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                <name>JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH2</name>
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                <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1</name>
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                <name>ENCORE CREDIT RECEIVABLES TRUST 2005-4</name>
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                <debtSec>
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                <name>TOYOTA AUTO RECEIVABLES 2021-A OWNER TRUST</name>
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                <name>WORLD OMNI AUTO RECEIVABLES TRUST 2021-A</name>
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                <name>GSAA TRUST</name>
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                <name>NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-C</name>
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                <name>HONDA AUTO RECEIVABLES 2021-1 OWNER TRUST</name>
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                    <isin value="US43813GAB77"/>
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                <name>FORD CREDIT AUTO OWNER TRUST 2021-A</name>
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                <name>UNIFY AUTO RECEIVABLES TRUST 2021-1</name>
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                <name>CARMAX AUTO OWNER TRUST 2021-1</name>
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            <invstOrSec>
                <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A</name>
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                    <isin value="US80282YAB20"/>
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            </invstOrSec>
            <invstOrSec>
                <name>HONDA AUTO RECEIVABLES 2021-2 OWNER TRUST</name>
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                <cusip>43811JAB3</cusip>
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            <invstOrSec>
                <name>GOLDEN CREDIT CARD TRUST</name>
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            <invstOrSec>
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                    <isin value="US41285AAB35"/>
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                    <isin value="US09690AAB98"/>
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            <invstOrSec>
                <name>RAMP SERIES 2006-EFC2 TRUST</name>
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                    <isin value="US749238AD35"/>
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                <name>AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R9</name>
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                <cusip>03072SQ32</cusip>
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                    <isin value="US03072SQ327"/>
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                <name>MERCEDES-BENZ AUTO RECEIVABLES TRUST 2021-1</name>
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            <invstOrSec>
                <name>TOYOTA AUTO RECEIVABLES 2021-C OWNER TRUST</name>
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                <name>GM FINANCIAL AUTOMOBILE LEASING TRUST 2021-3</name>
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                    <isin value="US36262XAB01"/>
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                    <isin value="US92868KAB98"/>
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                <name>CARVANA AUTO RECEIVABLES TRUST 2021-P4</name>
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                    <isin value="US14687KAC09"/>
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                <name>BMW VEHICLE LEASE TRUST 2022-1</name>
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            <invstOrSec>
                <name>LONG BEACH MORTGAGE LOAN TRUST 2005-2</name>
                <lei>N/A</lei>
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                    <isin value="US542514KV50"/>
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                    <maturityDt>2035-04-25</maturityDt>
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            <invstOrSec>
                <name>FIRST INVESTORS AUTO OWNER TRUST 2022-1</name>
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                <title>ASSET BACKED SECURITY</title>
                <cusip>32057KAA8</cusip>
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                    <isin value="US32057KAA88"/>
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                <debtSec>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
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                <name>RASC SERIES 2004-KS10 TRUST</name>
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                <cusip>76110WG34</cusip>
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                    <isin value="US76110WG346"/>
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                <debtSec>
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                    <couponKind>Floating</couponKind>
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                <name>RASC SERIES 2005-KS1 TRUST</name>
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                <cusip>76110WM45</cusip>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2035-02-25</maturityDt>
                    <couponKind>Floating</couponKind>
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                <name>RAMP SERIES 2005-RS2 TRUST</name>
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                <cusip>76112BKE9</cusip>
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                    <isin value="US76112BKE91"/>
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                <debtSec>
                    <maturityDt>2035-02-25</maturityDt>
                    <couponKind>Floating</couponKind>
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                <name>ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2005-R4</name>
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                <cusip>03072SC45</cusip>
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                <debtSec>
                    <maturityDt>2035-07-25</maturityDt>
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                <name>ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-R5</name>
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                <cusip>542514EU4</cusip>
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                <name>AMERIQUEST MORTGAGE SECURITIES INC ASSET BACKED PASS-THROUGH CTFS SER 2005-R11</name>
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                <name>HOME EQUITY ASSET TRUST 2006-1</name>
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                <cusip>437084RY4</cusip>
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                    <isin value="US437084RY46"/>
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                <name>MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-NC1</name>
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                    <isin value="US61744CYB61"/>
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                <name>RASC SERIES 2006-KS3 TRUST</name>
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                <cusip>76113ABL4</cusip>
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                    <isin value="US76113ABL44"/>
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                <debtSec>
                    <maturityDt>2036-04-25</maturityDt>
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            <invstOrSec>
                <name>HOME EQUITY ASSET TRUST 2006-4</name>
                <lei>N/A</lei>
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                    <isin value="US437084VJ23"/>
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                <debtSec>
                    <maturityDt>2036-08-25</maturityDt>
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            </invstOrSec>
            <invstOrSec>
                <name>FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF7</name>
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                    <isin value="US320277AB21"/>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2036-05-25</maturityDt>
                    <couponKind>Floating</couponKind>
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            </invstOrSec>
            <invstOrSec>
                <name>RASC SERIES 2006-KS7 TRUST</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>75406XAD1</cusip>
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                    <isin value="US75406XAD12"/>
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                <balance>218544.72</balance>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2036-09-25</maturityDt>
                    <couponKind>Floating</couponKind>
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            </invstOrSec>
            <invstOrSec>
                <name>RASC SERIES 2006-KS6 TRUST</name>
                <lei>N/A</lei>
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                    <isin value="US75406WAD39"/>
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                <balance>1762045.16</balance>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2036-08-25</maturityDt>
                    <couponKind>Floating</couponKind>
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            </invstOrSec>
            <invstOrSec>
                <name>FIRST FRANKIN MORTGAGE LOAN TRUST 2006-FF3</name>
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                <title>ASSET BACKED SECURITY</title>
                <cusip>362334AV6</cusip>
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                    <isin value="US362334AV61"/>
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                <assetCat>ABS-MBS</assetCat>
                <issuerCat>CORP</issuerCat>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2036-02-25</maturityDt>
                    <couponKind>Floating</couponKind>
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            </invstOrSec>
            <invstOrSec>
                <name>SOUNDVIEW HOME LOAN TRUST 2006-OPT1</name>
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                <title>ASSET BACKED SECURITY</title>
                <cusip>83611MLZ9</cusip>
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                    <isin value="US83611MLZ94"/>
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                <balance>1932880.12</balance>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2036-03-25</maturityDt>
                    <couponKind>Floating</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>GSAA HOME EQUITY TRUST 2005-8</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>362341CT4</cusip>
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                    <isin value="US362341CT49"/>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2035-06-25</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>2.484</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>CARRINGTON MORTGAGE LOAN TRUST SERIES 2007-HE1</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>14454EAC5</cusip>
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                    <isin value="US14454EAC57"/>
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                <balance>5390734.66</balance>
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                <curCd>USD</curCd>
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                <assetCat>ABS-MBS</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2037-06-25</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>1.814</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>RAMP SERIES 2005-RS6 TRUST</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>76112BTV2</cusip>
                <identifiers>
                    <isin value="US76112BTV26"/>
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                <balance>934052.04</balance>
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                <curCd>USD</curCd>
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                <assetCat>ABS-MBS</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2035-06-25</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>2.599</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>RAMP SERIES 2005-EFC4 TRUST</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>76112BC73</cusip>
                <identifiers>
                    <isin value="US76112BC733"/>
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                <balance>3236536.98</balance>
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                <curCd>USD</curCd>
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                <assetCat>ABS-MBS</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2035-09-25</maturityDt>
                    <couponKind>Floating</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2005-2 TRUST</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>9497ENAF0</cusip>
                <identifiers>
                    <isin value="US9497ENAF01"/>
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                <balance>827761.27</balance>
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                <curCd>USD</curCd>
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                <assetCat>ABS-MBS</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2035-11-25</maturityDt>
                    <couponKind>Floating</couponKind>
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            </invstOrSec>
            <invstOrSec>
                <name>CIT MORTGAGE LOAN TRUST 2007-1</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>12559QAD4</cusip>
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                    <isin value="US12559QAD43"/>
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                <balance>159011.62</balance>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2037-10-25</maturityDt>
                    <couponKind>Floating</couponKind>
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            <invstOrSec>
                <name>GSAMP TRUST 2006-HE7</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>36245EAE8</cusip>
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                    <isin value="US36245EAE86"/>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2046-10-25</maturityDt>
                    <couponKind>Floating</couponKind>
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            <invstOrSec>
                <name>CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-RFC1</name>
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                <title>ASSET BACKED SECURITY</title>
                <cusip>14453EAD4</cusip>
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                    <isin value="US14453EAD40"/>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2036-03-25</maturityDt>
                    <couponKind>Floating</couponKind>
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            <invstOrSec>
                <name>STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-OPT1</name>
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                <title>ASSET BACKED SECURITY</title>
                <cusip>86359UAE9</cusip>
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                    <isin value="US86359UAE91"/>
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                <balance>332448.98</balance>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2036-04-25</maturityDt>
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            </invstOrSec>
            <invstOrSec>
                <name>BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2007-HE7</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>07387VAA7</cusip>
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                    <isin value="US07387VAA70"/>
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                <balance>1202632.39</balance>
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                <curCd>USD</curCd>
                <valUSD>1202020.61</valUSD>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2037-10-25</maturityDt>
                    <couponKind>Floating</couponKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>EQUIFIRST MORTGAGE LOAN TRUST 2005-1</name>
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                <title>ASSET BACKED SECURITY</title>
                <cusip>29445FCQ9</cusip>
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                    <isin value="US29445FCQ90"/>
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                <balance>524443.99</balance>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2035-04-25</maturityDt>
                    <couponKind>Floating</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>TOWD POINT MORTGAGE TRUST 2017-3</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>89169DAA9</cusip>
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                    <isin value="US89169DAA90"/>
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                <balance>3808834.18</balance>
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                <curCd>USD</curCd>
                <valUSD>3800945.32</valUSD>
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                <assetCat>ABS-MBS</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2057-07-25</maturityDt>
                    <couponKind>Variable</couponKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2006-CB1</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
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                <name>CARMAX AUTO OWNER TRUST 2018-4</name>
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                <name>TOYOTA AUTO RECEIVABLES 2018-D OWNER TRUST</name>
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                <name>GOLDEN CREDIT CARD TRUST</name>
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            <invstOrSec>
                <name>NISSAN AUTO RECEIVABLES 2019-A OWNER TRUST</name>
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                <name>STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE3</name>
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                <name>CARMAX AUTO OWNER TRUST 2020-1</name>
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                <securityLending>
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            </invstOrSec>
            <invstOrSec>
                <name>TOWD POINT MORTGAGE TRUST 2019-HY2</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>89177HAA0</cusip>
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                    <isin value="US89177HAA05"/>
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                <balance>788434.15</balance>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2058-05-25</maturityDt>
                    <couponKind>Floating</couponKind>
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            </invstOrSec>
            <invstOrSec>
                <name>TOWD POINT MORTGAGE TRUST 2019-HY1</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>89177EAA7</cusip>
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                    <isin value="US89177EAA73"/>
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                <balance>6233005.27</balance>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2048-10-25</maturityDt>
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            <invstOrSec>
                <name>BANK OF THE WEST AUTO TRUST 2019-1</name>
                <lei>549300VWQMQWM78WF314</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>065606AC9</cusip>
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                    <isin value="US065606AC98"/>
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                <balance>3783084.61</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>
                <debtSec>
                    <maturityDt>2024-04-15</maturityDt>
                    <couponKind>Fixed</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2020-1</name>
                <lei>N/A</lei>
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                <cusip>14043MAC5</cusip>
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                    <isin value="US14043MAC55"/>
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                <balance>7896355.53</balance>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2024-11-15</maturityDt>
                    <couponKind>Fixed</couponKind>
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            <invstOrSec>
                <name>CITIBANK CREDIT CARD ISSUANCE TRUST</name>
                <lei>R8AG6FXVDQAMDKCSJJ64</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>17305EGF6</cusip>
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                    <isin value="US17305EGF60"/>
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                <balance>5000000</balance>
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                <assetCat>ABS-MBS</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2024-08-08</maturityDt>
                    <couponKind>Floating</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>TOYOTA AUTO RECEIVABLES 2020-B OWNER TRUST</name>
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                <title>ASSET BACKED SECURITY</title>
                <cusip>89239RAC0</cusip>
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                    <isin value="US89239RAC07"/>
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                <balance>24037335.19</balance>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2024-08-15</maturityDt>
                    <couponKind>Fixed</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2020-1</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>92868JAD8</cusip>
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                    <isin value="US92868JAD81"/>
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                <balance>6282276.06</balance>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2024-11-20</maturityDt>
                    <couponKind>Fixed</couponKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>HONDA AUTO RECEIVABLES 2020-2 OWNER TRUST</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>43813DAC2</cusip>
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                    <isin value="US43813DAC20"/>
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                <balance>8759304.93</balance>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2024-07-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.82</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>FORD CREDIT AUTO OWNER TRUST 2020-A</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>34528GAK2</cusip>
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                    <isin value="US34528GAK22"/>
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                <balance>20222282.97</balance>
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                <curCd>USD</curCd>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2024-08-15</maturityDt>
                    <couponKind>Fixed</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>NISSAN AUTO RECEIVABLES 2020-B OWNER TRUST</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>65479CAD0</cusip>
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                    <isin value="US65479CAD02"/>
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                <balance>21504335.66</balance>
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                <assetCat>ABS-MBS</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2024-07-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.55</annualizedRt>
                    <isDefault>N</isDefault>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>CARMAX AUTO OWNER TRUST 2020-3</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>14315FAD9</cusip>
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                    <isin value="US14315FAD96"/>
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                <balance>14977738</balance>
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                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2025-03-17</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.62</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-WF1</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>863576FL3</cusip>
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                    <isin value="US863576FL39"/>
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                <balance>1517932.39</balance>
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                <valUSD>1513763.39</valUSD>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2036-02-25</maturityDt>
                    <couponKind>Floating</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-B</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>802830AK5</cusip>
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                    <isin value="US802830AK50"/>
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                <balance>8925000</balance>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2025-04-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.54</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>GMF FLOORPLAN OWNER REVOLVING TRUST</name>
                <lei>N/A</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>361886CH5</cusip>
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                    <isin value="US361886CH53"/>
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                <balance>26500000</balance>
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                <curCd>USD</curCd>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2025-08-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.68</annualizedRt>
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            <invstOrSec>
                <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A</name>
                <lei>5493001DTG5N7T8BG747</lei>
                <title>ASSET BACKED SECURITY</title>
                <cusip>34528QHK3</cusip>
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                    <isin value="US34528QHK31"/>
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                <balance>31000000</balance>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2025-09-15</maturityDt>
                    <couponKind>Fixed</couponKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>SVENSKA HANDELSBANKEN/NEW YORK NY</name>
                <lei>NHBDILHZTYCNBV5UYZ31</lei>
                <title>CERT OF DEPOSIT</title>
                <cusip>86959RXR6</cusip>
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                    <isin value="US86959RXR64"/>
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                <balance>47000000</balance>
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                <curCd>USD</curCd>
                <valUSD>46993181.24</valUSD>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>

                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-03-02</maturityDt>
                    <couponKind>Floating</couponKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>CREDIT SUISSE AG/NEW YORK NY</name>
                <lei>549300D0YARF5HYP1809</lei>
                <title>CERT OF DEPOSIT</title>
                <cusip>22552G6F2</cusip>
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                    <isin value="US22552G6F25"/>
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                <balance>23750000</balance>
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                <valUSD>23623389.94</valUSD>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2024-01-19</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>
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                    <isin value="US85573PAA03"/>
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            </invstOrSec>
            <invstOrSec>
                <name>MRA ISSUANCE TRUST 2020-7</name>
                <lei>N/A</lei>
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                    <isin value="US55347FAA03"/>
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                <fairValLevel>2</fairValLevel>
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            <invstOrSec>
                <name>STATION PLACE SECURITIZATION TRUST</name>
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                    <isin value="US85772DAA63"/>
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            <invstOrSec>
                <name>STATION PLACE SECURITIZATION TRUST SERIES 2021-14</name>
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                    <isin value="US85779JAA60"/>
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            <invstOrSec>
                <name>MRA ISSUANCE TRUST 2021-8</name>
                <lei>N/A</lei>
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                <cusip>55350J108</cusip>
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                    <isin value="US55350J1088"/>
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            <invstOrSec>
                <name>ANGEL OAK MORTGAGE TRUST 2019-5</name>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2049-10-25</maturityDt>
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                <name>OBX 2020-EXP2 TRUST</name>
                <lei>N/A</lei>
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                    <isin value="US67448VAF76"/>
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                <fairValLevel>2</fairValLevel>
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                <name>SG RESIDENTIAL MORTGAGE TRUST 2022-1</name>
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                    <isin value="US78433QAA31"/>
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            <invstOrSec>
                <name>STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-2</name>
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            <invstOrSec>
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                <name>ANGEL OAK MORTGAGE TRUST I LLC 2019-2</name>
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                <name>STATION PLACE SECURITIZATION TRUST SERIES 2022-2</name>
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                <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES</name>
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                <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES</name>
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                <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES</name>
                <lei>B1V7KEBTPIMZEU4LTD58</lei>
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                <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES</name>
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            <invstOrSec>
                <name>JP MORGAN RESECURITIZATION TRUST SERIES 2014-1</name>
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            </invstOrSec>
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                <name>HOME RE 2018-1 LTD</name>
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                <name>CSMC SERIES 2015-2R</name>
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                <name>HOMEBANC MORTGAGE TRUST 2005-4</name>
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                <name>FREDDIE MAC STACR TRUST 2018-HQA2</name>
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                <name>ANGEL OAK MORTGAGE TRUST I LLC 2019-1</name>
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                <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES</name>
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                <title>CORP CMO</title>
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                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>31573TAA6</cusip>
                <identifiers>
                    <isin value="US31573TAA60"/>
                </identifiers>
                <balance>4032389.82</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>4005385.31</valUSD>
                <pctVal>0.029629811151</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2059-11-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>2.739</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>FWD SECURITIZATION TRUST</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>36167VAA2</cusip>
                <identifiers>
                    <isin value="US36167VAA26"/>
                </identifiers>
                <balance>3098980.92</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>3053359.89</valUSD>
                <pctVal>0.022587209448</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2059-11-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>2.686</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>VERUS SECURITIZATION TRUST 2019-INV3</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>92537MAA8</cusip>
                <identifiers>
                    <isin value="US92537MAA80"/>
                </identifiers>
                <balance>3100239.61</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>3092636.58</valUSD>
                <pctVal>0.022877758501</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2059-11-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>2.692</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>CSMC SERIES 2019-NQM1</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>12655VAA2</cusip>
                <identifiers>
                    <isin value="US12655VAA26"/>
                </identifiers>
                <balance>5743678.49</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>5661802.93</valUSD>
                <pctVal>0.041883149462</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2059-10-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>2.656</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>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>64830VAA1</cusip>
                <identifiers>
                    <isin value="US64830VAA17"/>
                </identifiers>
                <balance>1529817.02</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>1496772.97</valUSD>
                <pctVal>0.011072368076</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2060-01-26</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>2.464</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>VERUS SECURITIZATION TRUST 2020-1</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>92536PAA2</cusip>
                <identifiers>
                    <isin value="US92536PAA21"/>
                </identifiers>
                <balance>1165928.35</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>1154128.34</valUSD>
                <pctVal>0.008537656708</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2060-01-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>2.417</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>FWD SECURITIZATION TRUST 2020-INV1</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>302985AA4</cusip>
                <identifiers>
                    <isin value="US302985AA49"/>
                </identifiers>
                <balance>3098377.54</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>3024945.99</valUSD>
                <pctVal>0.022377017812</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2050-01-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>2.24</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>CSMC 2020-AFC1 TRUST</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>12597MAA3</cusip>
                <identifiers>
                    <isin value="US12597MAA36"/>
                </identifiers>
                <balance>11931642.49</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>11502503.07</valUSD>
                <pctVal>0.085089689843</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2050-02-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>2.24</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>STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-2</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>85573DAA7</cusip>
                <identifiers>
                    <isin value="US85573DAA72"/>
                </identifiers>
                <balance>959305.27</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>958054.91</valUSD>
                <pctVal>0.007087204815</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2060-04-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>2.718</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>ANGEL OAK MORTGAGE TRUST 2020-3</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>03465LAA3</cusip>
                <identifiers>
                    <isin value="US03465LAA35"/>
                </identifiers>
                <balance>13661043.34</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>13223889.95</valUSD>
                <pctVal>0.097823637822</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2065-04-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>1.691</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>HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>43789XAA2</cusip>
                <identifiers>
                    <isin value="US43789XAA28"/>
                </identifiers>
                <balance>1595324.37</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>1578410.74</valUSD>
                <pctVal>0.011676282935</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2065-05-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>1.657</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>1SHARPE MORTGAGE TRUST 2020-1</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>68257LAA8</cusip>
                <identifiers>
                    <isin value="US68257LAA89"/>
                </identifiers>
                <balance>36188000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>36097530</valUSD>
                <pctVal>0.267031237732</pctVal>
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                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2024-07-25</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>3.025</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>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>12659LAA0</cusip>
                <identifiers>
                    <isin value="US12659LAA08"/>
                </identifiers>
                <balance>2855221.65</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>2831046.77</valUSD>
                <pctVal>0.020942649624</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2065-04-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>1.616</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>BRAVO RESIDENTIAL FUNDING TRUST 2020-NQM1</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>105699AA0</cusip>
                <identifiers>
                    <isin value="US105699AA01"/>
                </identifiers>
                <balance>5786500.06</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>5694847.69</valUSD>
                <pctVal>0.042127597854</pctVal>
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                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2060-05-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>1.449</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>GS MORTGAGE-BACKED SECURITIES TRUST 2020-NQM1</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>36259WAA9</cusip>
                <identifiers>
                    <isin value="US36259WAA99"/>
                </identifiers>
                <balance>2163197.77</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>2051793.08</valUSD>
                <pctVal>0.015178125642</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2060-09-27</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>1.382</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>MFA 2020-NQM1 TRUST</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>552754AA1</cusip>
                <identifiers>
                    <isin value="US552754AA14"/>
                </identifiers>
                <balance>1944038.53</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>1883046.46</valUSD>
                <pctVal>0.013929823645</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2065-03-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>1.479</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>OBX 2020-EXP3 TRUST</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>67448WBD9</cusip>
                <identifiers>
                    <isin value="US67448WBD92"/>
                </identifiers>
                <balance>614027.07</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>605353.32</valUSD>
                <pctVal>0.004478097152</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2060-01-25</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>2.524</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>MRA ISSUANCE TRUST 2020-2</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>55346HAB5</cusip>
                <identifiers>
                    <isin value="US55346HAB50"/>
                </identifiers>
                <balance>45609000</balance>
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                <curCd>USD</curCd>
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                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <couponKind>Floating</couponKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>VERUS SECURITIZATION TRUST 2020-5</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
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                <identifiers>
                    <isin value="US92538CAA99"/>
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                <balance>7391210.72</balance>
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                <curCd>USD</curCd>
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                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2065-05-25</maturityDt>
                    <couponKind>Variable</couponKind>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>31573WAA9</cusip>
                <identifiers>
                    <isin value="US31573WAA99"/>
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                <balance>2025040.51</balance>
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                <curCd>USD</curCd>
                <valUSD>1938571.28</valUSD>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2065-10-25</maturityDt>
                    <couponKind>Variable</couponKind>
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            </invstOrSec>
            <invstOrSec>
                <name>MELLO WAREHOUSE SECURITIZATION TRUST 2020-2</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>58551VAA0</cusip>
                <identifiers>
                    <isin value="US58551VAA08"/>
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                <balance>8620800</balance>
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                <curCd>USD</curCd>
                <valUSD>8620800</valUSD>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2053-11-25</maturityDt>
                    <couponKind>Floating</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MELLO WAREHOUSE SECURITIZATION TRUST 2021-1</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>58550LAA3</cusip>
                <identifiers>
                    <isin value="US58550LAA35"/>
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                <balance>28574000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>28574000</valUSD>
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                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2055-02-25</maturityDt>
                    <couponKind>Floating</couponKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>RESIDENTIAL MORTGAGE LOAN TRUST 2019-2</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>76119DAA7</cusip>
                <identifiers>
                    <isin value="US76119DAA72"/>
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                <balance>476130.58</balance>
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                <curCd>USD</curCd>
                <valUSD>473576.76</valUSD>
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                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2059-05-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>2.913</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>CFMT 2021-HB5 LLC</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>12526PAA2</cusip>
                <identifiers>
                    <isin value="US12526PAA21"/>
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                <balance>12932994.93</balance>
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                <curCd>USD</curCd>
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                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2031-02-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>.801</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>TOWD POINT HE TRUST</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>89180DAA4</cusip>
                <identifiers>
                    <isin value="US89180DAA46"/>
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                <balance>8904137.65</balance>
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                <curCd>USD</curCd>
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                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2063-02-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>.918</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>BRAVO RESIDENTIAL FUNDING TRUST 2021-HE1</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>10569QAA2</cusip>
                <identifiers>
                    <isin value="US10569QAA22"/>
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                <balance>11959384.07</balance>
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                <curCd>USD</curCd>
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                <assetCat>ABS-CBDO</assetCat>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2070-01-25</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>1.676</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>STAR 2021-1 TRUST</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>85573GAA0</cusip>
                <identifiers>
                    <isin value="US85573GAA04"/>
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                    <maturityDt>2065-05-25</maturityDt>
                    <couponKind>Variable</couponKind>
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            <invstOrSec>
                <name>MFA 2021-NQM1 TRUST</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
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                    <isin value="US55283FAA66"/>
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                    <maturityDt>2065-04-25</maturityDt>
                    <couponKind>Variable</couponKind>
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            <invstOrSec>
                <name>MELLO WAREHOUSE SECURITIZATION TRUST 2018-1</name>
                <lei>54930071PMO0D7K08N34</lei>
                <title>CORP CMO</title>
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                    <isin value="US58552NAA72"/>
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                    <maturityDt>2055-04-25</maturityDt>
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            </invstOrSec>
            <invstOrSec>
                <name>NEWREZ WAREHOUSE SECURITIZATION TRUST 2021-1</name>
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                <cusip>65246PAA9</cusip>
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                    <isin value="US65246PAA93"/>
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            <invstOrSec>
                <name>VERUS SECURITIZATION TRUST 2019-4</name>
                <lei>N/A</lei>
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                    <isin value="US92537KAA25"/>
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                    <maturityDt>2059-11-25</maturityDt>
                    <couponKind>Variable</couponKind>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>COLT FUNDING LLC</name>
                <lei>N/A</lei>
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                <cusip>19688DAA8</cusip>
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                    <isin value="US19688DAA81"/>
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                <balance>3874413.49</balance>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2064-12-25</maturityDt>
                    <couponKind>Variable</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>10569TAA6</cusip>
                <identifiers>
                    <isin value="US10569TAA60"/>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2049-02-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>.941</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>CASCADE FUNDING MORTGAGE TRUST 2020-HB2</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>12527LAA0</cusip>
                <identifiers>
                    <isin value="US12527LAA08"/>
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                <balance>6967132.4</balance>
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                <curCd>USD</curCd>
                <valUSD>6877916.18</valUSD>
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                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2036-06-25</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>.898</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>ARROYO MORTGAGE TRUST 2019-2</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
                <cusip>042858AA8</cusip>
                <identifiers>
                    <isin value="US042858AA86"/>
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                <balance>5151663.24</balance>
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                <curCd>USD</curCd>
                <valUSD>5045678.59</valUSD>
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                <assetCat>ABS-CBDO</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2049-04-25</maturityDt>
                    <couponKind>Variable</couponKind>
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            </invstOrSec>
            <invstOrSec>
                <name>STATION PLACE SECURITIZATION TRUST SERIES 2021-10</name>
                <lei>N/A</lei>
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                    <isin value="US857707AA15"/>
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                <fairValLevel>2</fairValLevel>
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            <invstOrSec>
                <name>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES</name>
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            <invstOrSec>
                <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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            <invstOrSec>
                <name>OBX 2020-EXP2 TRUST</name>
                <lei>N/A</lei>
                <title>CORP CMO</title>
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            <invstOrSec>
                <name>COLT 2021-HX1 MORTGAGE LOAN TRUST</name>
                <lei>N/A</lei>
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                    <isin value="US19688KAA25"/>
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                <debtSec>
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            <invstOrSec>
                <name>TORONTO-DOMINION BANK/THE</name>
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                <title>CORP MED TERM NOTE</title>
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                    <isin value="US89114QCJ58"/>
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                <fairValLevel>2</fairValLevel>
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            <invstOrSec>
                <name>AMERICAN HONDA FINANCE CORP</name>
                <lei>B6Q2VFHD1797Q7NZ3E43</lei>
                <title>CORP MED TERM NOTE</title>
                <cusip>02665WCA7</cusip>
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                <fairValLevel>2</fairValLevel>
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                    <couponKind>Fixed</couponKind>
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            <invstOrSec>
                <name>LIBERTY MUTUAL GROUP INC</name>
                <lei>QUR0DG15Z6FFGYCHH861</lei>
                <title>CORP. NOTE</title>
                <cusip>53079EAW4</cusip>
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                <fairValLevel>2</fairValLevel>
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                    <couponKind>Fixed</couponKind>
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                <name>WHIRLPOOL CORP</name>
                <lei>WHENKOULSSK7WUM60H03</lei>
                <title>CORP. NOTE</title>
                <cusip>96332HCE7</cusip>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.7</annualizedRt>
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                <name>INTERNATIONAL LEASE FINANCE CORP</name>
                <lei>N/A</lei>
                <title>CORP. NOTE</title>
                <cusip>459745GN9</cusip>
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                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-08-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>5.875</annualizedRt>
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                <name>NORDEA BANK ABP</name>
                <lei>529900ODI3047E2LIV03</lei>
                <title>CORP. NOTE</title>
                <cusip>65557FAD8</cusip>
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                    <isin value="US65557FAD87"/>
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                <curCd>USD</curCd>
                <valUSD>75786989.2</valUSD>
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                <issuerCat>CORP</issuerCat>
                <invCountry>FI</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-09-21</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.25</annualizedRt>
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                <name>ERAC USA FINANCE LLC</name>
                <lei>LTKX5ODQW6Z7BQ2K1V47</lei>
                <title>CORP. NOTE</title>
                <cusip>26884TAH5</cusip>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-10-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.3</annualizedRt>
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                <name>GLENCORE FINANCE CANADA LTD</name>
                <lei>5493005TTO0UJ33KCK70</lei>
                <title>CORP. NOTE</title>
                <cusip>98417EAT7</cusip>
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                <balance>6887000</balance>
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                <invCountry>CA</invCountry>
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                <fairValLevel>2</fairValLevel>
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                <name>HUNTINGTON BANCSHARES INC/OH</name>
                <lei>549300XTVCVV9I7B5T19</lei>
                <title>CORP. NOTE</title>
                <cusip>337915AA0</cusip>
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                <invCountry>US</invCountry>
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                    <maturityDt>2023-02-04</maturityDt>
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                <name>DISCOVER FINANCIAL SERVICES</name>
                <lei>Z1YLO2USPORE63VVUL20</lei>
                <title>CORP. NOTE</title>
                <cusip>254709AJ7</cusip>
                <identifiers>
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                    <maturityDt>2022-11-21</maturityDt>
                    <couponKind>Fixed</couponKind>
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            <invstOrSec>
                <name>ADVANCED MICRO DEVICES INC</name>
                <lei>R2I72C950HOYXII45366</lei>
                <title>CORP. NOTE</title>
                <cusip>007903AX5</cusip>
                <identifiers>
                    <isin value="US007903AX53"/>
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                <curCd>USD</curCd>
                <valUSD>1823994</valUSD>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                    <maturityDt>2022-08-15</maturityDt>
                    <couponKind>Fixed</couponKind>
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                <name>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST</name>
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                <title>CORP. NOTE</title>
                <cusip>00772BAP6</cusip>
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                    <isin value="US00772BAP67"/>
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                <balance>17739000</balance>
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                <curCd>USD</curCd>
                <valUSD>17795700.58</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>IE</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-07-01</maturityDt>
                    <couponKind>Fixed</couponKind>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>CVS HEALTH CORP</name>
                <lei>549300EJG376EN5NQE29</lei>
                <title>CORP. NOTE</title>
                <cusip>126650CK4</cusip>
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                    <isin value="US126650CK42"/>
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                <name>ATHENE GLOBAL FUNDING</name>
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                <name>AMERICAN EXPRESS CO</name>
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                <name>INTESA SANPAOLO SPA</name>
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                <name>CONSTELLATION BRANDS INC</name>
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                <name>DISCOVER BANK</name>
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                <name>BNP PARIBAS SA</name>
                <lei>R0MUWSFPU8MPRO8K5P83</lei>
                <title>CORP. NOTE</title>
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                <name>ABBVIE INC</name>
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                <name>SKANDINAVISKA ENSKILDA BANKEN AB</name>
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                <name>SUMITOMO MITSUI TRUST BANK LTD</name>
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                <title>CORP. NOTE</title>
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                <name>HYUNDAI CAPITAL AMERICA</name>
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                <name>BANQUE FEDERATIVE DU CREDIT MUTUEL SA</name>
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                <name>AMERICAN TOWER CORP</name>
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                <name>VMWARE INC</name>
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                <name>WESTLAKE CORP</name>
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            </invstOrSec>
            <invstOrSec>
                <name>CONAGRA BRANDS INC</name>
                <lei>54930035UDEIH090K650</lei>
                <title>CORP. NOTE</title>
                <cusip>205887CG5</cusip>
                <identifiers>
                    <isin value="US205887CG52"/>
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                <balance>14000000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>13538598.08</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-08-11</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.5</annualizedRt>
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                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>ENBRIDGE INC</name>
                <lei>98TPTUM4IVMFCZBCUR27</lei>
                <title>CORP. NOTE</title>
                <cusip>29250NBG9</cusip>
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                    <isin value="US29250NBG97"/>
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                <balance>9341000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>8998556.14</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-10-04</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>.55</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>TRANSCANADA PIPELINES LTD</name>
                <lei>5BV01I6231JPDAPMGH09</lei>
                <title>CORP. NOTE</title>
                <cusip>89352HBB4</cusip>
                <identifiers>
                    <isin value="US89352HBB42"/>
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                <balance>23370000</balance>
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                <curCd>USD</curCd>
                <valUSD>21933200.25</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2024-10-12</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>1</annualizedRt>
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                    <isPaidKind>N</isPaidKind>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>AMERICAN ELECTRIC POWER CO INC</name>
                <lei>1B4S6S7G0TW5EE83BO58</lei>
                <title>CORP. NOTE</title>
                <cusip>025537AK7</cusip>
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                    <isin value="US025537AK70"/>
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                <balance>9840000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>9579999.55</valUSD>
                <pctVal>0.070867982860</pctVal>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2024-03-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.031</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>AT AND T INC</name>
                <lei>549300Z40J86GGSTL398</lei>
                <title>CORP. ZERO</title>
                <cusip>00206RAE2</cusip>
                <identifiers>
                    <isin value="US00206RAE27"/>
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                <balance>6000000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>5919603.84</valUSD>
                <pctVal>0.043790229976</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-11-27</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</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>WILLIAMS COS INC/THE</name>
                <lei>D71FAKCBLFS2O0RBPG08</lei>
                <title>CORPORATE BONDS</title>
                <cusip>96950FAJ3</cusip>
                <identifiers>
                    <isin value="US96950FAJ30"/>
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                <balance>7624000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>7626907.87</valUSD>
                <pctVal>0.056420000166</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-08-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.35</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>DOMINION ENERGY INC</name>
                <lei>ILUL7B6Z54MRYCF6H308</lei>
                <title>CORPORATE BONDS</title>
                <cusip>25746UBP3</cusip>
                <identifiers>
                    <isin value="US25746UBP30"/>
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                <balance>17410000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>17415957.53</valUSD>
                <pctVal>0.128834429822</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-09-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.75</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>ONEOK PARTNERS LP</name>
                <lei>T4DHW82NMF6BXJT50795</lei>
                <title>CORPORATE BONDS</title>
                <cusip>68268NAJ2</cusip>
                <identifiers>
                    <isin value="US68268NAJ28"/>
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                <balance>49821000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>49899478.04</valUSD>
                <pctVal>0.369131056425</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-10-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.375</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>CELANESE US HOLDINGS LLC</name>
                <lei>CD30XVRLT4QO00B1C706</lei>
                <title>CORPORATE BONDS</title>
                <cusip>15089QAD6</cusip>
                <identifiers>
                    <isin value="US15089QAD60"/>
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                <balance>23775000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>24054403.8</valUSD>
                <pctVal>0.177942291886</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>

                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-11-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.625</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>PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP</name>
                <lei>N/A</lei>
                <title>CORPORATE BONDS</title>
                <cusip>72650RBB7</cusip>
                <identifiers>
                    <isin value="US72650RBB78"/>
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                <balance>15893000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>15848192.39</valUSD>
                <pctVal>0.117236897642</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-01-31</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>2.85</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>AMERICAN TOWER CORP</name>
                <lei>5493006ORUSIL88JOE18</lei>
                <title>CORPORATE BONDS</title>
                <cusip>03027XAB6</cusip>
                <identifiers>
                    <isin value="US03027XAB64"/>
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                <balance>4660000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>4688462.35</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-01-31</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.5</annualizedRt>
                    <isDefault>N</isDefault>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>CAPITAL ONE BANK USA NA</name>
                <lei>LKE37K2B8CFZUR7F9816</lei>
                <title>CORPORATE BONDS</title>
                <cusip>140420NB2</cusip>
                <identifiers>
                    <isin value="US140420NB24"/>
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                <balance>24166000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>24304096.37</valUSD>
                <pctVal>0.179789391009</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-02-15</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>3.375</annualizedRt>
                    <isDefault>N</isDefault>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>KINDER MORGAN ENERGY PARTNERS LP</name>
                <lei>549300PDHUGWPWGOT525</lei>
                <title>CORPORATE BONDS</title>
                <cusip>494550BL9</cusip>
                <identifiers>
                    <isin value="US494550BL94"/>
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                <balance>8656000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>8662541.95</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-09-01</maturityDt>
                    <couponKind>Fixed</couponKind>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>MORGAN STANLEY</name>
                <lei>IGJSJL3JD5P30I6NJZ34</lei>
                <title>CORPORATE BONDS</title>
                <cusip>6174824M3</cusip>
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                    <isin value="US6174824M37"/>
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                <balance>72216000</balance>
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                <curCd>USD</curCd>
                <valUSD>73179141.9</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-11-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>4.875</annualizedRt>
                    <isDefault>N</isDefault>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>INTERNATIONAL FLAVORS  AND  FRAGRANCES INC</name>
                <lei>BZLRL03D3GPGMOGFO832</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2598728"/>
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                <balance>18750000</balance>
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                <curCd>USD</curCd>
                <valUSD>18706484.81</valUSD>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-07-05</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>ALBEMARLE CORP</name>
                <lei>HDBLS2Q6GV1LSKQPBS54</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2598729"/>
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                <balance>28000000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>27991537</valUSD>
                <pctVal>0.207067208508</pctVal>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-12</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>ARROW ELECTRONICS INC</name>
                <lei>549300YNNLBXT8N8R512</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2598819"/>
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                <balance>49450000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>49434522.15</valUSD>
                <pctVal>0.365691548325</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-11</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>HEALTHPEAK PROPERTIES INC</name>
                <lei>PZ9HF5U52KPF0MH0QN75</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2598821"/>
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                <balance>72485000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>72455788.55</valUSD>
                <pctVal>0.535991213177</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-17</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>ALBEMARLE CORP</name>
                <lei>HDBLS2Q6GV1LSKQPBS54</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2598840"/>
                </identifiers>
                <balance>28000000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>27990646.32</valUSD>
                <pctVal>0.207060619709</pctVal>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-13</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</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>WEC ENERGY GROUP INC</name>
                <lei>549300IGLYTZUK3PVP70</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2598863"/>
                </identifiers>
                <balance>21500000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>21492314.4</valUSD>
                <pctVal>0.158989252615</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-16</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
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                    <isPaidKind>N</isPaidKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>SHERWIN-WILLIAMS CO/THE</name>
                <lei>Z15BMIOX8DDH0X2OBP21</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2598900"/>
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                <balance>18750000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>18743244.19</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-16</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>TRANSCANADA PIPELINES LTD</name>
                <lei>5BV01I6231JPDAPMGH09</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2598902"/>
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                <balance>7250000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>7245433.52</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-24</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</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>ARROW ELECTRONICS INC</name>
                <lei>549300YNNLBXT8N8R512</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2599086"/>
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                <balance>25250000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>25236740.22</valUSD>
                <pctVal>0.186688617678</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-18</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</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>FORTUNE BRANDS HOME  AND  SECURITY INC</name>
                <lei>54930032LHW54PQUJD44</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2599091"/>
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                <balance>9250000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>9244635</valUSD>
                <pctVal>0.068387125835</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-23</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</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>ARROW ELECTRONICS INC</name>
                <lei>549300YNNLBXT8N8R512</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2599092"/>
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                <balance>46750000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>46744195.05</valUSD>
                <pctVal>0.345789871523</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-04</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</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>HUMANA INC</name>
                <lei>529900YLDW34GJAO4J06</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2599093"/>
                </identifiers>
                <balance>14000000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>13994295</valUSD>
                <pctVal>0.103522704048</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-17</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>NUTRIEN LTD</name>
                <lei>5493002QQ7GD21OWF963</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2599123"/>
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                <balance>18750000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>18736162.5</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-26</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>LOUISVILLE GAS AND ELECTRIC CO</name>
                <lei>KO3GRIB3RPH1XDX50U72</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2599128"/>
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                <balance>23250000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>23239795.81</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-19</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>MOHAWK INDUSTRIES INC</name>
                <lei>549300JI1115MG3Q6322</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2599162"/>
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                <balance>25250000</balance>
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                <curCd>USD</curCd>
                <valUSD>25232438.63</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-25</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>HEALTHPEAK PROPERTIES INC</name>
                <lei>PZ9HF5U52KPF0MH0QN75</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2599163"/>
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                <balance>30000000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>29986937.4</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-18</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>NASDAQ INC</name>
                <lei>549300L8X1Q78ERXFD06</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2599170"/>
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                <balance>9250000</balance>
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                <curCd>USD</curCd>
                <valUSD>9244493.2</valUSD>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-23</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>TRANSCANADA PIPELINES LTD</name>
                <lei>5BV01I6231JPDAPMGH09</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2599172"/>
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                <balance>11250000</balance>
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                <curCd>USD</curCd>
                <valUSD>11241573.75</valUSD>
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                <assetCat>STIV</assetCat>
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                <invCountry>CA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-27</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>HUMANA INC</name>
                <lei>529900YLDW34GJAO4J06</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2599325"/>
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                <balance>14000000</balance>
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                <curCd>USD</curCd>
                <valUSD>13994711.08</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-16</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>GENERAL MOTORS FINANCIAL CO INC</name>
                <lei>5493008B6JBRUJ90QL97</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2599388"/>
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                <balance>18750000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>18720699</valUSD>
                <pctVal>0.138486246155</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-06-14</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>HUMANA INC</name>
                <lei>529900YLDW34GJAO4J06</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2599391"/>
                </identifiers>
                <balance>12000000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>11994366.72</valUSD>
                <pctVal>0.088728247918</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-19</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</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>ENBRIDGE US INC</name>
                <lei>5493003FRODSVHJWFS32</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                <fairValLevel>2</fairValLevel>
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            <invstOrSec>
                <name>SOUTHERN CO FUNDING CORP</name>
                <lei>N/A</lei>
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                <cusip>N/A</cusip>
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                <fairValLevel>2</fairValLevel>
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            <invstOrSec>
                <name>ENERGY TRANSFER LP</name>
                <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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                <cusip>N/A</cusip>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-02</maturityDt>
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            <invstOrSec>
                <name>AVIATION CAPITAL GROUP LLC</name>
                <lei>549300ODEK8HY3445C77</lei>
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                <cusip>N/A</cusip>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-02</maturityDt>
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            <invstOrSec>
                <name>INTERCONTINENTAL EXCHANGE INC</name>
                <lei>5493000F4ZO33MV32P92</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-20</maturityDt>
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            <invstOrSec>
                <name>REALTY INCOME CORP</name>
                <lei>549300CUWDAUZSH43859</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-12</maturityDt>
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            <invstOrSec>
                <name>ARROW ELECTRONICS INC</name>
                <lei>549300YNNLBXT8N8R512</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-02</maturityDt>
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            <invstOrSec>
                <name>WALGREENS BOOTS ALLIANCE INC</name>
                <lei>549300RPTUOIXG4LIH86</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                <assetCat>STIV</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-13</maturityDt>
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                    <annualizedRt>0</annualizedRt>
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                <name>PLAINS MIDSTREAM CANADA ULC</name>
                <lei>QALTJIDPUSOINM1SXH72</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
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                <curCd>USD</curCd>
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                <invCountry>CA</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-06</maturityDt>
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                <name>NATIONAL GRID NORTH AMERICA INC</name>
                <lei>5Q3U0WRKWZZGRMPYFT08</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                <name>PLAINS MIDSTREAM CANADA ULC</name>
                <lei>QALTJIDPUSOINM1SXH72</lei>
                <title>DISC. CP</title>
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                <invCountry>CA</invCountry>
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            <invstOrSec>
                <name>AUTONATION INC</name>
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                <title>DISC. CP</title>
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                <name>FMC CORP</name>
                <lei>CKDHZ2X64EEBQCSP7013</lei>
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                <name>CONAGRA BRANDS INC</name>
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                <name>THERMO FISHER SCIENTIFIC INC</name>
                <lei>HCHV7422L5HDJZCRFL38</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                <name>HSBC USA INC</name>
                <lei>549300LBOHZ4QSIWU288</lei>
                <title>DISC. CP</title>
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                <name>HSBC USA INC</name>
                <lei>549300LBOHZ4QSIWU288</lei>
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            <invstOrSec>
                <name>ENEL FINANCE AMERICA LLC</name>
                <lei>549300EGNLVUJX1DEC60</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                <valUSD>9424406.28</valUSD>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-07-13</maturityDt>
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            </invstOrSec>
            <invstOrSec>
                <name>ENBRIDGE US INC</name>
                <lei>5493003FRODSVHJWFS32</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2576156"/>
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                <balance>24250000</balance>
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                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2023-01-19</maturityDt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>INTERNATIONAL FLAVORS  AND  FRAGRANCES INC</name>
                <lei>BZLRL03D3GPGMOGFO832</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2577583"/>
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                <balance>14000000</balance>
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                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-18</maturityDt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>HUMANA INC</name>
                <lei>529900YLDW34GJAO4J06</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2580561"/>
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                <balance>9250000</balance>
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                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-02</maturityDt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>AT AND T INC</name>
                <lei>549300Z40J86GGSTL398</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2581502"/>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-07-12</maturityDt>
                    <couponKind>Fixed</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>PPL CAPITAL FUNDING INC</name>
                <lei>549300MROK5WY0D2NU17</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2589329"/>
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                <curCd>USD</curCd>
                <valUSD>43920563.58</valUSD>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-05</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>NUTRIEN LTD</name>
                <lei>5493002QQ7GD21OWF963</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2591277"/>
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                <curCd>USD</curCd>
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                <invCountry>CA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-18</maturityDt>
                    <couponKind>Fixed</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>FORTUNE BRANDS HOME  AND  SECURITY INC</name>
                <lei>54930032LHW54PQUJD44</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2592514"/>
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                <balance>28000000</balance>
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                <curCd>USD</curCd>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-02</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>CROWN CASTLE INTERNATIONAL CORP</name>
                <lei>54930012H97VSM0I2R19</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2592543"/>
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                <balance>22400000</balance>
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                <curCd>USD</curCd>
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                <assetCat>STIV</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-05</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>GENERAL MOTORS FINANCIAL CO INC</name>
                <lei>5493008B6JBRUJ90QL97</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2592682"/>
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                <balance>9250000</balance>
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                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-16</maturityDt>
                    <couponKind>Fixed</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>INTERNATIONAL FLAVORS  AND  FRAGRANCES INC</name>
                <lei>BZLRL03D3GPGMOGFO832</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2593002"/>
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                <balance>27500000</balance>
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                <curCd>USD</curCd>
                <valUSD>27474287.5</valUSD>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-06-01</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>INTERCONTINENTAL EXCHANGE INC</name>
                <lei>5493000F4ZO33MV32P92</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2593142"/>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-05</maturityDt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>GENERAL MOTORS FINANCIAL CO INC</name>
                <lei>5493008B6JBRUJ90QL97</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                <fairValLevel>2</fairValLevel>
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            <invstOrSec>
                <name>GENERAL MOTORS FINANCIAL CO INC</name>
                <lei>5493008B6JBRUJ90QL97</lei>
                <title>DISC. CP</title>
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                    <maturityDt>2022-05-02</maturityDt>
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                <name>TRANSCANADA PIPELINES LTD</name>
                <lei>5BV01I6231JPDAPMGH09</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2593800"/>
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                <curCd>USD</curCd>
                <valUSD>9249406.98</valUSD>
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                <invCountry>CA</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-03</maturityDt>
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            <invstOrSec>
                <name>AMCOR FLEXIBLES NORTH AMERICA INC</name>
                <lei>PTVU09TE3QPJPL7K4E13</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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            <invstOrSec>
                <name>INTERCONTINENTAL EXCHANGE INC</name>
                <lei>5493000F4ZO33MV32P92</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2594297"/>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-03</maturityDt>
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            <invstOrSec>
                <name>PPG INDUSTRIES INC</name>
                <lei>549300BKPEP01R3V6C59</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
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                <balance>15000000</balance>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-04</maturityDt>
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            <invstOrSec>
                <name>INTERNATIONAL FLAVORS  AND  FRAGRANCES INC</name>
                <lei>BZLRL03D3GPGMOGFO832</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                <balance>10000000</balance>
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                <curCd>USD</curCd>
                <valUSD>9998990</valUSD>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <couponKind>Fixed</couponKind>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            </invstOrSec>
            <invstOrSec>
                <name>CROWN CASTLE INTERNATIONAL CORP</name>
                <lei>54930012H97VSM0I2R19</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2594318"/>
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                <balance>24000000</balance>
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                <curCd>USD</curCd>
                <valUSD>23997981.36</valUSD>
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                <assetCat>STIV</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-03</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            </invstOrSec>
            <invstOrSec>
                <name>HUMANA INC</name>
                <lei>529900YLDW34GJAO4J06</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2594378"/>
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                <balance>18250000</balance>
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                <curCd>USD</curCd>
                <valUSD>18248232.85</valUSD>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-05</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>ENBRIDGE US INC</name>
                <lei>5493003FRODSVHJWFS32</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2594388"/>
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                <balance>8000000</balance>
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                <curCd>USD</curCd>
                <valUSD>7999128.88</valUSD>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-04</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>CROWN CASTLE INTERNATIONAL CORP</name>
                <lei>54930012H97VSM0I2R19</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2594399"/>
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                <balance>53150000</balance>
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                <curCd>USD</curCd>
                <valUSD>53135789.82</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-10</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>PPG INDUSTRIES INC</name>
                <lei>549300BKPEP01R3V6C59</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2594679"/>
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                <balance>12750000</balance>
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                <curCd>USD</curCd>
                <valUSD>12748462.86</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-06</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>FORTUNE BRANDS HOME  AND  SECURITY INC</name>
                <lei>54930032LHW54PQUJD44</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2594685"/>
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                <balance>40000000</balance>
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                <curCd>USD</curCd>
                <valUSD>39997195.6</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-03</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>ENBRIDGE US INC</name>
                <lei>5493003FRODSVHJWFS32</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2594686"/>
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                <balance>9250000</balance>
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                <curCd>USD</curCd>
                <valUSD>9247144.06</valUSD>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-12</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>AMCOR FINANCE USA INC</name>
                <lei>549300ZMT7FVT8R77U18</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2594762"/>
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                <balance>10000000</balance>
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                <curCd>USD</curCd>
                <valUSD>9998794.4</valUSD>
                <pctVal>0.073966014973</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-06</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>FMC CORP</name>
                <lei>CKDHZ2X64EEBQCSP7013</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2595195"/>
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                <balance>23250000</balance>
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                <curCd>USD</curCd>
                <valUSD>23245840.81</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-06</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>FMC CORP</name>
                <lei>CKDHZ2X64EEBQCSP7013</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2595220"/>
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                <balance>19000000</balance>
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                <curCd>USD</curCd>
                <valUSD>18997648.75</valUSD>
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                <assetCat>STIV</assetCat>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-04</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>ALBEMARLE CORP</name>
                <lei>HDBLS2Q6GV1LSKQPBS54</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2596302"/>
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                <balance>16000000</balance>
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                <curCd>USD</curCd>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-02</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>FORTUNE BRANDS HOME  AND  SECURITY INC</name>
                <lei>54930032LHW54PQUJD44</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2596634"/>
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                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-04</maturityDt>
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                    <annualizedRt>0</annualizedRt>
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            <invstOrSec>
                <name>CROWN CASTLE INTERNATIONAL CORP</name>
                <lei>54930012H97VSM0I2R19</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2596682"/>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-04</maturityDt>
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            <invstOrSec>
                <name>FORTUNE BRANDS HOME  AND  SECURITY INC</name>
                <lei>54930032LHW54PQUJD44</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2596683"/>
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                <balance>43000000</balance>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-09</maturityDt>
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            <invstOrSec>
                <name>INTERNATIONAL FLAVORS  AND  FRAGRANCES INC</name>
                <lei>BZLRL03D3GPGMOGFO832</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2596694"/>
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                <balance>14000000</balance>
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                <curCd>USD</curCd>
                <valUSD>13996812.62</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-11</maturityDt>
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            <invstOrSec>
                <name>ALBEMARLE CORP</name>
                <lei>HDBLS2Q6GV1LSKQPBS54</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2596944"/>
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                <balance>13600000</balance>
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                <curCd>USD</curCd>
                <valUSD>13598122.38</valUSD>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-06</maturityDt>
                    <couponKind>Fixed</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>CROWN CASTLE INTERNATIONAL CORP</name>
                <lei>54930012H97VSM0I2R19</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2597023"/>
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                <balance>23250000</balance>
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                <curCd>USD</curCd>
                <valUSD>23238561</valUSD>
                <pctVal>0.171907100207</pctVal>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-17</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>AVIATION CAPITAL GROUP LLC</name>
                <lei>549300ODEK8HY3445C77</lei>
                <title>DISC. CP</title>
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                    <other otherDesc="Internal ID" value="2597208"/>
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            <invstOrSec>
                <name>HEALTHPEAK PROPERTIES INC</name>
                <lei>PZ9HF5U52KPF0MH0QN75</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-10</maturityDt>
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            <invstOrSec>
                <name>ENBRIDGE US INC</name>
                <lei>5493003FRODSVHJWFS32</lei>
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                    <other otherDesc="Internal ID" value="2597519"/>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-16</maturityDt>
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            <invstOrSec>
                <name>AMCOR FINANCE USA INC</name>
                <lei>549300ZMT7FVT8R77U18</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2597771"/>
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                <balance>28900000</balance>
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                <curCd>USD</curCd>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-20</maturityDt>
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            <invstOrSec>
                <name>INTERCONTINENTAL EXCHANGE INC</name>
                <lei>5493000F4ZO33MV32P92</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2597926"/>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-18</maturityDt>
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            <invstOrSec>
                <name>FMC CORP</name>
                <lei>CKDHZ2X64EEBQCSP7013</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2597940"/>
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                <balance>14000000</balance>
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                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-18</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>GENERAL MOTORS FINANCIAL CO INC</name>
                <lei>5493008B6JBRUJ90QL97</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2597943"/>
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                <balance>9000000</balance>
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                <curCd>USD</curCd>
                <valUSD>8995075.02</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-19</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>ALBEMARLE CORP</name>
                <lei>HDBLS2Q6GV1LSKQPBS54</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2597960"/>
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                <balance>27250000</balance>
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                <curCd>USD</curCd>
                <valUSD>27231960.5</valUSD>
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                <assetCat>STIV</assetCat>
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                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-23</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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            <invstOrSec>
                <name>GLENCORE FUNDING LLC</name>
                <lei>213800STG1QDNBY87K49</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2598087"/>
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                <balance>46000000</balance>
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                <curCd>USD</curCd>
                <valUSD>45978050.18</valUSD>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-20</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>ALBEMARLE CORP</name>
                <lei>HDBLS2Q6GV1LSKQPBS54</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2598088"/>
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                <balance>29700000</balance>
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                <curCd>USD</curCd>
                <valUSD>29678357.02</valUSD>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-25</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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            <invstOrSec>
                <name>WELLTOWER INC</name>
                <lei>T6IZ0MBEG5ACZDTR7D06</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2598253"/>
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                <balance>28000000</balance>
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                <curCd>USD</curCd>
                <valUSD>27987353.24</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-05-19</maturityDt>
                    <couponKind>Fixed</couponKind>
                    <annualizedRt>0</annualizedRt>
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            <invstOrSec>
                <name>FMC CORP</name>
                <lei>CKDHZ2X64EEBQCSP7013</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2598256"/>
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                <balance>23900000</balance>
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                <curCd>USD</curCd>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-19</maturityDt>
                    <couponKind>Fixed</couponKind>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>FIDELITY NATIONAL INFORMATION SERVICES INC</name>
                <lei>6WQI0GK1PRFVBA061U48</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2598280"/>
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                <balance>44100000</balance>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-11</maturityDt>
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                <name>NATIONAL GRID NORTH AMERICA INC</name>
                <lei>5Q3U0WRKWZZGRMPYFT08</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2598440"/>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-23</maturityDt>
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                <name>NATIONAL GRID NORTH AMERICA INC</name>
                <lei>5Q3U0WRKWZZGRMPYFT08</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-20</maturityDt>
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                <name>EVERGY MISSOURI WEST INC</name>
                <lei>EZIFUDC0VSUS6T6LCG85</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-24</maturityDt>
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                <name>FIDELITY NATIONAL INFORMATION SERVICES INC</name>
                <lei>6WQI0GK1PRFVBA061U48</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
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                    <other otherDesc="Internal ID" value="2598448"/>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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            <invstOrSec>
                <name>REALTY INCOME CORP</name>
                <lei>549300CUWDAUZSH43859</lei>
                <title>DISC. CP</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2598488"/>
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                <balance>20725000</balance>
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                <curCd>USD</curCd>
                <valUSD>20719293.79</valUSD>
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                <assetCat>STIV</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-05-13</maturityDt>
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                <name>FANNIE MAE POOL</name>
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                <curCd>USD</curCd>
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            <invstOrSec>
                <name>FREDDIE MAC REMICS</name>
                <lei>S6XOOCT0IEG5ABCC6L87</lei>
                <title>GOVT CMO</title>
                <cusip>31398EHW7</cusip>
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                    <isin value="US31398EHW75"/>
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                <balance>6424.15</balance>
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                <curCd>USD</curCd>
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                <fairValLevel>2</fairValLevel>
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            <invstOrSec>
                <name>FREDDIE MAC REMICS</name>
                <lei>S6XOOCT0IEG5ABCC6L87</lei>
                <title>GOVT CMO</title>
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                <fairValLevel>2</fairValLevel>
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            <invstOrSec>
                <name>WESTPAC BANKING CORP</name>
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                <invCountry>AU</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2023-03-21</maturityDt>
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            <invstOrSec>
                <name>HSBC USA INC</name>
                <lei>549300LBOHZ4QSIWU288</lei>
                <title>INT BEAR CP</title>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-07-08</maturityDt>
                    <couponKind>Floating</couponKind>
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            <invstOrSec>
                <name>RBC CAPITAL MARKETS, LLC</name>
                <lei>549300LCO2FLSSVFFR64</lei>
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                    <other otherDesc="Internal ID" value="2582395"/>
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                <balance>25000000</balance>
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                <curCd>USD</curCd>
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                <invCountry>CA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <notClearedCentCparty isCleared="N">
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                            <principalAmt>29200000</principalAmt>
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                            <collateralVal>26251731.33</collateralVal>
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            <invstOrSec>
                <name>BNP PARIBAS</name>
                <lei>RCNB6OTYUAMMP879YW96</lei>
                <title>REPURCHASE AGREEMENT</title>
                <cusip>N/A</cusip>
                <identifiers>
                    <other otherDesc="Internal ID" value="2432260"/>
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                <balance>75000000</balance>
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                <curCd>USD</curCd>
                <valUSD>75000000</valUSD>
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                <assetCat>RA</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>FR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <repurchaseAgrmt>
                    <transCat>Repurchase</transCat>
                    <notClearedCentCparty isCleared="N">
                        <counterpartyInfos>
                            <counterpartyInfo lei="RCNB6OTYUAMMP879YW96" name="BNP PARIBAS"/>
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                            <principalAmt>78688000</principalAmt>
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                            <collateralVal>78753495.17</collateralVal>
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                            <invstCat>CDS</invstCat>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>NEW YORK LIFE GLOBAL FUNDING</name>
                <lei>635400DPNHEAUHB7ZI15</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>64952WEL3</cusip>
                <identifiers>
                    <isin value="US64952WEL37"/>
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                <balance>9020000</balance>
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                <curCd>USD</curCd>
                <valUSD>8949396.76</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2025-01-14</maturityDt>
                    <couponKind>Floating</couponKind>
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                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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                    <isCashCollateral>N</isCashCollateral>
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                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>PACIFIC LIFE GLOBAL FUNDING II</name>
                <lei>6354003EUPCHXTWUU869</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>6944PL2K4</cusip>
                <identifiers>
                    <isin value="US6944PL2K40"/>
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                <balance>46685000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>46398822.35</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2025-01-27</maturityDt>
                    <couponKind>Floating</couponKind>
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                    <isDefault>N</isDefault>
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            <invstOrSec>
                <name>GENERAL MOTORS FINANCIAL CO INC</name>
                <lei>5493008B6JBRUJ90QL97</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>37045XDF0</cusip>
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                    <isin value="US37045XDF06"/>
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                <balance>19350000</balance>
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                <curCd>USD</curCd>
                <valUSD>19231481.25</valUSD>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2024-03-08</maturityDt>
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                <name>STARBUCKS CORP</name>
                <lei>OQSJ1DU9TAOC51A47K68</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                    <isin value="US855244BB41"/>
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                <invCountry>US</invCountry>
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                <name>ANZ NEW ZEALAND INT'L LTD/LONDON</name>
                <lei>213800VD256NU2D97H12</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>00182EBQ1</cusip>
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                <issuerCat>CORP</issuerCat>
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                <name>GA GLOBAL FUNDING TRUST</name>
                <lei>54930029I8ROQ4OROZ88</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2024-09-13</maturityDt>
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                <name>ENBRIDGE INC</name>
                <lei>98TPTUM4IVMFCZBCUR27</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                    <isin value="US29250NBM65"/>
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                <curCd>USD</curCd>
                <valUSD>23408783.59</valUSD>
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                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2024-02-16</maturityDt>
                    <couponKind>Floating</couponKind>
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                <name>AMERICAN EXPRESS CO</name>
                <lei>R4PP93JZOLY261QX3811</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>025816CR8</cusip>
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                    <isin value="US025816CR81"/>
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                <balance>16863000</balance>
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                <curCd>USD</curCd>
                <valUSD>16976028.81</valUSD>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2025-03-04</maturityDt>
                    <couponKind>Floating</couponKind>
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                    <isDefault>N</isDefault>
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                <name>BANK OF MONTREAL</name>
                <lei>NQQ6HPCNCCU6TUTQYE16</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>06368FAH2</cusip>
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                    <isin value="US06368FAH29"/>
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                <balance>37475000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>37497133.86</valUSD>
                <pctVal>0.277384797964</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2024-03-08</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>2.077</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
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                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
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            <invstOrSec>
                <name>ROCHE HOLDINGS INC</name>
                <lei>PVJRP0EQNV6OGDPZGY95</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>771196BZ4</cusip>
                <identifiers>
                    <isin value="US771196BZ40"/>
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                <balance>32790000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>32803417.01</valUSD>
                <pctVal>0.242663058831</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>

                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-09-11</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>1.719</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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                <name>BANK OF MONTREAL</name>
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                <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
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                <title>VAR.RT. CORP. BONDS</title>
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                <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
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                <name>MIZUHO FINANCIAL GROUP INC</name>
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                <title>VAR.RT. CORP. BONDS</title>
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                <name>MIZUHO FINANCIAL GROUP INC</name>
                <lei>353800CI5L6DDAN5XZ33</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
                <lei>35380028MYWPB6AUO129</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>ATHENE GLOBAL FUNDING</name>
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                <name>MIZUHO FINANCIAL GROUP INC</name>
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                <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
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                <title>VAR.RT. CORP. BONDS</title>
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                <lei>ES7IP3U3RHIGC71XBU11</lei>
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                <name>BANK OF NOVA SCOTIA/THE</name>
                <lei>L3I9ZG2KFGXZ61BMYR72</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>CREDIT SUISSE AG/NEW YORK NY</name>
                <lei>549300D0YARF5HYP1809</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <lei>Z2VZBHUMB7PWWJ63I008</lei>
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                <lei>ES7IP3U3RHIGC71XBU11</lei>
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                <lei>2IGI19DL77OX0HC3ZE78</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <lei>549300K1IE3K7YU6VG29</lei>
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                <name>BANK OF NEW YORK MELLON CORP/THE</name>
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                <name>AMERICAN EXPRESS CO</name>
                <lei>R4PP93JZOLY261QX3811</lei>
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                <name>DEUTSCHE BANK AG/NEW YORK NY</name>
                <lei>7LTWFZYICNSX8D621K86</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <lei>EN5TNI6CI43VEPAMHL14</lei>
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                <lei>LNZ0J6YZ5SC6ILIRU850</lei>
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                <name>DAIMLER TRUCKS FINANCE NORTH AMERICA LLC</name>
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                <lei>ZUE8T73ROZOF6FLBAR73</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>DAIMLER TRUCKS FINANCE NORTH AMERICA LLC</name>
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                <name>DAIMLER TRUCKS FINANCE NORTH AMERICA LLC</name>
                <lei>5493003HSDTSCZRXBA58</lei>
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                <name>RABOBANK NEDERLAND NV NY</name>
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                <lei>NQQ6HPCNCCU6TUTQYE16</lei>
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                <lei>BFM8T61CT2L1QCEMIK50</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <title>VAR.RT. CORP. BONDS</title>
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                <lei>Z2VZBHUMB7PWWJ63I008</lei>
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                <lei>DG3RU1DBUFHT4ZF9WN62</lei>
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                <name>NEW YORK LIFE GLOBAL FUNDING</name>
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                <lei>ES7IP3U3RHIGC71XBU11</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>AMERICAN EXPRESS CO</name>
                <lei>R4PP93JZOLY261QX3811</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>MORGAN STANLEY</name>
                <lei>IGJSJL3JD5P30I6NJZ34</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>KEYBANK NA/CLEVELAND OH</name>
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                <name>AIG GLOBAL FUNDING</name>
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                <name>CAPITAL ONE NA</name>
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                <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
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                <name>RABOBANK NEDERLAND NV NY</name>
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                <name>TOYOTA MOTOR CREDIT CORP</name>
                <lei>Z2VZBHUMB7PWWJ63I008</lei>
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                <name>BANCO SANTANDER SA</name>
                <lei>5493006QMFDDMYWIAM13</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <lei>549300VIWYMSIGT1U456</lei>
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                <name>NEXTERA ENERGY CAPITAL HOLDINGS INC</name>
                <lei>UMI46YPGBLUE4VGNNT48</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>BANK OF AMERICA CORP</name>
                <lei>9DJT3UXIJIZJI4WXO774</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2024-05-28</maturityDt>
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                    <isCashCollateral>N</isCashCollateral>
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            <invstOrSec>
                <name>AIR LEASE CORP</name>
                <lei>5493004NW4M4P8TMMK63</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <invCountry>US</invCountry>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2022-12-15</maturityDt>
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            <invstOrSec>
                <name>GOLDMAN SACHS GROUP INC/THE</name>
                <lei>784F5XWPLTWKTBV3E584</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2024-09-10</maturityDt>
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            <invstOrSec>
                <name>DUKE ENERGY CORP</name>
                <lei>I1BZKREC126H0VB1BL91</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2023-06-10</maturityDt>
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                <name>KEYBANK NA/CLEVELAND OH</name>
                <lei>HUX2X73FUCYHUVH1BK78</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <fairValLevel>2</fairValLevel>
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            <invstOrSec>
                <name>CITIGROUP INC</name>
                <lei>6SHGI4ZSSLCXXQSBB395</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <fairValLevel>2</fairValLevel>
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                <name>NATWEST GROUP PLC</name>
                <lei>2138005O9XJIJN4JPN90</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2023-05-15</maturityDt>
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            <invstOrSec>
                <name>KINDER MORGAN INC</name>
                <lei>549300WR7IX8XE0TBO16</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2023-01-15</maturityDt>
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                <name>UBS GROUP AG</name>
                <lei>549300SZJ9VS8SGXAN81</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>90352JAE3</cusip>
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                <fairValLevel>2</fairValLevel>
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                    <maturityDt>2023-08-15</maturityDt>
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            <invstOrSec>
                <name>LLOYDS BANKING GROUP PLC</name>
                <lei>549300PPXHEU2JF0AM85</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>539439AP4</cusip>
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                <invCountry>GB</invCountry>
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                <fairValLevel>2</fairValLevel>
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                <name>BANK OF AMERICA CORP</name>
                <lei>9DJT3UXIJIZJI4WXO774</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>06051GHC6</cusip>
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                <fairValLevel>2</fairValLevel>
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                <name>SANTANDER UK GROUP HOLDINGS PLC</name>
                <lei>549300F5XIFGNNW4CF72</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>80281LAH8</cusip>
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                <fairValLevel>2</fairValLevel>
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                <name>BARCLAYS PLC</name>
                <lei>213800LBQA1Y9L22JB70</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <fairValLevel>2</fairValLevel>
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                <name>CREDIT SUISSE GROUP AG</name>
                <lei>549300506SI9CRFV9Z86</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>NATWEST GROUP PLC</name>
                <lei>2138005O9XJIJN4JPN90</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>780097BH3</cusip>
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                <name>AT AND T INC</name>
                <lei>549300Z40J86GGSTL398</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>JACKSON NATIONAL LIFE GLOBAL FUNDING</name>
                <lei>635400PQXLYXWJI5QD78</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
                <lei>2IGI19DL77OX0HC3ZE78</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>136069TZ4</cusip>
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                <fairValLevel>2</fairValLevel>
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                <name>NATIONAL AUSTRALIA BANK LTD</name>
                <lei>F8SB4JFBSYQFRQEH3Z21</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>AMERICAN HONDA FINANCE CORP</name>
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                <name>JACKSON NATIONAL LIFE GLOBAL FUNDING</name>
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                <name>WESTPAC BANKING CORP</name>
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                <name>ROYAL BANK OF CANADA</name>
                <lei>ES7IP3U3RHIGC71XBU11</lei>
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                <name>NATWEST GROUP PLC</name>
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                <name>TORONTO-DOMINION BANK/THE</name>
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                <title>VAR.RT. CORP. BONDS</title>
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                <name>MET TOWER GLOBAL FUNDING</name>
                <lei>635400OFJCY9IOGBGY57</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
                <lei>2IGI19DL77OX0HC3ZE78</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>NEW YORK LIFE GLOBAL FUNDING</name>
                <lei>635400DPNHEAUHB7ZI15</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <lei>ES7IP3U3RHIGC71XBU11</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <lei>549300UTE50ZMDBG8A20</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>TRUIST BANK</name>
                <lei>JJKC32MCHWDI71265Z06</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>BANK OF NOVA SCOTIA/THE</name>
                <lei>L3I9ZG2KFGXZ61BMYR72</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>LLOYDS BANKING GROUP PLC</name>
                <lei>549300PPXHEU2JF0AM85</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>FIRST-CITIZENS BANK  AND  TRUST CO</name>
                <lei>L9VVX1KT5TFTKS0MLF66</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>JPMORGAN CHASE  AND  CO</name>
                <lei>8I5DZWZKVSZI1NUHU748</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>MIZUHO FINANCIAL GROUP INC</name>
                <lei>353800CI5L6DDAN5XZ33</lei>
                <title>VAR.RT. CORP. BONDS</title>
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                <name>CREDIT AGRICOLE SA/LONDON</name>
                <lei>969500TJ5KRTCJQWXH05</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>22535WAF4</cusip>
                <identifiers>
                    <isin value="US22535WAF41"/>
                </identifiers>
                <balance>65372000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>65663111.98</valUSD>
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                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-04-24</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>2.204</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>NATIONAL BANK OF CANADA</name>
                <lei>BSGEFEIOM18Y80CKCV46</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>63307A2L8</cusip>
                <identifiers>
                    <isin value="US63307A2L80"/>
                </identifiers>
                <balance>48000000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>47766720</valUSD>
                <pctVal>0.353353993030</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-08-15</maturityDt>
                    <couponKind>Variable</couponKind>
                    <annualizedRt>.9</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>ASTRAZENECA PLC</name>
                <lei>PY6ZZQWO2IZFZC3IOL08</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>046353AS7</cusip>
                <identifiers>
                    <isin value="US046353AS79"/>
                </identifiers>
                <balance>36320000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>36466646.36</valUSD>
                <pctVal>0.269761773547</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>GB</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-08-17</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>2.109</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>SKANDINAVISKA ENSKILDA BANKEN AB</name>
                <lei>F3JS33DEI6XQ4ZBPTN86</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>83051GAL2</cusip>
                <identifiers>
                    <isin value="US83051GAL23"/>
                </identifiers>
                <balance>20000000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>20056736.2</valUSD>
                <pctVal>0.148369572443</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>SE</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-12-12</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>2.366</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>WELLS FARGO  AND  CO</name>
                <lei>PBLD0EJDB5FWOLXP3B76</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>949746SJ1</cusip>
                <identifiers>
                    <isin value="US949746SJ14"/>
                </identifiers>
                <balance>68635000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>68901283.9</valUSD>
                <pctVal>0.509696788704</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-10-31</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>2.469</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>ING GROEP NV</name>
                <lei>549300NYKK9MWM7GGW15</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>456837AL7</cusip>
                <identifiers>
                    <isin value="US456837AL73"/>
                </identifiers>
                <balance>67884000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>68459900.7</valUSD>
                <pctVal>0.506431659423</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>NL</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-10-02</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>1.962</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>BPCE SA</name>
                <lei>9695005MSX1OYEMGDF46</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>05583JAD4</cusip>
                <identifiers>
                    <isin value="US05583JAD46"/>
                </identifiers>
                <balance>69767000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>70332112.7</valUSD>
                <pctVal>0.520281335222</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>FR</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-09-12</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>2.961</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>CHEVRON USA INC</name>
                <lei>VA8TZDWPEZYU430RZ444</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>166756AG1</cusip>
                <identifiers>
                    <isin value="US166756AG15"/>
                </identifiers>
                <balance>28196000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>28194024.87</valUSD>
                <pctVal>0.208565111178</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-08-12</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>1.51</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>CHEVRON USA INC</name>
                <lei>VA8TZDWPEZYU430RZ444</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>166756AK2</cusip>
                <identifiers>
                    <isin value="US166756AK27"/>
                </identifiers>
                <balance>42293000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>42248961.14</valUSD>
                <pctVal>0.312536408616</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-08-11</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>1.599</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>AMERICAN EXPRESS CO</name>
                <lei>R4PP93JZOLY261QX3811</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>025816BN8</cusip>
                <identifiers>
                    <isin value="US025816BN86"/>
                </identifiers>
                <balance>2600000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>2601548.85</valUSD>
                <pctVal>0.019244940289</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2022-08-01</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>1.896</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>SKANDINAVISKA ENSKILDA BANKEN AB</name>
                <lei>F3JS33DEI6XQ4ZBPTN86</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>83051GAP3</cusip>
                <identifiers>
                    <isin value="US83051GAP37"/>
                </identifiers>
                <balance>57957000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>57772383.77</valUSD>
                <pctVal>0.427370824121</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>SE</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-09-01</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>1.9</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
            <invstOrSec>
                <name>UBS GROUP AG</name>
                <lei>549300SZJ9VS8SGXAN81</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>90352JAD5</cusip>
                <identifiers>
                    <isin value="US90352JAD54"/>
                </identifiers>
                <balance>50313000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>50376038.16</valUSD>
                <pctVal>0.372656406738</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CH</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-08-15</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>2.361</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>AMERICAN HONDA FINANCE CORP</name>
                <lei>B6Q2VFHD1797Q7NZ3E43</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>02665WDP3</cusip>
                <identifiers>
                    <isin value="US02665WDP32"/>
                </identifiers>
                <balance>19000000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>19009482.52</valUSD>
                <pctVal>0.140622520321</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-09-08</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>2.085</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>DOMINION ENERGY INC</name>
                <lei>ILUL7B6Z54MRYCF6H308</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>25746UDH9</cusip>
                <identifiers>
                    <isin value="US25746UDH95"/>
                </identifiers>
                <balance>23938000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>23895790.12</valUSD>
                <pctVal>0.176768948245</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-09-15</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>2.359</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>CANADIAN IMPERIAL BANK OF COMMERCE</name>
                <lei>2IGI19DL77OX0HC3ZE78</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>13607RAE0</cusip>
                <identifiers>
                    <isin value="US13607RAE09"/>
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                <balance>20445000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>20514456.57</valUSD>
                <pctVal>0.151755555831</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CA</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-09-13</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>2.381</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>UBS GROUP AG</name>
                <lei>549300SZJ9VS8SGXAN81</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>90352JAB9</cusip>
                <identifiers>
                    <isin value="US90352JAB98"/>
                </identifiers>
                <balance>15030000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>15036804.83</valUSD>
                <pctVal>0.111234663571</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>CH</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-05-23</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>1.7</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>PPL ELECTRIC UTILITIES CORP</name>
                <lei>549300GCZLSGYEYPIR35</lei>
                <title>VAR.RT. CORP. BONDS</title>
                <cusip>69351UAX1</cusip>
                <identifiers>
                    <isin value="US69351UAX19"/>
                </identifiers>
                <balance>9000000</balance>
                <units>PA</units>
                <curCd>USD</curCd>
                <valUSD>8962776.09</valUSD>
                <pctVal>0.066302076425</pctVal>
                <payoffProfile>Long</payoffProfile>
                <assetCat>DBT</assetCat>
                <issuerCat>CORP</issuerCat>
                <invCountry>US</invCountry>
                <isRestrictedSec>N</isRestrictedSec>

                <fairValLevel>2</fairValLevel>
                <debtSec>
                    <maturityDt>2023-09-28</maturityDt>
                    <couponKind>Floating</couponKind>
                    <annualizedRt>2.484</annualizedRt>
                    <isDefault>N</isDefault>
                    <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
                    <isPaidKind>N</isPaidKind>
                </debtSec>
                <securityLending>
                    <isCashCollateral>N</isCashCollateral>
                    <isNonCashCollateral>N</isNonCashCollateral>
                    <isLoanByFund>N</isLoanByFund>
                </securityLending>
            </invstOrSec>
        </invstOrSecs>
        <explntrNotes>
            <explntrNote note="For total return swaps, interest rate swaps or spread swaps, if any, the mark to market payment may be either paid or received, depending on the change in value of the underlying index, basket or equity. For credit default swaps, if any, floating rate index related payments are only made upon the occurrence of a credit event on the reference obligation." noteItem="C.11.f.i.2"/>
            <explntrNote note="For total return swaps, interest rate swaps or spread swaps, if any, the mark to market payment may be either received or paid, depending on the change in value of the underlying index, basket or equity. For credit default swaps, if any, floating rate index related payments are only made upon the occurrence of a credit event on the reference obligation." noteItem="C.11.f.i.1"/>

            <explntrNote note="For certain swaptions, if any, the value provided may include any unpaid or received premium and as a result may be a negative value." noteItem="C.2.c"/>
            <explntrNote note="Monthly total returns provided exclude any applicable sales loads or redemption fees. " noteItem="B.5.a"/>
        </explntrNotes>
        <signature>
            <ncom:dateSigned>2022-06-27</ncom:dateSigned>
            <ncom:nameOfApplicant>Putnam Investments Inc</ncom:nameOfApplicant>
            <ncom:signature>Janet C. Smith</ncom:signature>
            <ncom:signerName>NPORT</ncom:signerName>
            <ncom:title>Principal Financial Officer</ncom:title>
        </signature>
    </formData>
    <documents>XXXX</documents>
</edgarSubmission>
