <ticker value="USB"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2020651.84</valUSD>
        <pctVal>0.7803458852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BILL 10/21 0.00000</title>
        <cusip>912796G52</cusip>
        <identifiers>
          <isin value="US912796G525"/>
          <ticker value="B"/>
        </identifiers>
        <balance>16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15999841.12</valUSD>
        <pctVal>6.1789022410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-14</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BILL 10/21 0</title>
        <cusip>912796G78</cusip>
        <identifiers>
          <isin value="US912796G780"/>
          <ticker value="B"/>
        </identifiers>
        <balance>16200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16199195.02</valUSD>
        <pctVal>6.2558897717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-28</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BILL 11/21 0.00000</title>
        <cusip>912796H51</cusip>
        <identifiers>
          <isin value="US912796H515"/>
          <ticker value="B"/>
        </identifiers>
        <balance>11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10999358.37</valUSD>
        <pctVal>4.2477896857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-12</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bills</name>
        <lei>N/A</lei>
        <title>UNITED STATES CASH MANAGEMENT 10/21 0.00000</title>
        <cusip>912796M48</cusip>
        <identifiers>
          <isin value="US912796M481"/>
          <ticker value="CMB"/>
        </identifiers>
        <balance>18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17999358.66</valUSD>
        <pctVal>6.9510863718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-19</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Owner Trust 2020-B</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2020-B VZOT 2020 B A</title>
        <cusip>92290BAA9</cusip>
        <identifiers>
          <isin value="US92290BAA98"/>
          <ticker value="VZOT"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3007362.3</valUSD>
        <pctVal>1.1613988861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.470000000000</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>VISTA POINT SECURITIZATION TRU VSTA 2020 1 A1 144A</name>
        <lei>N/A</lei>
        <title>VISTA POINT SECURITIZATION 03/65 1</title>
        <cusip>92838WAA2</cusip>
        <identifiers>
          <isin value="US92838WAA27"/>
          <ticker value="VSTA"/>
        </identifiers>
        <balance>1058040.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1062384.55</valUSD>
        <pctVal>0.4102772164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.763000000000</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>Volkswagen Group of America Finance LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP OF AMERICA FI COMPANY GUAR 144A 05/23 3.125</title>
        <cusip>928668BD3</cusip>
        <identifiers>
          <isin value="US928668BD33"/>
          <ticker value="VW"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3116805.45</valUSD>
        <pctVal>1.2036642136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO SR UNSECURED 01/24 3.75</title>
        <cusip>95000U2C6</cusip>
        <identifiers>
          <isin value="US95000U2C66"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3207228.39</valUSD>
        <pctVal>1.2385842170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2019 2A C 144A</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2019 2A C 144A</title>
        <cusip>96041LAE2</cusip>
        <identifiers>
          <isin value="US96041LAE20"/>
          <ticker value="WLAKE"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1008361.7</valUSD>
        <pctVal>0.3894143899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.840000000000</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>The Williams Companies Inc.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC/THE SR UNSECURED 11/23 4.5</title>
        <cusip>96950FAL8</cusip>
        <identifiers>
          <isin value="US96950FAL85"/>
          <ticker value="WMB"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3213743.79</valUSD>
        <pctVal>1.2411003683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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="Returns are reported without deduction of sales loads and redemption fees, if applicable." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2021-10-29</ncom:dateSigned>
      <ncom:nameOfApplicant>John Hancock Variable Insurance Trust</ncom:nameOfApplicant>
      <ncom:signature>/s/Salvatore Schiavone</ncom:signature>
      <ncom:signerName>Salvatore Schiavone</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
