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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BF 2019-NYT Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BF 2019-NYT Mortgage Trust</title>
        <cusip>62954PAA8</cusip>
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          <isin value="US62954PAA84"/>
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        <balance>5950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5882125.38000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FX Forwards</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="3070039665314"/>
          <other otherDesc="Internal Identifier" value="3070039665314"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>41668.79000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2353000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2680075.94000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWL1JH40"/>
          <other otherDesc="Internal Identifier" value="BRWL1JH40"/>
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        <balance>1190000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>105992.45000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Consumer Price All Urban Non-Seasonally Adjusted Index</issueTitle>
                <identifiers>
                  <ticker value="CPI"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>Beijing Enterprises Water Group Ltd</name>
        <lei>529900TWUN2ALJKWRR11</lei>
        <title>Beijing Enterprises Water Group Ltd</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BMG0957L1090"/>
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        <balance>2628000.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.81460000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Trimble Inc</name>
        <lei>549300E2MI7NSZFQWS19</lei>
        <title>Trimble Inc</title>
        <cusip>896239100</cusip>
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          <isin value="US8962391004"/>
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        <balance>66726.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Travel + Leisure Co</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>Travel + Leisure Co</title>
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          <isin value="US8941641024"/>
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        <balance>59300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3323765.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mexico Government International Bond</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexico Government International Bond</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2289587789"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
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        <pctVal>0.030294368342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.45000000</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>
        <name>Syniverse Holdings Inc</name>
        <lei>549300CYZBHMZC8VLL59</lei>
        <title>Syniverse Holdings Inc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX171442"/>
          <other otherDesc="Internal Identifier" value="LX171442"/>
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        <balance>132000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126527.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
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          <other otherDesc="Internal Identifier" value="BRWUN5J36"/>
          <other otherDesc="Internal Identifier" value="BRWUN5J36"/>
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        <balance>405000.00000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LCH</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <ticker value="HICPX"/>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>ICU Medical Inc</name>
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          <other otherDesc="Internal Identifier" value="LX198233"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Inflation Indexed Bonds</name>
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        <title>United States Treasury Inflation Indexed Bonds</title>
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          <isin value="US9128282L36"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
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        <title>Interest Rate Swaptions</title>
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          <other otherDesc="Internal Identifier" value="BRWYALQZ8"/>
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      <invstOrSec>
        <name>Carestream Health Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sophia LP</name>
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        <title>Sophia LP</title>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWWMPQ56"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <ticker value="CPI"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>ANDRITZ AG</name>
        <lei>549300VZKC61IR5U8G96</lei>
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          <isin value="AT0000730007"/>
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        <balance>26960.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWYHLVV4"/>
          <other otherDesc="Internal Identifier" value="BRWYHLVV4"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="SOFR"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>Nucor Corp</name>
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        <title>Nucor Corp</title>
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        <balance>33395.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Louisiana-Pacific Corp</name>
        <lei>549300C7E2UAO5BVRR75</lei>
        <title>Louisiana-Pacific Corp</title>
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        <balance>42743.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaptions</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWV3N9H7"/>
          <other otherDesc="Internal Identifier" value="BRWV3N9H7"/>
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        <balance>7265000.00000000</balance>
        <units>OU</units>
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        <curCd>USD</curCd>
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        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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            <putOrCall>Put</putOrCall>
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      <invstOrSec>
        <name>Sonoco Products Co</name>
        <lei>GKOMIK4RDJGHEF0VNP11</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Barrick Gold Corp</name>
        <lei>0O4KBQCJZX82UKGCBV73</lei>
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      <invstOrSec>
        <name>Verscend Holding Corp</name>
        <lei>N/A</lei>
        <title>Verscend Holding Corp</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Radiate Holdco LLC</name>
        <lei>5493000GQJ5RDX9DNJ71</lei>
        <title>Radiate Holdco LLC</title>
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        <balance>685000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Equinix Inc</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>Equinix Inc</title>
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        <balance>9352.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6637394.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <name>Altice France SA/France</name>
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        <name>Astra Acquisition Corp</name>
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        <name>Rayonier Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BlackRock Liquidity FedFund - Institutional Class</name>
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        <issuerCat>RF</issuerCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Pentair PLC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWJ8GW13"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Gray Television Inc</name>
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      <invstOrSec>
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          <other otherDesc="Internal Identifier" value="BRWYW0997"/>
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              <counterpartyName>CME</counterpartyName>
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            <descRefInstrmnt>
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      <invstOrSec>
        <name>East Japan Railway Co</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Archaea Energy Inc</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Brown Group Holding LLC</name>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Academy Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>California Resources Corp - Warrants</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Gates Global LLC</name>
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        <title>Interest Rate Swaptions</title>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <name>Entergy Corp</name>
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        <name>Freeport LNG Investments LLLP</name>
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        <name>Builders FirstSource Inc</name>
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        <name>Mondi PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Brookfield Infrastructure Corp</name>
        <lei>N/A</lei>
        <title>Brookfield Infrastructure Corp</title>
        <cusip>11275Q107</cusip>
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          <isin value="CA11275Q1072"/>
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        <balance>96689.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sealed Air Corp</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
        <title>Sealed Air Corp</title>
        <cusip>81211K100</cusip>
        <identifiers>
          <isin value="US81211K1007"/>
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        <balance>57128.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3835002.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mozart Borrower LP</name>
        <lei>N/A</lei>
        <title>Mozart Borrower LP</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="LX198398"/>
          <other otherDesc="Internal Identifier" value="LX198398"/>
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        <balance>5140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5086184.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-30</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Interfor Corp</name>
        <lei>549300P4G5UZ3AMJE056</lei>
        <title>Interfor Corp</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CA45868C1095"/>
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        <balance>153157.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26750000"/>
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        <pctVal>0.101313879252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Veritiv Corp</name>
        <lei>529900VQARHWQROHAS58</lei>
        <title>Veritiv Corp</title>
        <cusip>923454102</cusip>
        <identifiers>
          <isin value="US9234541020"/>
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        <balance>6082.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>651807.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>Federal Home Loan Banks</title>
        <cusip>313380GJ0</cusip>
        <identifiers>
          <isin value="US313380GJ00"/>
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        <balance>9700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9762154.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</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>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWYW0E42"/>
          <other otherDesc="Internal Identifier" value="BRWYW0E42"/>
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        <balance>14160000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-283164.75000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CME</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="SOFR"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWUG9150"/>
          <other otherDesc="Internal Identifier" value="BRWUG9150"/>
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        <balance>1830000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>30736.73000000</valUSD>
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        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME</counterpartyName>
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                <issuerName>N/A</issuerName>
                <issueTitle>3 Month USD LIBOR</issueTitle>
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                  <ticker value="US0003M"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3 Month USD LIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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        <securityLending>
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      <invstOrSec>
        <name>Dexko Global Inc</name>
        <lei>549300SMZ4OV1KBH1M19</lei>
        <title>Dexko Global Inc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX198731"/>
          <other otherDesc="Internal Identifier" value="LX198731"/>
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        <balance>80943.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79830.43000000</valUSD>
        <pctVal>0.001733599321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWXH2T41"/>
          <other otherDesc="Internal Identifier" value="BRWXH2T41"/>
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        <balance>360000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1284.27000000</valUSD>
        <pctVal>0.000027889234</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="SOFR"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
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          <other otherDesc="Internal Identifier" value="BRWYUTHP1"/>
          <other otherDesc="Internal Identifier" value="BRWYUTHP1"/>
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        <balance>5580000.00000000</balance>
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        <valUSD>-40854.17000000</valUSD>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CME</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaptions</title>
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          <other otherDesc="Internal Identifier" value="BRWWGF1E3"/>
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      <invstOrSec>
        <name>Serta Simmons Bedding LLC</name>
        <lei>549300M4F4V4WFPNI116</lei>
        <title>Serta Simmons Bedding LLC</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Cincinnati Bell Inc</name>
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          <other otherDesc="Internal Identifier" value="LX200417"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWV2J7Y2"/>
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        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Deutsche Bank AG</counterpartyName>
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            <writtenOrPur>Written</writtenOrPur>
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                  <derivAddlInfo>
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                    <lei>N/A</lei>
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                        <ticker value="US0003M"/>
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                  </descRefInstrmnt>
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                  <rcptCurCd>N/A</rcptCurCd>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="BRWUBQPY8"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>Federal Farm Credit Banks Funding Corp</name>
        <lei>N/A</lei>
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          <isin value="US3133ENDP25"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaptions</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Pactiv Evergreen Group Holdings Inc</name>
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      <invstOrSec>
        <name>Gymboree Corp/The</name>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
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        <name>N/A</name>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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      <invstOrSec>
        <name>PotlatchDeltic Corp</name>
        <lei>54930084YA8UJOTXDM59</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Proofpoint Inc</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWVSBU17"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <ticker value="HICPX"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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      <invstOrSec>
        <name>PTC Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="KCK2C"/>
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        <units>NC</units>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>NYB</counterpartyName>
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      <invstOrSec>
        <name>Kimberly-Clark Corp</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>Southern Co/The</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Veolia Environnement SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>SSE PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Millennium Health LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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                <issuerName>N/A</issuerName>
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        <name>UKG Inc</name>
        <lei>529900FKHWSTQ1GXK240</lei>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ascendas Real Estate Investment Trust</name>
        <lei>549300ILIBAEMQZK3L20</lei>
        <title>Ascendas Real Estate Investment Trust</title>
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          <isin value="SG1M77906915"/>
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        <balance>1452800.00000000</balance>
        <units>NS</units>
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        <pctVal>0.064689463115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWVA7ZY8"/>
          <other otherDesc="Internal Identifier" value="BRWVA7ZY8"/>
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        <balance>440000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LCH</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <ticker value="CPI"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>Novozymes A/S</name>
        <lei>529900T6WNZXD2R3JW38</lei>
        <title>Novozymes A/S</title>
        <cusip>N/A</cusip>
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          <isin value="DK0060336014"/>
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        <currencyConditional curCd="DKK" exchangeRt="6.63300000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Futures</title>
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        <balance>230.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>CBT</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CME</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <ticker value="SOFR"/>
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            <swapFlag>Y</swapFlag>
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        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWYHE0K8"/>
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      <invstOrSec>
        <name>Amcor PLC</name>
        <lei>549300GSODGFCDQ3DI89</lei>
        <title>Amcor PLC</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Hayward Industries Inc</name>
        <lei>549300NV8ZMMEDUHQ091</lei>
        <title>Hayward Industries Inc</title>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
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      <invstOrSec>
        <name>Belk Inc</name>
        <lei>N/A</lei>
        <title>Belk Inc</title>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <name>United States Treasury Bill</name>
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        <name>United Utilities Group PLC</name>
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        <name>MMC Norilsk Nickel PJSC</name>
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        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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                    <lei>N/A</lei>
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            <delta>XXXX</delta>
            <unrealizedAppr>-7078.49000000</unrealizedAppr>
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      <invstOrSec>
        <name>TotalEnergies SE</name>
        <lei>529900S21EQ1BO4ESM68</lei>
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          <isin value="FR0000120271"/>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Allied Properties Real Estate Investment Trust</name>
        <lei>549300AMZMPKVHA0MY77</lei>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Wand NewCo 3 Inc</name>
        <lei>549300Y3VZEWMSQW8494</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="LX185309"/>
          <other otherDesc="Internal Identifier" value="LX185309"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWXDLTL5"/>
          <other otherDesc="Internal Identifier" value="BRWXDLTL5"/>
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        <balance>600000.00000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Deutsche Bank AG</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                  <derivAddlInfo>
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                    <units>OU</units>
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                    <assetCat>DIR</assetCat>
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                        <ticker value="SOFR"/>
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        <securityLending>
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      <invstOrSec>
        <name>Hydro One Ltd</name>
        <lei>5493007QZDXTP1W2VL44</lei>
        <title>Hydro One Ltd</title>
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        <balance>301778.00000000</balance>
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        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Apttus Corp</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="LX193638"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>EDP - Energias de Portugal SA</name>
        <lei>529900CLC3WDMGI9VH80</lei>
        <title>EDP - Energias de Portugal SA</title>
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          <isin value="PTEDP0AM0009"/>
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        <balance>2705151.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AAdvantage Loyalty IP Ltd</name>
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          <other otherDesc="Internal Identifier" value="LX193380"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Rosneft Oil Co PJSC</name>
        <lei>253400JT3MQWNDKMJE44</lei>
        <title>Rosneft Oil Co PJSC</title>
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          <isin value="US67812M2070"/>
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        <balance>468530.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>RU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TransDigm Inc</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm Inc</title>
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          <other otherDesc="Internal Identifier" value="LX185456"/>
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        <balance>469147.25000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Intelsat Jackson Holdings SA</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <invCountry>LU</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
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        <balance>7000000.00000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Informatica LLC</name>
        <lei>5493007SV33RZV7RPS40</lei>
        <title>Informatica LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="LX199210"/>
          <other otherDesc="Internal Identifier" value="LX199210"/>
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        <balance>2600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2565888.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Alexandria Real Estate Equities Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Inflation Indexed Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
        <cusip>91282CDC2</cusip>
        <identifiers>
          <isin value="US91282CDC29"/>
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        <balance>13896349.80000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Traverse Midstream Partners LLC</name>
        <lei>549300DHTM8B2X5QMJ22</lei>
        <title>Traverse Midstream Partners LLC</title>
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          <other otherDesc="Internal Identifier" value="LX168620"/>
          <other otherDesc="Internal Identifier" value="LX168620"/>
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        <balance>1110195.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1105199.33000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Essential Utilities Inc</name>
        <lei>549300ILTEOF3E3QY357</lei>
        <title>Essential Utilities Inc</title>
        <cusip>29670G102</cusip>
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          <isin value="US29670G1022"/>
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        <balance>244936.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>New Zealand Government Inflation Linked Bond</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>New Zealand Government Inflation Linked Bond</title>
        <cusip>N/A</cusip>
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          <isin value="NZIIBDT002C2"/>
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        <balance>3366533.50000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Chesapeake Energy Corp</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>Chesapeake Energy Corp</title>
        <cusip>165167735</cusip>
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          <isin value="US1651677353"/>
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        <balance>99054.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7651921.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWU3ZRY5"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWXD8T83"/>
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              <counterpartyName>LCH</counterpartyName>
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        <name>Quarternorth Energy Holding Inc</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Minto Apartment Real Estate Investment Trust</name>
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        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Camelot Finance SA</name>
        <lei>N/A</lei>
        <title>Camelot Finance SA</title>
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        <invCountry>LU</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
        <cusip>3134GVFL7</cusip>
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          <isin value="US3134GVFL73"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Wihlborgs Fastigheter AB</name>
        <lei>549300RC1YDJPITF8X06</lei>
        <title>Wihlborgs Fastigheter AB</title>
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        <identifiers>
          <isin value="SE0011205194"/>
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        <balance>92399.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <name>Nemetschek SE</name>
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        <name>N/A</name>
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        <name>Franco-Nevada Corp</name>
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        <name>American Commercial Lines Inc Preferred B - Warrants</name>
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      <invstOrSec>
        <name>Insulet Corp</name>
        <lei>549300TZTYD2PYN92D43</lei>
        <title>Insulet Corp</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="LX194506"/>
          <other otherDesc="Internal Identifier" value="LX194506"/>
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        <curCd>USD</curCd>
        <valUSD>1235205.44000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Vale SA</name>
        <lei>254900SMTWBX7RU2SR20</lei>
        <title>Vale SA</title>
        <cusip>91912E105</cusip>
        <identifiers>
          <isin value="US91912E1055"/>
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        <balance>286874.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5304300.26000000</valUSD>
        <pctVal>0.115188297620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AECOM</name>
        <lei>0EEB8GF0W0NPCIHZX097</lei>
        <title>AECOM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX194151"/>
          <other otherDesc="Internal Identifier" value="LX194151"/>
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        <balance>1243750.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1240640.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.86000000</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>Public Service Enterprise Group Inc</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>Public Service Enterprise Group Inc</title>
        <cusip>744573106</cusip>
        <identifiers>
          <isin value="US7445731067"/>
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        <balance>330965.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21456460.95000000</valUSD>
        <pctVal>0.465948963791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaptions</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRTUHYNU9"/>
          <other otherDesc="Internal Identifier" value="BRTUHYNU9"/>
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        <balance>1330000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>40305.56000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                    <counterpartyName>Morgan Stanley &amp; Co</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
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                    <cusip>N/A</cusip>
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                      <other otherDesc="Internal Identifier" value="BRTUHYNU9"/>
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                    <balance>1330000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>40305.56000000</valUSD>
                    <pctVal>0.00087500</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
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                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>3 Month USD LIBOR</issueTitle>
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                        <ticker value="US0003M"/>
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                  </descRefInstrmnt>
                  <floatingRecDesc curCd="N/A" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="N/A" pmntAmt="N/A">
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                  <fixedPmntDesc amount="N/A" curCd="N/A" fixedOrFloating="Fixed" fixedRt="N/A"/>
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                  <upfrontPmnt>N/A</upfrontPmnt>
                  <pmntCurCd>N/A</pmntCurCd>
                  <upfrontRcpt>N/A</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
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            <principalAmt>1330000.00000000</principalAmt>
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            <exercisePrice>2.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2024-06-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-13466.75000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Inmobiliaria Colonial Socimi SA</name>
        <lei>95980020140005007414</lei>
        <title>Inmobiliaria Colonial Socimi SA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0139140174"/>
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        <balance>670653.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
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        <pctVal>0.123225961950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Agnico Eagle Mines Ltd</name>
        <lei>YGE0EUBRF7IJOB3QRX76</lei>
        <title>Agnico Eagle Mines Ltd</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CA0084741085"/>
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        <balance>71528.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.26750000"/>
        <valUSD>3613363.19000000</valUSD>
        <pctVal>0.078467872129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWULUTV0"/>
          <other otherDesc="Internal Identifier" value="BRWULUTV0"/>
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        <balance>647000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-13343.86000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Consumer Price All Urban Non-Seasonally Adjusted Index</issueTitle>
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                  <ticker value="CPI"/>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-13356.84000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Diamondback Energy Inc</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>Diamondback Energy Inc</title>
        <cusip>25278X109</cusip>
        <identifiers>
          <isin value="US25278X1090"/>
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        <balance>38742.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5350270.20000000</valUSD>
        <pctVal>0.116186581818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States Treasury Note/Bond</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>91282CBX8</cusip>
        <identifiers>
          <isin value="US91282CBX83"/>
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        <balance>8400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8295656.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Corteva Inc</name>
        <lei>549300WZN9I2QKLS0O94</lei>
        <title>Corteva Inc</title>
        <cusip>22052L104</cusip>
        <identifiers>
          <isin value="US22052L1044"/>
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        <balance>301096.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15666024.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWUYR5E7"/>
          <other otherDesc="Internal Identifier" value="BRWUYR5E7"/>
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        <balance>755000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <ticker value="HICPX"/>
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      <invstOrSec>
        <name>Invitation Homes Inc</name>
        <lei>N/A</lei>
        <title>Invitation Homes Inc</title>
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          <isin value="US46187W1071"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Gymboree Holding Corp</name>
        <lei>N/A</lei>
        <title>Gymboree Holding Corp</title>
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        <balance>48577.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Ceridian HCM Holding Inc</name>
        <lei>549300T64GVCHFJ8L449</lei>
        <title>Ceridian HCM Holding Inc</title>
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        <curCd>USD</curCd>
        <valUSD>990876.74000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Asurion LLC</name>
        <lei>549300KNQVXGIOXWK278</lei>
        <title>Asurion LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="LX171643"/>
          <other otherDesc="Internal Identifier" value="LX171643"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>992290.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-03</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gorman-Rupp Co/The</name>
        <lei>N/A</lei>
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        <cusip>383082104</cusip>
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          <isin value="US3830821043"/>
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        <balance>12277.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>457441.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HGIM Corp</name>
        <lei>549300W0Q0ZDXP0FKI37</lei>
        <title>HGIM Corp</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="LX172240"/>
          <other otherDesc="Internal Identifier" value="LX172240"/>
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        <balance>1296575.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1231746.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Farm Credit Banks Funding Corp</name>
        <lei>N/A</lei>
        <title>Federal Farm Credit Banks Funding Corp</title>
        <cusip>3133ELD35</cusip>
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          <isin value="US3133ELD350"/>
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        <balance>12000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12005504.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.28000000</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>Antofagasta PLC</name>
        <lei>213800MY6QVH4FVLD628</lei>
        <title>Antofagasta PLC</title>
        <cusip>N/A</cusip>
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          <isin value="GB0000456144"/>
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        <balance>194367.00000000</balance>
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        <pctVal>0.085464168327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DS Smith PLC</name>
        <lei>39RSBE4RCI4M15BLWH36</lei>
        <title>DS Smith PLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0008220112"/>
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        <balance>1191997.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74543000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rio Tinto Ltd</name>
        <lei>529900X2VMAQT2PE0V24</lei>
        <title>Rio Tinto Ltd</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000RIO1"/>
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        <balance>53526.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37684000"/>
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        <pctVal>0.100239648265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oji Holdings Corp</name>
        <lei>529900LVC9GIIYUGE243</lei>
        <title>Oji Holdings Corp</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3174410005"/>
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        <balance>517200.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="114.96500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRTY2Z8X5"/>
          <other otherDesc="Internal Identifier" value="BRTY2Z8X5"/>
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        <balance>3555000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.74543000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="UKRPI"/>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="United Kingdom Retail Prices Index" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2039-10-15</terminationDt>
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            <unrealizedAppr>-1128270.22000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aena SME SA</name>
        <lei>959800R7QMXKF0NFMT29</lei>
        <title>Aena SME SA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0105046009"/>
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        <balance>260496.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
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        <pctVal>0.923243662234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Gecina SA</name>
        <lei>9695003E4MMA10IBTR26</lei>
        <title>Gecina SA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0010040865"/>
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        <balance>23913.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
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        <pctVal>0.065992777064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Snam SpA</name>
        <lei>8156002278562044AF79</lei>
        <title>Snam SpA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0003153415"/>
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        <balance>4590783.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Delek US Holdings Inc</name>
        <lei>5493003O53JMENV1N385</lei>
        <title>Delek US Holdings Inc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX171937"/>
          <other otherDesc="Internal Identifier" value="LX171937"/>
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        <balance>437034.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>425501.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-30</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaptions</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWW68X05"/>
          <other otherDesc="Internal Identifier" value="BRWW68X05"/>
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        <balance>1550000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-24135.80000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>JPMorgan Chase</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                        <ticker value="SOFR"/>
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      <invstOrSec>
        <name>Severn Trent PLC</name>
        <lei>213800RPBXRETY4A4C59</lei>
        <title>Severn Trent PLC</title>
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          <isin value="GB00B1FH8J72"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>IGT Holding IV AB</name>
        <lei>549300S0NZ6VQU5JU607</lei>
        <title>IGT Holding IV AB</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="LX193482"/>
          <other otherDesc="Internal Identifier" value="LX193482"/>
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        <balance>1499296.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1487122.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-31</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Ingevity Corp</name>
        <lei>5493009UTFC4B5IMGF87</lei>
        <title>Ingevity Corp</title>
        <cusip>45688C107</cusip>
        <identifiers>
          <isin value="US45688C1071"/>
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        <balance>17808.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1215039.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Naked Juice LLC</name>
        <lei>549300Y5TU1XQ1KVLJ64</lei>
        <title>Naked Juice LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX202256"/>
          <other otherDesc="Internal Identifier" value="LX202256"/>
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        <balance>135000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>135422.55000000</valUSD>
        <pctVal>0.002940838985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wilmar International Ltd</name>
        <lei>549300H2EAI4YRLWBB20</lei>
        <title>Wilmar International Ltd</title>
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          <isin value="SG1T56930848"/>
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        <currencyConditional curCd="SGD" exchangeRt="1.35570000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWXJU196"/>
          <other otherDesc="Internal Identifier" value="BRWXJU196"/>
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        <balance>680000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2091.16000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Secured Overnight Financing Rate</issueTitle>
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                  <ticker value="SOFR"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.46000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <terminationDt>2027-01-20</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>680000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2097.29000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FX Forwards</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="3070039661982"/>
          <other otherDesc="Internal Identifier" value="3070039661982"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>4723.32000000</valUSD>
        <pctVal>0.000102571717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America NA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>420000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>475667.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-03-03</settlementDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaptions</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWY6TLM0"/>
          <other otherDesc="Internal Identifier" value="BRWY6TLM0"/>
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        <balance>900000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Deutsche Bank AG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
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                    <counterpartyName>Deutsche Bank AG</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>Interest Rate Swap</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="BRWY6TLM0"/>
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                    <balance>900000.00000000</balance>
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                    <curCd>USD</curCd>
                    <valUSD>-9551.02000000</valUSD>
                    <pctVal>-0.00020700</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
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                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>Secured Overnight Financing Rate</issueTitle>
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                        <ticker value="SOFR"/>
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                  </descRefInstrmnt>
                  <floatingRecDesc curCd="N/A" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="N/A" pmntAmt="N/A">
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                  <fixedPmntDesc amount="N/A" curCd="N/A" fixedOrFloating="Fixed" fixedRt="N/A"/>
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                  <pmntCurCd>N/A</pmntCurCd>
                  <upfrontRcpt>N/A</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
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            </descRefInstrmnt>
            <principalAmt>900000.00000000</principalAmt>
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            <exercisePrice>1.45000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-08-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>933.98000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Signify NV</name>
        <lei>549300072P3J1X8NZO35</lei>
        <title>Signify NV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0011821392"/>
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        <balance>96715.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
        <valUSD>4947349.30000000</valUSD>
        <pctVal>0.107436742956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Inflation Indexed Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
        <cusip>912810PS1</cusip>
        <identifiers>
          <isin value="US912810PS15"/>
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        <balance>7964997.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9472124.07000000</valUSD>
        <pctVal>0.205696848404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.38000000</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>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWYQ1JV2"/>
          <other otherDesc="Internal Identifier" value="BRWYQ1JV2"/>
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        <balance>920000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.74543000"/>
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        <pctVal>-0.00056853998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>United Kingdom Retail Prices Index</issueTitle>
                <identifiers>
                  <ticker value="UKRPI"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="GBP" fixedOrFloating="Fixed" fixedRt="4.37000000"/>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="United Kingdom Retail Prices Index" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <terminationDt>2032-02-15</terminationDt>
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            <notionalAmt>920000.00000000</notionalAmt>
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            <unrealizedAppr>-26299.53000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EQT Corp</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT Corp</title>
        <cusip>26884L109</cusip>
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          <isin value="US26884L1098"/>
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        <balance>455676.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Halliburton Co</name>
        <lei>ENYF8GB5SMQZ25S06U51</lei>
        <title>Halliburton Co</title>
        <cusip>406216101</cusip>
        <identifiers>
          <isin value="US4062161017"/>
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        <balance>249886.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8378677.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Surgery Center Holdings Inc</name>
        <lei>54930054EVI5HWPPW113</lei>
        <title>Surgery Center Holdings Inc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX194711"/>
          <other otherDesc="Internal Identifier" value="LX194711"/>
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        <balance>3321365.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3288151.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-03</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
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          <other otherDesc="Internal Identifier" value="BRWYVYT76"/>
          <other otherDesc="Internal Identifier" value="BRWYVYT76"/>
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        <balance>1670000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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      <invstOrSec>
        <name>Amneal Pharmaceuticals LLC</name>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>CME</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Plaze Inc</name>
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        <name>Panama Government International Bond</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Serta Simmons Bedding LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>United States Treasury Inflation Indexed Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Vyaire Medical Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Inflation Indexed Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWW6CEX5"/>
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      <invstOrSec>
        <name>Safestore Holdings PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Project Ruby Ultimate Parent Corp</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Global Medical Response Inc</name>
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        <name>N/A</name>
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        <name>UPM-Kymmene Oyj</name>
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      <invstOrSec>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <name>US Radiology Specialists Inc</name>
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        <name>Ventas Inc</name>
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        <title>Ventas Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>Ferrovial SA</name>
        <lei>95980020140005757903</lei>
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        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWUU58P1"/>
          <other otherDesc="Internal Identifier" value="BRWUU58P1"/>
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        <balance>5625000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="US0003M"/>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Guangdong Investment Ltd</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Lennox International Inc</name>
        <lei>S7DWAC87RDMPBF77GJ92</lei>
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          <isin value="US5261071071"/>
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        <balance>14281.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3812027.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Univision Communications Inc</name>
        <lei>549300YQDE2JSGTL8V47</lei>
        <title>Univision Communications Inc</title>
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          <other otherDesc="Internal Identifier" value="LX161197"/>
          <other otherDesc="Internal Identifier" value="LX161197"/>
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        <balance>303364.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>301523.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>ArcelorMittal SA</name>
        <lei>2EULGUTUI56JI9SAL165</lei>
        <title>ArcelorMittal SA</title>
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          <isin value="LU1598757687"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>LU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRW4KA7P0"/>
          <other otherDesc="Internal Identifier" value="BRW4KA7P0"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH</counterpartyName>
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                <issuerName>N/A</issuerName>
                <issueTitle>Consumer Price All Urban Non-Seasonally Adjusted Index</issueTitle>
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                  <ticker value="CPI"/>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Georg Fischer AG</name>
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        <title>Georg Fischer AG</title>
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          <isin value="CH0001752309"/>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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          <ticker value="RXH2C"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWY483R7"/>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <title>United States Treasury Inflation Indexed Bonds</title>
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      <invstOrSec>
        <name>Federal Home Loan Banks</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>iQor US Inc</name>
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        <title>iQor US Inc</title>
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        <valUSD>357747.15000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac</name>
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        <fairValLevel>1</fairValLevel>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>California Resources Corp</name>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <name>Marathon Petroleum Corp</name>
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      </invstOrSec>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="KCN2C"/>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>NYB</counterpartyName>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Multifamily Structured Pass Through Certificates</name>
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          <isin value="US3137FNWZ90"/>
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        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRTY2Z6W9"/>
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              <counterpartyName>LCH</counterpartyName>
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      <invstOrSec>
        <name>Japan Metropolitan Fund Invest</name>
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          <isin value="JP3039710003"/>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWYD0JY2"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>Carnival Corp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CFE Capital S de RL de CV</name>
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        <title>CFE Capital S de RL de CV</title>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>TransDigm Inc</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
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          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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          <other otherDesc="Internal Identifier" value="BRW2C7SZ5"/>
        </identifiers>
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        <descOthUnits>Notional Amount</descOthUnits>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Deutsche Bank AG</counterpartyName>
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            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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              <nestedDerivInfo>
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                    <counterpartyName>Deutsche Bank AG</counterpartyName>
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                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
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                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="BRW2C7SZ5"/>
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                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>USD</curCd>
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                    <pctVal>-0.00115300</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
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                        <ticker value="US0003M"/>
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                  </descRefInstrmnt>
                  <fixedRecDesc amount="N/A" curCd="N/A" fixedOrFloating="Fixed" fixedRt="N/A"/>
                  <floatingPmntDesc curCd="N/A" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="N/A" pmntAmt="N/A">
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                  </floatingPmntDesc>
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                  <upfrontPmnt>N/A</upfrontPmnt>
                  <pmntCurCd>N/A</pmntCurCd>
                  <upfrontRcpt>N/A</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
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            </descRefInstrmnt>
            <principalAmt>1230000.00000000</principalAmt>
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            <exercisePrice>1.60000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-01</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-30628.16000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaptions</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRTTA0SC8"/>
          <other otherDesc="Internal Identifier" value="BRTTA0SC8"/>
        </identifiers>
        <balance>4810000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>Barclays Bank PLC</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
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                    <identifiers>
                      <other otherDesc="Internal Identifier" value="BRTTA0SC8"/>
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                    <balance>4810000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>-4354.68000000</valUSD>
                    <pctVal>-0.00009500</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
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                      <identifiers>
                        <ticker value="US0003M"/>
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                  </descRefInstrmnt>
                  <fixedRecDesc amount="N/A" curCd="N/A" fixedOrFloating="Fixed" fixedRt="N/A"/>
                  <floatingPmntDesc curCd="N/A" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="N/A" pmntAmt="N/A">
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                  <terminationDt>N/A</terminationDt>
                  <upfrontPmnt>N/A</upfrontPmnt>
                  <pmntCurCd>N/A</pmntCurCd>
                  <upfrontRcpt>N/A</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
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                  <curCd>USD</curCd>
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              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>4810000.00000000</principalAmt>
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            <exercisePrice>2.75000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-05-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>135182.19000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Select Energy Services Inc</name>
        <lei>54930094OK8LA3QDW486</lei>
        <title>Select Energy Services Inc</title>
        <cusip>81617J301</cusip>
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          <isin value="US81617J3014"/>
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        <balance>39203.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>324600.84000000</valUSD>
        <pctVal>0.007049038767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWYW0ET7"/>
          <other otherDesc="Internal Identifier" value="BRWYW0ET7"/>
        </identifiers>
        <balance>6410000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>280205.54000000</valUSD>
        <pctVal>0.006084949485</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Secured Overnight Financing Rate</issueTitle>
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                  <ticker value="SOFR"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.83000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <terminationDt>2024-11-29</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>6410000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>32164.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hiscox Ltd</name>
        <lei>5493007JXOLJ0QCY2D70</lei>
        <title>Hiscox Ltd</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BMG4593F1389"/>
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        <balance>300407.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74543000"/>
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        <pctVal>0.080273124549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWXUY3T9"/>
          <other otherDesc="Internal Identifier" value="BRWXUY3T9"/>
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        <balance>1750000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>CME</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="BRWVACX94"/>
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        <balance>1875000.00000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>NortonLifeLock Inc</name>
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        <title>NortonLifeLock Inc</title>
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          <other otherDesc="Internal Identifier" value="LX197253"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CHG PPC Parent LLC</name>
        <lei>54930019XJQNJAGXQ664</lei>
        <title>CHG PPC Parent LLC</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Colombia Government International Bond</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>Colombia Government International Bond</title>
        <cusip>195325DR3</cusip>
        <identifiers>
          <isin value="US195325DR36"/>
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        <balance>1060000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>912638.80000000</valUSD>
        <pctVal>0.019818883653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Maxar Technologies Ltd</name>
        <lei>5493007AITUJ9X4UWV14</lei>
        <title>Maxar Technologies Ltd</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="LX166203"/>
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        <balance>4251103.83000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4193416.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SRS Distribution Inc</name>
        <lei>549300ZQ3XP75BCYM468</lei>
        <title>SRS Distribution Inc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX202284"/>
          <other otherDesc="Internal Identifier" value="LX202284"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Terna - Rete Elettrica Nazionale</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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        <name>Skillsoft Corp</name>
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        <name>Lennar Corp - A Shares</name>
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        <name>N/A</name>
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              <counterpartyName>CME</counterpartyName>
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        <name>Caesars Resort Collection LLC</name>
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        <name>Cornerstone Building Brands Inc</name>
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        <name>MACOM Technology Solutions Holdings Inc</name>
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        <name>N/A</name>
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        <name>Gazprom PJSC</name>
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        <name>Trans Union LLC</name>
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        <name>Kloeckner Pentaplast of America Inc</name>
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        <name>Genesee &amp; Wyoming Inc</name>
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        <name>CyrusOne Inc</name>
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      <invstOrSec>
        <name>Kilroy Realty Corp</name>
        <lei>549300CXXI18B214UN80</lei>
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          <isin value="US49427F1084"/>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="BRWYQYGB7"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                  <derivAddlInfo>
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                        <ticker value="SOFR"/>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>ICON Luxembourg Sarl</name>
        <lei>635400PUWMHSPI2DDA35</lei>
        <title>ICON Luxembourg Sarl</title>
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          <other otherDesc="Internal Identifier" value="LX195616"/>
          <other otherDesc="Internal Identifier" value="LX195616"/>
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        <assetCat>LON</assetCat>
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        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWUEF570"/>
          <other otherDesc="Internal Identifier" value="BRWUEF570"/>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CME</counterpartyName>
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                  <ticker value="US0003M"/>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>8701.69000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="BRWVQBGC1"/>
          <other otherDesc="Internal Identifier" value="BRWVQBGC1"/>
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        <balance>410000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CME</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <ticker value="US0003M"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WestJet Airlines Ltd</name>
        <lei>N/A</lei>
        <title>WestJet Airlines Ltd</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="LX181751"/>
          <other otherDesc="Internal Identifier" value="LX181751"/>
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        <balance>1907020.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1853395.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-11</maturityDt>
          <couponKind>Floating</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>
      <invstOrSec>
        <name>Dynatrace LLC</name>
        <lei>254900U38IO5FMXCGH14</lei>
        <title>Dynatrace LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX175134"/>
          <other otherDesc="Internal Identifier" value="LX175134"/>
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        <balance>126791.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125801.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-08</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaptions</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWN6RP44"/>
          <other otherDesc="Internal Identifier" value="BRWN6RP44"/>
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        <balance>1710000.00000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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            <putOrCall>Put</putOrCall>
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      <invstOrSec>
        <name>Westrock Co</name>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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        <title>Interest Rate Swaptions</title>
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          <other otherDesc="Internal Identifier" value="BRWXTBSW7"/>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <name>POSCO</name>
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      <invstOrSec>
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        <name>Stora Enso Oyj</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>American Airlines Inc</name>
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      <invstOrSec>
        <name>EG America LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>CapitaLand Integrated Commercial Trust</name>
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        <name>Sekisui Chemical Co Ltd</name>
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      <invstOrSec>
        <name>Grupo Aeroportuario del Centro Norte SAB de CV</name>
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      <invstOrSec>
        <name>Trans Union LLC</name>
        <lei>X8NPN6PWJOM1QCTYFV34</lei>
        <title>Trans Union LLC</title>
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          <other otherDesc="Internal Identifier" value="LX183784"/>
          <other otherDesc="Internal Identifier" value="LX183784"/>
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        <curCd>USD</curCd>
        <valUSD>918090.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CCR SA</name>
        <lei>N/A</lei>
        <title>CCR SA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BRCCROACNOR2"/>
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        <balance>3754230.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="BRL" exchangeRt="5.15170000"/>
        <valUSD>8569937.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWULUN46"/>
          <other otherDesc="Internal Identifier" value="BRWULUN46"/>
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        <balance>402500.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Harmonised Indices of Consumer Prices Excluding Food and Energy</issueTitle>
                <identifiers>
                  <ticker value="HICPX"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Harmonised Indices of Consumer Prices Excluding Food and Energy" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LUKOIL PJSC</name>
        <lei>549300LCJ1UJXHYBWI24</lei>
        <title>LUKOIL PJSC</title>
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        <identifiers>
          <isin value="US69343P1057"/>
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        <balance>40677.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>762973.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>RU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaptions</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWY47YY0"/>
          <other otherDesc="Internal Identifier" value="BRWY47YY0"/>
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        <balance>1030000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>32357.53000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Deutsche Bank AG</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                    <counterpartyName>Deutsche Bank AG</counterpartyName>
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>Interest Rate Swap</title>
                    <cusip>N/A</cusip>
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                      <other otherDesc="Internal Identifier" value="BRWY47YY0"/>
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                    <curCd>USD</curCd>
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                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
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                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>Secured Overnight Financing Rate</issueTitle>
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                        <ticker value="SOFR"/>
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                  </descRefInstrmnt>
                  <fixedRecDesc amount="N/A" curCd="N/A" fixedOrFloating="Fixed" fixedRt="N/A"/>
                  <floatingPmntDesc curCd="N/A" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="N/A" pmntAmt="N/A">
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                  <rcptCurCd>N/A</rcptCurCd>
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            </descRefInstrmnt>
            <principalAmt>1030000.00000000</principalAmt>
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            <delta>XXXX</delta>
            <unrealizedAppr>3651.46000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWTDHWX3"/>
          <other otherDesc="Internal Identifier" value="BRWTDHWX3"/>
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        <balance>110000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2454.94000000</valUSD>
        <pctVal>0.000053311529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>3 Month USD LIBOR</issueTitle>
                <identifiers>
                  <ticker value="US0003M"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3 Month USD LIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.56000000"/>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>110000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2454.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Futures</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LNM2C"/>
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        <balance>139.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3562493.69000000</valUSD>
        <pctVal>0.077363188982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <ticker value="LNM2C"/>
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            </descRefInstrmnt>
            <expDate>2022-06-14</expDate>
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        <securityLending>
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      <invstOrSec>
        <name>BCP Trust 2021-330N</name>
        <lei>N/A</lei>
        <title>BCP Trust 2021-330N</title>
        <cusip>05553BAG0</cusip>
        <identifiers>
          <isin value="US05553BAG05"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4884354.50000000</valUSD>
        <pctVal>0.106068746536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWU4C9U3"/>
          <other otherDesc="Internal Identifier" value="BRWU4C9U3"/>
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        <balance>3630000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CME</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>3 Month USD LIBOR</issueTitle>
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                  <ticker value="US0003M"/>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>American Commercial Lines Inc</name>
        <lei>N/A</lei>
        <title>American Commercial Lines Inc</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="00085Q209"/>
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        <balance>573.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaptions</title>
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          <other otherDesc="Internal Identifier" value="BRTUHYNS4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
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        <name>Watts Water Technologies Inc</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Hertz Corp/The</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Gogo Intermediate Holdings LLC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Camden Property Trust</name>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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          <ticker value="SMK2C"/>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>PerkinElmer Inc</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Inflation Indexed Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912810RR14"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GFL Environmental Inc</name>
        <lei>549300FYK4MBXWIVZU26</lei>
        <title>GFL Environmental Inc</title>
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          <other otherDesc="Internal Identifier" value="LX191503"/>
          <other otherDesc="Internal Identifier" value="LX191503"/>
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        <balance>2182223.58000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWUU58S5"/>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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                <issuerName>N/A</issuerName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Newcrest Mining Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="BRWULZN37"/>
          <other otherDesc="Internal Identifier" value="BRWULZN37"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH</counterpartyName>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="CPI"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-78255.61000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CNT Holdings I Corp</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="LX190219"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Quarternorth Energy Holding Inc - Warrants</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="QUARTERW1"/>
          <other otherDesc="Internal Identifier" value="QUARTERW1"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>196030.00000000</valUSD>
        <pctVal>0.004256991662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Qualitas Ltd</name>
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        <title>Qualitas Ltd</title>
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          <isin value="AU0000195265"/>
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        <balance>1623669.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.37684000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Badger Meter Inc</name>
        <lei>5493002JENE20OGTUG20</lei>
        <title>Badger Meter Inc</title>
        <cusip>056525108</cusip>
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          <isin value="US0565251081"/>
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        <balance>45338.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="S K2C"/>
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        <balance>295.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>CBT</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <ticker value="S K2C"/>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="BRWY3NFK7"/>
          <other otherDesc="Internal Identifier" value="BRWY3NFK7"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <putOrCall>Put</putOrCall>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>Ormat Technologies Inc</name>
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      <invstOrSec>
        <name>Woodside Petroleum Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PCI Gaming Authority</name>
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        <title>PCI Gaming Authority</title>
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      <invstOrSec>
        <name>Berry Global Inc</name>
        <lei>549300AP2Q7ERHX6RI89</lei>
        <title>Berry Global Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWY6TLL2"/>
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        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Deutsche Bank AG</counterpartyName>
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                  <derivAddlInfo>
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                    <lei>N/A</lei>
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                  </derivAddlInfo>
                  <descRefInstrmnt>
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                      <issuerName>N/A</issuerName>
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                        <ticker value="SOFR"/>
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                  </descRefInstrmnt>
                  <fixedRecDesc amount="N/A" curCd="N/A" fixedOrFloating="Fixed" fixedRt="N/A"/>
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                  <rcptCurCd>N/A</rcptCurCd>
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            </descRefInstrmnt>
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            <exercisePriceCurCd>USD</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1959.70000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="BRWUPXN79"/>
          <other otherDesc="Internal Identifier" value="BRWUPXN79"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley &amp; Co</counterpartyName>
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                    <counterpartyName>Morgan Stanley &amp; Co</counterpartyName>
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                  <derivAddlInfo>
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                    <lei>N/A</lei>
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                  </derivAddlInfo>
                  <descRefInstrmnt>
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                  </descRefInstrmnt>
                  <floatingRecDesc curCd="N/A" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="N/A" pmntAmt="N/A">
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                  <rcptCurCd>N/A</rcptCurCd>
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            </descRefInstrmnt>
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          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="BRWYLRXX0"/>
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        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <putOrCall>Put</putOrCall>
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                    <counterpartyName>Deutsche Bank AG</counterpartyName>
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                  <derivAddlInfo>
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                    <lei>N/A</lei>
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                      <other otherDesc="Internal Identifier" value="BRWYLRXX0"/>
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                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
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                        <ticker value="SOFR"/>
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                  <fixedRecDesc amount="N/A" curCd="N/A" fixedOrFloating="Fixed" fixedRt="N/A"/>
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            <unrealizedAppr>22236.48000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="BRWU9XHN9"/>
          <other otherDesc="Internal Identifier" value="BRWU9XHN9"/>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CME</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>Boxer Parent Co Inc</name>
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      <invstOrSec>
        <name>Champ Acquisition Corp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dun &amp; Bradstreet Corp/The</name>
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        <title>Dun &amp; Bradstreet Corp/The</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sabre GLBL Inc</name>
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        <title>Sabre GLBL Inc</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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            <delta>XXXX</delta>
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          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Bright Bidco BV</name>
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        <fairValLevel>2</fairValLevel>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Viant Medical Holdings Inc</name>
        <lei>549300E68YOWU15QSF58</lei>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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      <invstOrSec>
        <name>Verisk Analytics Inc</name>
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          <isin value="US92345Y1064"/>
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        <name>New Zealand Government Bond</name>
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      <invstOrSec>
        <name>Nippon Prologis REIT Inc</name>
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        <name>Fortescue Metals Group Ltd</name>
        <lei>529900VEJFORCO6I4826</lei>
        <title>Fortescue Metals Group Ltd</title>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Deutsche Bank AG</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                    <name>N/A</name>
                    <lei>N/A</lei>
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                      <other otherDesc="Internal Identifier" value="BRWUASLZ6"/>
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                      <issuerName>N/A</issuerName>
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                        <ticker value="US0003M"/>
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      <invstOrSec>
        <name>Novolipetsk Steel PJSC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Precisely</name>
        <lei>N/A</lei>
        <title>Precisely</title>
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          <other otherDesc="Internal Identifier" value="LX199425"/>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWX91GR5"/>
          <other otherDesc="Internal Identifier" value="BRWX91GR5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="SOFR"/>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Delek US Holdings Inc</name>
        <lei>5493003O53JMENV1N385</lei>
        <title>Delek US Holdings Inc</title>
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          <other otherDesc="Internal Identifier" value="LX188203"/>
          <other otherDesc="Internal Identifier" value="LX188203"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWRD1V21"/>
          <other otherDesc="Internal Identifier" value="BRWRD1V21"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CME</counterpartyName>
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      <invstOrSec>
        <name>United States Treasury Bill</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912796G459"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>N/A</name>
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        <title>Futures</title>
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          <ticker value="TYM2C"/>
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        <fairValLevel>1</fairValLevel>
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        <name>Delta Topco Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWK1YCH5"/>
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        <name>iQor US Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CME</counterpartyName>
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        <name>Cia de Saneamento Basico do Estado de Sao Paulo</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Packaging Corp of America</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWCWH4R3"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                      <other otherDesc="Internal Identifier" value="BRWCWH4R3"/>
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      <invstOrSec>
        <name>Federal Realty Investment Trust</name>
        <lei>549300LI6XZ51GOCJ427</lei>
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          <isin value="US3137451015"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="GCJ2C"/>
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        <balance>529.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3422275.84000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>CMX</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <ticker value="GCJ2C"/>
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      <invstOrSec>
        <name>Hilton Grand Vacations Borrower LLC</name>
        <lei>254900HF0EZ734FDVY79</lei>
        <title>Hilton Grand Vacations Borrower LLC</title>
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          <other otherDesc="Internal Identifier" value="LX193532"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>VASA Trust 2021-VASA</name>
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          <isin value="US92230AAA43"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Romanian Government International Bond</name>
        <lei>315700IASY927EDWBK92</lei>
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          <isin value="XS2434895632"/>
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        <balance>475000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>RO</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>LCH</counterpartyName>
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      <invstOrSec>
        <name>SS&amp;C Technologies Inc</name>
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        <name>N/A</name>
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              <counterpartyName>LCH</counterpartyName>
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        <name>NextEra Energy Partners LP</name>
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        <name>PPL Corp</name>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <name>Federal Farm Credit Banks Funding Corp</name>
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      <invstOrSec>
        <name>athenahealth Inc</name>
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        <name>SeaWorld Parks &amp; Entertainment Inc</name>
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              <counterpartyName>LCH</counterpartyName>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>Severstal PAO</name>
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          <isin value="US8181503025"/>
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        <name>Valmet Oyj</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sumitomo Metal Mining Co Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
        <name>Buckeye Partners LP</name>
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        <balance>832122.95000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Team Health Holdings Inc</name>
        <lei>549300PVTQ4UDTTMQT11</lei>
        <title>Team Health Holdings Inc</title>
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          <other otherDesc="Internal Identifier" value="LX156377"/>
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        <balance>1924750.37000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Sylvamo Corp</name>
        <lei>5493001AOYU1ZOWOC971</lei>
        <title>Sylvamo Corp</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWYV1PP2"/>
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        <units>OU</units>
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        <name>Colombia Government International Bond</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Vertiv Group Corp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Azbil Corp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NextEra Energy Inc</name>
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        <fairValLevel>1</fairValLevel>
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          <other otherDesc="Internal Identifier" value="BRWYFJHY1"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH</counterpartyName>
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      <invstOrSec>
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        <name>Scotts Miracle-Gro Co/The</name>
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      <invstOrSec>
        <name>Gibson Energy Inc</name>
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      <invstOrSec>
        <name>United States Treasury Inflation Indexed Bonds</name>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Equinox Holdings Inc</name>
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      <invstOrSec>
        <name>Ali Group North America Corp</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Svenska Cellulosa AB SCA</name>
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        <name>N/A</name>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Clean Harbors Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWNP7P88"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CME</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>MLN US Holdco LLC</name>
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          <other otherDesc="Internal Identifier" value="LX174556"/>
          <other otherDesc="Internal Identifier" value="LX174556"/>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWZ03DY3"/>
          <other otherDesc="Internal Identifier" value="BRWZ03DY3"/>
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        <balance>172500.00000000</balance>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CME</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="SOFR"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
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          <isin value="US3135G03B75"/>
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        <balance>40000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40014301.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="BRWYS2G66"/>
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        <balance>1150000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CME</counterpartyName>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="US0003M"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWU0J5K8"/>
          <other otherDesc="Internal Identifier" value="BRWU0J5K8"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWUQ41F8"/>
          <other otherDesc="Internal Identifier" value="BRWUQ41F8"/>
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        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co</counterpartyName>
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            <writtenOrPur>Written</writtenOrPur>
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      <invstOrSec>
        <name>Home Depot Inc/The</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <title>Interest Rate Swaptions</title>
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        <name>Avolon TLB Borrower 1 US LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Clearwater Paper Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
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          <other otherDesc="Internal Identifier" value="BRWXUTEB7"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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      <invstOrSec>
        <name>American Electric Power Co Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Nomura Micro Science Co Ltd</name>
        <lei>N/A</lei>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Inflation Indexed Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
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          <isin value="US912810PV44"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWV2J7X4"/>
          <other otherDesc="Internal Identifier" value="BRWV2J7X4"/>
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        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Deutsche Bank AG</counterpartyName>
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            <writtenOrPur>Purchased</writtenOrPur>
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        <name>Zurn Water Solutions Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ABG Intermediate Holdings 2 LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Middlesex Water Co</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Nibe Industrier AB</name>
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        <name>Prestige Brands Inc</name>
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        <name>ACEA SpA</name>
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        <invCountry>IT</invCountry>
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      <invstOrSec>
        <name>Federal Home Loan Banks</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Exxon Mobil Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>United States Treasury Inflation Indexed Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912828ZJ22"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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          <ticker value="FVM2C"/>
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        <balance>177.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>CBT</counterpartyName>
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        <name>Ecopetrol SA</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Millennium Health LLC</name>
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        <name>N/A</name>
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              <counterpartyName>CME</counterpartyName>
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        <name>N/A</name>
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        <title>Futures</title>
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        <identifiers>
          <ticker value="WNM2C"/>
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            <payOffProf>Short</payOffProf>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <ticker value="SOFR"/>
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      <invstOrSec>
        <name>United States Cash Management Bill</name>
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        <name>Canfor Corp</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>Stars Group Holdings BV</name>
        <lei>549300RNFXC8F8RT6R13</lei>
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          <other otherDesc="Internal Identifier" value="LX174018"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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              <counterpartyName>CME</counterpartyName>
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        <name>Jazz Financing Lux Sarl</name>
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        <name>N/A</name>
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        <name>Everi Holdings Inc</name>
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      <invstOrSec>
        <name>Auckland International Airport Ltd</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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      <invstOrSec>
        <name>Herc Holdings Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Inflation Indexed Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
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          <isin value="US9128286N55"/>
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        <balance>14050142.40000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>Delta 2 Lux Sarl</name>
        <lei>549300BBG8Z3D6QSYP53</lei>
        <title>Delta 2 Lux Sarl</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="LX171161"/>
          <other otherDesc="Internal Identifier" value="LX171161"/>
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        <balance>4861555.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4812939.92000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CommScope Inc</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
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        <curCd>USD</curCd>
        <valUSD>463117.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>American States Water Co</name>
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          <isin value="US0298991011"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Gray Television Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>8th Avenue Food &amp; Provisions Inc</name>
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        <name>Canadian Natural Resources Ltd</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Reverb Buyer Inc</name>
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        <name>N/A</name>
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        <name>Holmen AB</name>
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              <counterpartyName>CME</counterpartyName>
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      <invstOrSec>
        <name>Cengage Learning Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>American Commercial Lines Inc Preferred B - Anti-Dilution Warrants</name>
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          <other otherDesc="Internal Identifier" value="00085Q183"/>
          <other otherDesc="Internal Identifier" value="00085Q183"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Olin Corp</name>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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        <name>Dexus</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>West Japan Railway Co</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>Freddie Mac Multifamily Structured Pass Through Certificates</name>
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      <invstOrSec>
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        <title>Frontier Communications Holdings LLC</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWWD88V7"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH</counterpartyName>
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                  <ticker value="UKRPI"/>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Iberdrola SA</name>
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          <isin value="ES0144580Y14"/>
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        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWYSHAB8"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="SOFR"/>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>3549.40000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Quarternorth Energy Holding Inc</name>
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        <title>Quarternorth Energy Holding Inc</title>
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          <other otherDesc="Internal Identifier" value="LX197535"/>
          <other otherDesc="Internal Identifier" value="LX197535"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>SolarEdge Technologies Inc</name>
        <lei>5493000K6Y58XXPDF853</lei>
        <title>SolarEdge Technologies Inc</title>
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          <isin value="US83417M1045"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWYCCB25"/>
          <other otherDesc="Internal Identifier" value="BRWYCCB25"/>
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        <balance>11770000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH</counterpartyName>
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                <issueTitle>6 Month Euro Interbank Offered Rate</issueTitle>
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                  <ticker value="EUR006M"/>
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      <invstOrSec>
        <name>Benchmark 2019-B15 Mortgage Trust</name>
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          <isin value="US08160KAH77"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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              <counterpartyName>CME</counterpartyName>
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        <name>N/A</name>
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        <name>United States Treasury Note/Bond</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Littelfuse Inc</name>
        <lei>549300MY7HLQFYTPCX75</lei>
        <title>Littelfuse Inc</title>
        <cusip>537008104</cusip>
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        <balance>19891.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clarios Global LP</name>
        <lei>549300474L1ZLXZY2P98</lei>
        <title>Clarios Global LP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX192923"/>
          <other otherDesc="Internal Identifier" value="LX192923"/>
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        <balance>1382318.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1366767.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Checkout Holding Corp</name>
        <lei>5493000F1R60SFVQY311</lei>
        <title>Checkout Holding Corp</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX178940"/>
          <other otherDesc="Internal Identifier" value="LX178940"/>
        </identifiers>
        <balance>162170.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>146629.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Futures</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CTN2C"/>
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        <balance>4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9193.28000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>NYB</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="CTN2C"/>
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            <expDate>2022-07-08</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-9193.28000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Crown Finance US Inc</name>
        <lei>N/A</lei>
        <title>Crown Finance US Inc</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="LX182972"/>
          <other otherDesc="Internal Identifier" value="LX182972"/>
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        <balance>852265.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>638031.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWYGBSQ2"/>
          <other otherDesc="Internal Identifier" value="BRWYGBSQ2"/>
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        <balance>1345000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>17414.12000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>CME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Secured Overnight Financing Rate</issueTitle>
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                  <ticker value="SOFR"/>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1345000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>17401.84000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Floating Rate Note</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Floating Rate Note</title>
        <cusip>91282CAA9</cusip>
        <identifiers>
          <isin value="US91282CAA99"/>
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        <balance>63000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63017354.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.44000000</annualizedRt>
          <isDefault>N</isDefault>
          <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>Artesian Resources Corp</name>
        <lei>N/A</lei>
        <title>Artesian Resources Corp</title>
        <cusip>043113208</cusip>
        <identifiers>
          <isin value="US0431132085"/>
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        <balance>5323.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>247413.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Norsk Hydro ASA</name>
        <lei>549300N1SDN71ZZ8BO45</lei>
        <title>Norsk Hydro ASA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NO0005052605"/>
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        <balance>952139.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="8.81580000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaptions</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWYCEGY6"/>
          <other otherDesc="Internal Identifier" value="BRWYCEGY6"/>
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        <balance>18020000.00000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
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        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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      <invstOrSec>
        <name>Iridium Satellite LLC</name>
        <lei>254900615BJ7139TFM33</lei>
        <title>Iridium Satellite LLC</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fluor Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Intrado Corp</name>
        <lei>5493005Z5DB0O5S30R71</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMC Entertainment Holdings Inc</name>
        <lei>549300ZO77UNR6NRBR11</lei>
        <title>AMC Entertainment Holdings Inc</title>
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        <balance>2376799.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2150551.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Amentum Government Services Holdings LLC</name>
        <lei>5493008CT6B5L54YSE94</lei>
        <title>Amentum Government Services Holdings LLC</title>
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        <valUSD>853016.80000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Anglo American PLC</name>
        <lei>549300S9XF92D1X8ME43</lei>
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          <isin value="GB00B1XZS820"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Weyerhaeuser Co</name>
        <lei>08IRJODWFYBI7QWRGS31</lei>
        <title>Weyerhaeuser Co</title>
        <cusip>962166104</cusip>
        <identifiers>
          <isin value="US9621661043"/>
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        <balance>314091.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRW1D21C7"/>
          <other otherDesc="Internal Identifier" value="BRW1D21C7"/>
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        <balance>1300000.00000000</balance>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH</counterpartyName>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="UKRPI"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="United Kingdom Retail Prices Index" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWYQV2B8"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="SOFR"/>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>CME</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRW6QLRQ1"/>
          <other otherDesc="Internal Identifier" value="BRW6QLRQ1"/>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CME</counterpartyName>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="US0003M"/>
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      <invstOrSec>
        <name>Lenzing AG</name>
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          <isin value="AT0000644505"/>
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        <invCountry>AT</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United Urban Investment Corp</name>
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          <isin value="JP3045540006"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Koninklijke Vopak NV</name>
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        <name>Federal Farm Credit Banks Funding Corp</name>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <name>Koninklijke DSM NV</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Clearway Energy Inc - Class C</name>
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        <name>Weber-Stephen Products LLC</name>
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        <name>KAR Auction Services Inc</name>
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        <name>Eyecare Partners LLC</name>
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      <invstOrSec>
        <name>Industrial &amp; Infrastructure Fund Investment Corp</name>
        <lei>353800WCHFY04YKYCI19</lei>
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          <isin value="JP3046500009"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Generac Holdings Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Hannover Rueck SE</name>
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          <isin value="DE0008402215"/>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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          <isin value="US912810FR42"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWK1YCG7"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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      <invstOrSec>
        <name>HUB International Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AI Aqua Merger Sub Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Alliance Laundry Systems LLC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>IQOR US Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>McGraw-Hill Education Inc</name>
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        <name>Klepierre SA</name>
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        <name>UFP Industries Inc</name>
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        <name>Vestas Wind Systems A/S</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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              <counterpartyName>CME</counterpartyName>
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                <issuerName>N/A</issuerName>
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        <name>Directv Financing LLC</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="BRWYHHJM7"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWHKRR49"/>
          <other otherDesc="Internal Identifier" value="BRWHKRR49"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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      <invstOrSec>
        <name>Federal Farm Credit Banks Funding Corp</name>
        <lei>N/A</lei>
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          <isin value="US3133ENBS81"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Altair Engineering Inc</name>
        <lei>549300FJ89HZ6GU9S994</lei>
        <title>Altair Engineering Inc</title>
        <cusip>021369103</cusip>
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          <isin value="US0213691035"/>
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        <balance>52800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3506976.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Peraton Corp</name>
        <lei>549300EQPCK07ZW63836</lei>
        <title>Peraton Corp</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="LX192468"/>
          <other otherDesc="Internal Identifier" value="LX192468"/>
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        <balance>496250.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>493148.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>TransMontaigne Operating Co LP</name>
        <lei>549300V4T155OZCUJ734</lei>
        <title>TransMontaigne Operating Co LP</title>
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          <other otherDesc="Internal Identifier" value="LX199645"/>
          <other otherDesc="Internal Identifier" value="LX199645"/>
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        <balance>835000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>825430.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>New World Development Co Ltd</name>
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          <isin value="HK0000608585"/>
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        <invCountry>HK</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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      <invstOrSec>
        <name>Chariot Buyer LLC</name>
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      <invstOrSec>
        <name>Penn National Gaming Inc</name>
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      <invstOrSec>
        <name>Staples Inc</name>
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        <name>N/A</name>
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        <name>CMS Energy Corp</name>
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        <name>iHeartCommunications Inc</name>
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        <name>InterRent Real Estate Investment Trust</name>
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      <invstOrSec>
        <name>United States Treasury Bill</name>
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        <name>Zelis Payments Buyer Inc</name>
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      </invstOrSec>
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        <name>Equinor ASA</name>
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        <cusip>N/A</cusip>
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          <isin value="NO0010096985"/>
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        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>European Union</name>
        <lei>529900FZRK8FGMPEOM08</lei>
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        <cusip>N/A</cusip>
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          <isin value="EU000A3KSXE1"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="HOK2C"/>
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        <balance>124.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1640602.41000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>NYM</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <ticker value="HOK2C"/>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWYPXQH6"/>
          <other otherDesc="Internal Identifier" value="BRWYPXQH6"/>
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        <balance>680000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>CME</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="SOFR"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>3135G0Y80</cusip>
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          <isin value="US3135G0Y807"/>
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        <balance>17000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17000161.33000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.16000000</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>
        <name>VICI Properties Inc</name>
        <lei>254900RKH6RY9KCJQH63</lei>
        <title>VICI Properties Inc</title>
        <cusip>925652109</cusip>
        <identifiers>
          <isin value="US9256521090"/>
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        <balance>324911.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sociedad Quimica y Minera de Chile SA</name>
        <lei>TJ88LXZZW5PWIN93ZC81</lei>
        <title>Sociedad Quimica y Minera de Chile SA</title>
        <cusip>833635105</cusip>
        <identifiers>
          <isin value="US8336351056"/>
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        <balance>57001.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3772326.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Osmose Utilities Services Inc</name>
        <lei>549300FSLVHLFZ3S0D82</lei>
        <title>Osmose Utilities Services Inc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX195486"/>
          <other otherDesc="Internal Identifier" value="LX195486"/>
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        <balance>399000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>393015.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-16</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWXYE7A6"/>
          <other otherDesc="Internal Identifier" value="BRWXYE7A6"/>
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        <balance>3400000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2901.19000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CME</counterpartyName>
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                <issuerName>N/A</issuerName>
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                  <ticker value="SOFR"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>NexTier Oilfield Solutions Inc</name>
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          <isin value="US65290C1053"/>
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        <balance>167528.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Stantec Inc</name>
        <lei>549300MZ7NGUZDCP2T16</lei>
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          <isin value="CA85472N1096"/>
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        <balance>73800.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.26750000"/>
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        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Xylem Inc/NY</name>
        <lei>549300DF5MV96DRYLQ48</lei>
        <title>Xylem Inc/NY</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>ASP Unifrax Holdings Inc</name>
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        <title>ASP Unifrax Holdings Inc</title>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWXDEEB9"/>
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      <invstOrSec>
        <name>Scientific Games International Inc</name>
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        <title>Scientific Games International Inc</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Devon Energy Corp</name>
        <lei>54930042348RKR3ZPN35</lei>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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        <cusip>N/A</cusip>
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          <ticker value="QSK2C"/>
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        <balance>237.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>ICE</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>Covanta Holding Corp</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="LX200339"/>
          <other otherDesc="Internal Identifier" value="LX200339"/>
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        <balance>49825.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49362.90000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-17</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Hongkong Land Holdings Ltd</name>
        <lei>213800XCHYNRPAYGXW28</lei>
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          <isin value="BMG4587L1090"/>
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        <balance>720200.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>Bausch Health Cos Inc</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Quikrete Holdings Inc</name>
        <lei>5493007KIN86DIZWZT22</lei>
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          <other otherDesc="Internal Identifier" value="LX155959"/>
          <other otherDesc="Internal Identifier" value="LX155959"/>
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        <balance>395091.20000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Enagas SA</name>
        <lei>213800OU3FQKGM4M2U23</lei>
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          <isin value="ES0130960018"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Kinder Morgan Inc</name>
        <lei>549300WR7IX8XE0TBO16</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Avaya Inc</name>
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        <name>American Tower Corp</name>
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        <name>N/A</name>
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              <counterpartyName>CME</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Nielsen Finance LLC</name>
        <lei>UJ76Y189LDMPCOCW7204</lei>
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          <other otherDesc="Internal Identifier" value="LX162460"/>
          <other otherDesc="Internal Identifier" value="LX162460"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hertz Corp/The</name>
        <lei>549300PD0C69OJ0NLB27</lei>
        <title>Hertz Corp/The</title>
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          <other otherDesc="Internal Identifier" value="LX195525"/>
          <other otherDesc="Internal Identifier" value="LX195525"/>
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        <balance>2111323.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2100513.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWYHBME4"/>
          <other otherDesc="Internal Identifier" value="BRWYHBME4"/>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CME</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <ticker value="SOFR"/>
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            <swapFlag>Y</swapFlag>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWJ2CKA1"/>
          <other otherDesc="Internal Identifier" value="BRWJ2CKA1"/>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>Deutsche Bank AG</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                    <counterpartyName>Deutsche Bank AG</counterpartyName>
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                        <ticker value="US0003M"/>
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            <exercisePrice>0.50800000</exercisePrice>
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            <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWVS14S9"/>
          <other otherDesc="Internal Identifier" value="BRWVS14S9"/>
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        <balance>7440000.00000000</balance>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>3 Month USD LIBOR</issueTitle>
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                  <ticker value="US0003M"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>Smurfit Kappa Group PLC</name>
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        <title>Smurfit Kappa Group PLC</title>
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        <identifiers>
          <isin value="IE00B1RR8406"/>
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        <balance>133657.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Xinyi Solar Holdings Ltd</name>
        <lei>529900QF7VIH03SB7Q08</lei>
        <title>Xinyi Solar Holdings Ltd</title>
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        <identifiers>
          <isin value="KYG9829N1025"/>
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        <balance>2496000.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.81460000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>LS Group OpCo Acquistion LLC</name>
        <lei>N/A</lei>
        <title>LS Group OpCo Acquistion LLC</title>
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          <other otherDesc="Internal Identifier" value="LX190472"/>
          <other otherDesc="Internal Identifier" value="LX190472"/>
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        <balance>742500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>734763.15000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaptions</title>
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          <other otherDesc="Internal Identifier" value="BRWTULCV1"/>
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      <invstOrSec>
        <name>Cineworld Group PLC - Warrants</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TricorBraun</name>
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        <title>TricorBraun</title>
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          <other otherDesc="Internal Identifier" value="LX192253"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Belk Inc</name>
        <lei>N/A</lei>
        <title>Belk Inc</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="LX193025"/>
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        <balance>231689.87000000</balance>
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        <curCd>USD</curCd>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Toll Brothers Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>China Water Affairs Group Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Inflation Indexed Bonds</name>
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        <name>MKS Instruments Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWXF2G21"/>
          <other otherDesc="Internal Identifier" value="BRWXF2G21"/>
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      <invstOrSec>
        <name>Range Resources Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Grifols Worldwide Operations USA Inc</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="LX183733"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWYXGHF8"/>
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      <invstOrSec>
        <name>Freeport-McMoRan Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Atkins Nutritionals Holdings Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRTUBDA68"/>
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        <name>DR Horton Inc</name>
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        <name>William Morris Endeavor Entertainment LLC</name>
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      <invstOrSec>
        <name>Salmar ASA</name>
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      <invstOrSec>
        <name>Uber Technologies Inc</name>
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      <invstOrSec>
        <name>Federal Farm Credit Banks Funding Corp</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Xcel Energy Inc</name>
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      <invstOrSec>
        <name>Empresas COPEC SA</name>
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        <assetCat>EC</assetCat>
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        <invCountry>CL</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Southern Copper Corp</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>PE</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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      <invstOrSec>
        <name>ICL Group Ltd</name>
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        <name>Darling Ingredients Inc</name>
        <lei>L1N0SPPKS7EXZYUMZ898</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>Welltower Inc</name>
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        <name>N/A</name>
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        <name>United States Treasury Floating Rate Note</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Floating Rate Note</title>
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        <name>Quarternorth Energy Holding Inc - Warrants</name>
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        <name>Fortune Brands Home &amp; Security Inc</name>
        <lei>54930032LHW54PQUJD44</lei>
        <title>Fortune Brands Home &amp; Security Inc</title>
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      <invstOrSec>
        <name>Altice Financing SA</name>
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          <other otherDesc="Internal Identifier" value="LX162006"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NCR Corp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Alpha 3 BV</name>
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          <other otherDesc="Internal Identifier" value="LX193211"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <name>DTI Holdco Inc</name>
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        <name>Carnival Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Transocean Ltd</name>
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          <isin value="CH0048265513"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PRA Health Sciences Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Birkenstock US BidCo Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWYXE0P9"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>Jo-Ann Stores LLC</name>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Atlas Arteria Ltd</name>
        <lei>N/A</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Franklin Electric Co Inc</name>
        <lei>RR6AURIKMXUE4Q24G284</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BHP Group Ltd</name>
        <lei>WZE1WSENV6JSZFK0JC28</lei>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Inflation Indexed Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Avery Dennison Corp</name>
        <lei>549300PW7VPFCYKLIV37</lei>
        <title>Avery Dennison Corp</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <name>Ahead DB Holdings LLC</name>
        <lei>254900L07WFL833JX193</lei>
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        <name>Vertiv Holdings Co</name>
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        <title>Vertiv Holdings Co</title>
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        <name>N/A</name>
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        <name>Garda World Security Corp</name>
        <lei>549300ZF1NDXLMCHNO20</lei>
        <title>Garda World Security Corp</title>
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        <invCountry>CA</invCountry>
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        <name>Zelis Payments Buyer Inc</name>
        <lei>549300U8NGLZN5R1Y309</lei>
        <title>Zelis Payments Buyer Inc</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
        <valUSD>510970.03000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-30</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Commercial Mortgage Trust 2019-GC41</name>
        <lei>N/A</lei>
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          <isin value="US17328FBB04"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="KWK2C"/>
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        <units>NC</units>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>CBT</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWX69W10"/>
          <other otherDesc="Internal Identifier" value="BRWX69W10"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CME</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWY8JW48"/>
          <other otherDesc="Internal Identifier" value="BRWY8JW48"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CME</counterpartyName>
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                  <ticker value="SOFR"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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        <securityLending>
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      <invstOrSec>
        <name>CITGO Petroleum Corp</name>
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          <other otherDesc="Internal Identifier" value="LX179155"/>
          <other otherDesc="Internal Identifier" value="LX179155"/>
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        <balance>458487.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>455965.61000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kurita Water Industries Ltd</name>
        <lei>52990086GS2ON69UMX34</lei>
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        <identifiers>
          <isin value="JP3270000007"/>
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        <balance>68400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="114.96500000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BW NHHC Holdco Inc</name>
        <lei>549300Y5ZHAEE7MHCH51</lei>
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          <other otherDesc="Internal Identifier" value="LX173288"/>
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        <balance>384212.31000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Quorum Health Corp</name>
        <lei>549300PO3E4YREFT1I57</lei>
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          <other otherDesc="Internal Identifier" value="LX189073"/>
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        <balance>340728.81000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Gulf Finance LLC</name>
        <lei>549300GL13V5C6ULWJ40</lei>
        <title>Gulf Finance LLC</title>
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          <other otherDesc="Internal Identifier" value="LX154101"/>
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        <balance>799300.02000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaptions</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
        <name>APA Group</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <name>Ingram Micro Inc</name>
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        <name>COMM 2018-HCLV Mortgage Trust</name>
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        <name>PGS ASA</name>
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        <name>N/A</name>
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        <name>Sumitomo Forestry Co Ltd</name>
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        <name>American Commercial Lines Inc Preferred A - Anti-Dilution Warrants</name>
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          <other otherDesc="Internal Identifier" value="00085Q142"/>
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      <invstOrSec>
        <name>Grupo Aeroportuario del Sureste SAB de CV</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>New Trojan Parent Inc</name>
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        <name>PMHC II Inc</name>
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        <name>HollyFrontier Corp</name>
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        <name>Atlantia SpA</name>
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        <name>Energy Recovery Inc</name>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <name>United States Treasury Note/Bond</name>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <name>Phillips 66</name>
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        <name>United States Treasury Bill</name>
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        <name>United States Treasury Floating Rate Note</name>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <name>Digital Core REIT Management Pte Ltd</name>
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        <name>Empresas CMPC SA</name>
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      <invstOrSec>
        <name>Sinclair Television Group Inc</name>
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        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
        <valUSD>245407.46000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Geberit AG</name>
        <lei>52990093Z5OHD6T7BS47</lei>
        <title>Geberit AG</title>
        <cusip>N/A</cusip>
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          <isin value="CH0030170408"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NEXTDC Ltd</name>
        <lei>529900RTERU3X7G3D672</lei>
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        <cusip>N/A</cusip>
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          <isin value="AU000000NXT8"/>
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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>California Water Service Group</name>
        <lei>529900QABDOBU6UVRQ36</lei>
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          <isin value="US1307881029"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Alcoa Corp</name>
        <lei>549300T12EZ1F6PWWU29</lei>
        <title>Alcoa Corp</title>
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          <isin value="US0138721065"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freeport LNG Investments LLLP</name>
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        <title>Freeport LNG Investments LLLP</title>
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          <other otherDesc="Internal Identifier" value="LX200265"/>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWDRXPF5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CME</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Physician Partners LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="LX201739"/>
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        <curCd>USD</curCd>
        <valUSD>744375.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-12-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>MillerKnoll Inc</name>
        <lei>U98HXD3PNK7HYU2MU887</lei>
        <title>MillerKnoll Inc</title>
        <cusip>N/A</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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              <counterpartyName>CME</counterpartyName>
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        <name>Total Produce USA Holdings Inc</name>
        <lei>6354003TAQGTGLQ3AW21</lei>
        <title>Total Produce USA Holdings Inc</title>
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        <assetCat>LON</assetCat>
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        <curCd>USD</curCd>
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        <name>Driven Brands Holdings Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Neste Oyj</name>
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        <invCountry>FI</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Metro-Goldwyn-Mayer Inc</name>
        <lei>8JA4NT75BITP5LG6P072</lei>
        <title>Metro-Goldwyn-Mayer Inc</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>Interest Rate Swaps</title>
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        <name>United States Treasury Inflation Indexed Bonds</name>
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        <name>UBS-Barclays Commercial Mortgage Trust 2012-C3</name>
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        <name>ZoomInfo LLC</name>
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          <ticker value="UXYM2C"/>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>CBT</counterpartyName>
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                <issuerName>N/A</issuerName>
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        <name>United States Treasury Floating Rate Note</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CCQ24"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>NYM</counterpartyName>
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        <name>Phoenix Guarantor Inc</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="LX185399"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Reliance Industries Ltd</name>
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        <identifiers>
          <isin value="US7594701077"/>
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        <balance>55536.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3485906.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Rackspace Technology Global Inc</name>
        <lei>549300QTYCKLMFSE8I97</lei>
        <title>Rackspace Technology Global Inc</title>
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          <other otherDesc="Internal Identifier" value="LX192323"/>
          <other otherDesc="Internal Identifier" value="LX192323"/>
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        <balance>5733456.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5551706.11000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Inflation Indexed Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
        <cusip>912810QV3</cusip>
        <identifiers>
          <isin value="US912810QV35"/>
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        <balance>9095078.50500000</balance>
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        <curCd>USD</curCd>
        <valUSD>10843571.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Futures</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LHJ2C"/>
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        <balance>263.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1796266.18000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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            <payOffProf>Long</payOffProf>
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            <expDate>2022-04-15</expDate>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Futures</title>
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        <identifiers>
          <ticker value="COK2C"/>
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        <balance>537.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8506752.12000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>ICE</counterpartyName>
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                <issueTitle>Brent Crude; May 2022</issueTitle>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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                  <ticker value="SOFR"/>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="LCM2C"/>
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              <counterpartyName>CME</counterpartyName>
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                <issueTitle>Live Cattle; June 2022</issueTitle>
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      <invstOrSec>
        <name>Western Forest Products Inc</name>
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        <name>Finastra USA Inc</name>
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        <name>Tetra Tech Inc</name>
        <lei>549300UJ1LP7JGJC5P32</lei>
        <title>Tetra Tech Inc</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <name>Flughafen Zurich AG</name>
        <lei>529900PFO97GCN5SYB55</lei>
        <title>Flughafen Zurich AG</title>
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          <isin value="CH0319416936"/>
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        <balance>28925.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LCH</counterpartyName>
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                <issuerName>N/A</issuerName>
                <issueTitle>Consumer Price All Urban Non-Seasonally Adjusted Index</issueTitle>
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                  <ticker value="CPI"/>
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        <name>Vantage Towers AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Caesars Resort Collection LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Vitasoy International Holdings Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>United States Treasury Floating Rate Note</name>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Clear Channel Outdoor Holdings Inc</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Travelport Finance Luxembourg Sarl</name>
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      <invstOrSec>
        <name>Petroleo Brasileiro SA</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Fomento de Construcciones y Contratas SA</name>
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            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>Deutsche Bank AG</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>Interest Rate Swap</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="BRWV2J7W6"/>
                    </identifiers>
                    <balance>3420000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>78366.63000000</valUSD>
                    <pctVal>0.00170200</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>3 Month USD LIBOR</issueTitle>
                      <identifiers>
                        <ticker value="US0003M"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <floatingRecDesc curCd="N/A" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="N/A" pmntAmt="N/A">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="N/A" resetDt="Month" resetDtUnit="N/A"/>
                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="N/A" curCd="N/A" fixedOrFloating="Fixed" fixedRt="N/A"/>
                  <terminationDt>N/A</terminationDt>
                  <upfrontPmnt>N/A</upfrontPmnt>
                  <pmntCurCd>N/A</pmntCurCd>
                  <upfrontRcpt>N/A</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
                  <notionalAmt>3420000.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>3420000.00000000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.54000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-08-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>34590.63000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Futures</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SIK2C"/>
        </identifiers>
        <balance>269.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1496866.05000000</valUSD>
        <pctVal>0.032505975079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CMX</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Silver; May 2022</issueTitle>
                <identifiers>
                  <ticker value="SIK2C"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-05-27</expDate>
            <notionalAmt>32772270.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1496866.05000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaptions</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWCWH4Q5"/>
          <other otherDesc="Internal Identifier" value="BRWCWH4Q5"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-84676.17000000</valUSD>
        <pctVal>-0.00183882951</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>Barclays Bank PLC</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>Interest Rate Swap</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="BRWCWH4Q5"/>
                    </identifiers>
                    <balance>1100000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>-84676.17000000</valUSD>
                    <pctVal>-0.00183900</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>3 Month USD LIBOR</issueTitle>
                      <identifiers>
                        <ticker value="US0003M"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="N/A" curCd="N/A" fixedOrFloating="Fixed" fixedRt="N/A"/>
                  <floatingPmntDesc curCd="N/A" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="N/A" pmntAmt="N/A">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="N/A" resetDt="Month" resetDtUnit="N/A"/>
                    </rtResetTenors>
                  </floatingPmntDesc>
                  <terminationDt>N/A</terminationDt>
                  <upfrontPmnt>N/A</upfrontPmnt>
                  <pmntCurCd>N/A</pmntCurCd>
                  <upfrontRcpt>N/A</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
                  <notionalAmt>1100000.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>1100000.00000000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.25300000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-01-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-48431.17000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Belron Finance</name>
        <lei>N/A</lei>
        <title>Belron Finance</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX183598"/>
          <other otherDesc="Internal Identifier" value="LX183598"/>
        </identifiers>
        <balance>735028.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>725384.63000000</valUSD>
        <pctVal>0.015752468102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.56000000</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>US Foods Inc</name>
        <lei>5493000JOOFAOUY1JZ87</lei>
        <title>US Foods Inc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX200411"/>
          <other otherDesc="Internal Identifier" value="LX200411"/>
        </identifiers>
        <balance>1220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1205055.00000000</valUSD>
        <pctVal>0.026169000091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.85000000</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>N/A</name>
        <lei>N/A</lei>
        <title>Futures</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SMZ2C"/>
        </identifiers>
        <balance>171.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>194071.05000000</valUSD>
        <pctVal>0.004214451062</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CBT</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Soybean Meal; December 2022</issueTitle>
                <identifiers>
                  <ticker value="SMZ2C"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-12-15</expDate>
            <notionalAmt>6875910.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>194071.05000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWUNBYB8"/>
          <other otherDesc="Internal Identifier" value="BRWUNBYB8"/>
        </identifiers>
        <balance>1845000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>28512.19000000</valUSD>
        <pctVal>0.000619171326</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>3 Month USD LIBOR</issueTitle>
                <identifiers>
                  <ticker value="US0003M"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3 Month USD LIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.98000000"/>
            <terminationDt>2024-04-26</terminationDt>
            <upfrontPmnt>7.07000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1845000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>28505.12000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWJ9VQX6"/>
          <other otherDesc="Internal Identifier" value="BRWJ9VQX6"/>
        </identifiers>
        <balance>2080000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>4640.81000000</valUSD>
        <pctVal>0.000100779928</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>3 Month USD LIBOR</issueTitle>
                <identifiers>
                  <ticker value="US0003M"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3 Month USD LIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.71000000"/>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2080000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4637.86000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Interpump Group SpA</name>
        <lei>815600C79D0F31F4D395</lei>
        <title>Interpump Group SpA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0001078911"/>
        </identifiers>
        <balance>49412.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
        <valUSD>2667621.89000000</valUSD>
        <pctVal>0.057930133880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Peruvian Government International Bond</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>Peruvian Government International Bond</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2314020806"/>
        </identifiers>
        <balance>325000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
        <valUSD>311079.65000000</valUSD>
        <pctVal>0.006755412316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</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>Syniverse Holdings Inc</name>
        <lei>549300CYZBHMZC8VLL59</lei>
        <title>Syniverse Holdings Inc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX171276"/>
          <other otherDesc="Internal Identifier" value="LX171276"/>
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        <balance>4647365.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4556369.71000000</valUSD>
        <pctVal>0.098946221838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SIG Combibloc Group AG</name>
        <lei>5493004Z6P7TSVB1L042</lei>
        <title>SIG Combibloc Group AG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0435377954"/>
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        <balance>189587.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.91710000"/>
        <valUSD>4254646.29000000</valUSD>
        <pctVal>0.092393989612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FirstEnergy Corp</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FirstEnergy Corp</title>
        <cusip>337932107</cusip>
        <identifiers>
          <isin value="US3379321074"/>
        </identifiers>
        <balance>367175.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15366273.75000000</valUSD>
        <pctVal>0.333694328614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>Forterra Inc</name>
        <lei>549300M8CB93DI1JD480</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="SWO">
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>Energy Fuels Inc/Canada</name>
        <lei>529900P0GCATXMGK8I62</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Zurn LLC</name>
        <lei>549300XLZXRC2KJ6VK87</lei>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="BRWHLSBU5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>DiaSorin SpA</name>
        <lei>8156002878BDF0EE4348</lei>
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          <isin value="IT0003492391"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Endo Luxembourg Finance Co I Sarl</name>
        <lei>222100B15VY0VVCTG251</lei>
        <title>Endo Luxembourg Finance Co I Sarl</title>
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          <other otherDesc="Internal Identifier" value="LX193328"/>
          <other otherDesc="Internal Identifier" value="LX193328"/>
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        <assetCat>LON</assetCat>
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        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="BRWW9TVN8"/>
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        <descOthUnits>Notional Amount</descOthUnits>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <ticker value="SOFR"/>
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      <invstOrSec>
        <name>EDP Renovaveis SA</name>
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      <invstOrSec>
        <name>Mallinckrodt International Finance SA</name>
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        <name>Centuri Group Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CubeSmart</name>
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        <name>Summit Industrial Income REIT</name>
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          <other otherDesc="Internal Identifier" value="BRWYCBGF3"/>
          <other otherDesc="Internal Identifier" value="BRWYCBGF3"/>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-16282.13000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="SOFR"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <notionalAmt>1280000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-16302.70000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Farm Credit Banks Funding Corp</name>
        <lei>N/A</lei>
        <title>Federal Farm Credit Banks Funding Corp</title>
        <cusip>3133EMVP4</cusip>
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          <isin value="US3133EMVP40"/>
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        <balance>4400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4346345.17000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hubbell Inc</name>
        <lei>54930088VDQ6840Y6597</lei>
        <title>Hubbell Inc</title>
        <cusip>443510607</cusip>
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          <isin value="US4435106079"/>
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        <balance>30562.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5447676.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>3135G04J9</cusip>
        <identifiers>
          <isin value="US3135G04J92"/>
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        <balance>14000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14005242.86000000</valUSD>
        <pctVal>0.304138152767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.28000000</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>Vonovia SE</name>
        <lei>5299005A2ZEP6AP7KM81</lei>
        <title>Vonovia SE</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A1ML7J1"/>
        </identifiers>
        <balance>323468.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
        <valUSD>17170708.65000000</valUSD>
        <pctVal>0.372879475402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Commercial Lines Inc Preferred A</name>
        <lei>N/A</lei>
        <title>American Commercial Lines Inc Preferred A</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="00085Q407"/>
          <other otherDesc="Internal Identifier" value="00085Q407"/>
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        <balance>2133.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50658.75000000</valUSD>
        <pctVal>0.001100106495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dotdash Meredith</name>
        <lei>N/A</lei>
        <title>Dotdash Meredith</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX200664"/>
          <other otherDesc="Internal Identifier" value="LX200664"/>
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        <balance>1769000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1756846.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.50000000</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>Playtika Holding Corp</name>
        <lei>254900E35Z4TKA4UFG64</lei>
        <title>Playtika Holding Corp</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX193198"/>
          <other otherDesc="Internal Identifier" value="LX193198"/>
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        <balance>382112.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>377771.70000000</valUSD>
        <pctVal>0.008203698297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWUDEQJ5"/>
          <other otherDesc="Internal Identifier" value="BRWUDEQJ5"/>
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        <balance>1835000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>34074.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>3 Month USD LIBOR</issueTitle>
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                  <ticker value="US0003M"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3 Month USD LIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hess Corp</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>Hess Corp</title>
        <cusip>42809H107</cusip>
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          <isin value="US42809H1077"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sunac Services Holdings Ltd</name>
        <lei>549300K4OFRSVPWF2W77</lei>
        <title>Sunac Services Holdings Ltd</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KYG8569B1041"/>
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        <balance>2262500.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.81460000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal Identifier" value="BRWQ3G7F9"/>
          <other otherDesc="Internal Identifier" value="BRWQ3G7F9"/>
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        <balance>300000.00000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Harmonised Indices of Consumer Prices Excluding Food and Energy</issueTitle>
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                  <ticker value="HICPX"/>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="1.79000000"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Japanese Government CPI Linked Bond</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japanese Government CPI Linked Bond</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1120231J51"/>
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        <balance>496685.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="114.96500000"/>
        <valUSD>4492.70000000</valUSD>
        <pctVal>0.000097563569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</annualizedRt>
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      <invstOrSec>
        <name>Polyus PJSC</name>
        <lei>549300FUXVT7TF6ZKV71</lei>
        <title>Polyus PJSC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US73181M1172"/>
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        <balance>37081.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1978964.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>RU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Nippon Steel Corp</name>
        <lei>35380065QWQ4U2V3PA33</lei>
        <title>Nippon Steel Corp</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3381000003"/>
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        <balance>237200.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="114.96500000"/>
        <valUSD>4342887.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Duerr AG</name>
        <lei>5299003APZ54EDTSRO20</lei>
        <title>Duerr AG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0005565204"/>
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        <balance>24332.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89186000"/>
        <valUSD>876292.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Repligen Corp</name>
        <lei>54930006QJ0T5AUO1E71</lei>
        <title>Repligen Corp</title>
        <cusip>759916109</cusip>
        <identifiers>
          <isin value="US7599161095"/>
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        <balance>24570.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4832919.00000000</valUSD>
        <pctVal>0.104951772120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Avaya Inc</name>
        <lei>N/A</lei>
        <title>Avaya Inc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="LX190026"/>
          <other otherDesc="Internal Identifier" value="LX190026"/>
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        <curCd>USD</curCd>
        <valUSD>2798636.13000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Red Electrica Corp SA</name>
        <lei>5493009HMD0C90GUV498</lei>
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        <cusip>N/A</cusip>
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          <isin value="ES0173093024"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Healthcare Trust of America Inc</name>
        <lei>549300L0I14L7I0VLX84</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SkyMiles IP Ltd</name>
        <lei>2549008L7P4I8VB90936</lei>
        <title>SkyMiles IP Ltd</title>
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          <other otherDesc="Internal Identifier" value="LX189934"/>
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        <curCd>USD</curCd>
        <valUSD>1148675.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>United Airlines Inc</name>
        <lei>K1OQBWM7XEOO08LDNP29</lei>
        <title>United Airlines Inc</title>
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          <other otherDesc="Internal Identifier" value="LX194289"/>
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        <balance>1241246.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1232967.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Farm Credit Banks Funding Corp</name>
        <lei>N/A</lei>
        <title>Federal Farm Credit Banks Funding Corp</title>
        <cusip>3133EMXM9</cusip>
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          <isin value="US3133EMXM90"/>
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        <balance>5100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5036103.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="BRW9YF0R6"/>
          <other otherDesc="Internal Identifier" value="BRW9YF0R6"/>
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        <balance>2890000.00000000</balance>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH</counterpartyName>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="UKRPI"/>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nine Dragons Paper Holdings Ltd</name>
        <lei>529900TBMYEYJ2LEV906</lei>
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          <isin value="BMG653181005"/>
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        <balance>3833000.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.81460000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Lindsay Corp</name>
        <lei>549300ZFO0QG5H8TPI61</lei>
        <title>Lindsay Corp</title>
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          <isin value="US5355551061"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BP PLC</name>
        <lei>213800LH1BZH3DI6G760</lei>
        <title>BP PLC</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>XPO Logistics Inc</name>
        <lei>54930096DB9LCLPN7H13</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>Sibanye Stillwater Ltd</name>
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        <name>Magenta Buyer LLC</name>
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        <name>American Commercial Lines Inc - Warrants</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWYLRXW2"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>Repsol SA</name>
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          <isin value="ES0173516115"/>
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        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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          <other otherDesc="Internal Identifier" value="BRWXDF5X8"/>
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        <fairValLevel>2</fairValLevel>
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            <delta>XXXX</delta>
            <unrealizedAppr>-9608.44000000</unrealizedAppr>
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      <invstOrSec>
        <name>Agree Realty Corp</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Asplundh Tree Expert LLC</name>
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          <other otherDesc="Internal Identifier" value="LX192678"/>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Emera Inc</name>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>BX Trust 2021-SDMF</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ultra Clean Holdings Inc</name>
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      <invstOrSec>
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        <name>Pembina Pipeline Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>CME</counterpartyName>
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        <name>Legrand SA</name>
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        <name>United States Treasury Floating Rate Note</name>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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      <invstOrSec>
        <name>Mercer International Inc</name>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Windstream Services LLC</name>
        <lei>549300KT9GVEBYCD2N29</lei>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
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          <isin value="US30040W1080"/>
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        <balance>116637.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Prologis Inc</name>
        <lei>529900DFH19P073LZ636</lei>
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          <isin value="US74340W1036"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Daiwa Office Investment Corp</name>
        <lei>N/A</lei>
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          <isin value="JP3046310003"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHG Healthcare Services Inc</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SS&amp;C Technologies Inc</name>
        <lei>549300KY09TR3J12JU49</lei>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Callaway Golf Co</name>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>McAfee LLC</name>
        <lei>549300713UKUTLV9T378</lei>
        <title>McAfee LLC</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Checkout Holding Corp</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BroadStreet Partners Inc</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Tatneft PJSC</name>
        <lei>253400PAT768SVJMV121</lei>
        <title>Tatneft PJSC</title>
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        <invCountry>RU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>South32 Ltd</name>
        <lei>213800LAZNPXSBKVHR17</lei>
        <title>South32 Ltd</title>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <units>NC</units>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Ingredion Inc</name>
        <lei>PKSTQ48QDN0XSVS7YK88</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Arches Buyer Inc</name>
        <lei>2549009ADY4208OH2Y47</lei>
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          <other otherDesc="Internal Identifier" value="LX192925"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sunstone Hotel Investors Inc</name>
        <lei>529900ZQ2V52V96ATF67</lei>
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        <balance>213135.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Identifier" value="BRWY6VE76"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <writtenOrPur>Written</writtenOrPur>
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        <name>N/A</name>
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              <counterpartyName>CME</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Liberty Oilfield Services Inc</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Nascar Holdings LLC</name>
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        <name>N/A</name>
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        <name>Onex TSG Intermediate Corp</name>
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        <name>Phoenix Newco Inc</name>
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        <name>Yara International ASA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Suzano SA</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KKR Apple Bidco LLC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Spirax-Sarco Engineering PLC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>International Paper Co</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>American Homes 4 Rent</name>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>Wheaton Precious Metals Corp</name>
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        <name>N/A</name>
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        <name>Centuria Industrial REIT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Unicharm Corp</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CF Industries Holdings Inc</name>
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        <assetCat>EC</assetCat>
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        <name>Glencore PLC</name>
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        <name>Royal Bank of Canada; Bloomberg Commodity Index 2 Month Forward Total ReturnSM Index Linked Note</name>
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        <name>WEX Inc</name>
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        <name>Dexko Global Inc</name>
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        <name>Froneri US Inc</name>
        <lei>N/A</lei>
        <title>Froneri US Inc</title>
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        <valUSD>655374.30000000</valUSD>
        <pctVal>0.014232122282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.36000000</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>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaptions</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWWLB2R6"/>
          <other otherDesc="Internal Identifier" value="BRWWLB2R6"/>
        </identifiers>
        <balance>2497000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-37860.41000000</valUSD>
        <pctVal>-0.00082217747</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>JPMorgan Chase</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>JPMorgan Chase</counterpartyName>
                    <counterpartyLei>N/A</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>Interest Rate Swap</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="BRWWLB2R6"/>
                    </identifiers>
                    <balance>2497000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>USD</curCd>
                    <valUSD>-37860.41000000</valUSD>
                    <pctVal>-0.00082200</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="Other - OTC" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>Secured Overnight Financing Rate</issueTitle>
                      <identifiers>
                        <ticker value="SOFR"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <floatingRecDesc curCd="N/A" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="N/A" pmntAmt="N/A">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="N/A" resetDt="Month" resetDtUnit="N/A"/>
                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="N/A" curCd="N/A" fixedOrFloating="Fixed" fixedRt="N/A"/>
                  <terminationDt>N/A</terminationDt>
                  <upfrontPmnt>N/A</upfrontPmnt>
                  <pmntCurCd>N/A</pmntCurCd>
                  <upfrontRcpt>N/A</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
                  <notionalAmt>2497000.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <principalAmt>2497000.00000000</principalAmt>
            <curCd>USD</curCd>
            <exercisePrice>1.42100000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-12-16</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>32305.29000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWBHVCZ4"/>
          <other otherDesc="Internal Identifier" value="BRWBHVCZ4"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.74543000"/>
        <valUSD>-265461.93000000</valUSD>
        <pctVal>-0.00576477693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>United Kingdom Retail Prices Index</issueTitle>
                <identifiers>
                  <ticker value="UKRPI"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="GBP" fixedOrFloating="Fixed" fixedRt="3.33000000"/>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="United Kingdom Retail Prices Index" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2040-11-15</terminationDt>
            <upfrontPmnt>8840.67000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>690000.00000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-274302.60000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Interest Rate Swaps</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="BRWXAT4G9"/>
          <other otherDesc="Internal Identifier" value="BRWXAT4G9"/>
        </identifiers>
        <balance>360000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1275.98000000</valUSD>
        <pctVal>0.000027709208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Other - Exchange" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Secured Overnight Financing Rate</issueTitle>
                <identifiers>
                  <ticker value="SOFR"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.60000000"/>
            <terminationDt>2032-01-12</terminationDt>
            <upfrontPmnt>5.74000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>360000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1270.24000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Not applicable for derivative asset types" noteItem="C.5.a"/>
      <explntrNote note="It is a policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract." noteItem="C.12.a"/>
      <explntrNote note="Returns shown in Item B.5.a have been calculated without deducting any applicable sales loads or redemption fees" noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2022-03-25</ncom:dateSigned>
      <ncom:nameOfApplicant>Principal Funds, Inc</ncom:nameOfApplicant>
      <ncom:signature>Megan Hoffmann</ncom:signature>
      <ncom:signerName>/s/ Megan Hoffmann</ncom:signerName>
      <ncom:title>Vice President and Controller</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
