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      <regStreet1>325 John H. McConnell Blvd.</regStreet1>
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      <regStateConditional regCountry="US" regState="US-OH"/>
      <regZipOrPostalCode>43215</regZipOrPostalCode>
      <regPhone>888-226-5595</regPhone>
      <seriesName>DIAMOND HILL CORE BOND FUND</seriesName>
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      <repPdEnd>2021-12-31</repPdEnd>
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        <name>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2012-H02 Class AI</title>
        <cusip>38375BPB2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>NEWTEK SMALL BUSINESS LOAN TRUST</name>
        <lei>N/A</lei>
        <title>Newtek Small Business Loan Trust Series 2018-1 Class B</title>
        <cusip>65252MAB5</cusip>
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          <isin value="US65252MAB54"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Federal National Mortgage Association Series 2021-149 Class ZB</title>
        <cusip>38382XCC7</cusip>
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          <isin value="US38382XCC74"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>Energy Transfer Operating LP 4.500%, Due 04/15/2024</title>
        <cusip>29278NAH6</cusip>
        <identifiers>
          <isin value="US29278NAH61"/>
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        <balance>75000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>KeyBank National Association</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
        <title>Keybank National Assocation 0.423%, Due 01/03/2024</title>
        <cusip>49327M3A0</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2013-22 Class GA</title>
        <cusip>38378FW97</cusip>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Company 2.85%, Due 10/01/2026</title>
        <cusip>233331AY3</cusip>
        <identifiers>
          <isin value="US233331AY31"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PFP LTD</name>
        <lei>N/A</lei>
        <title>PFP LTD Series 2019-5, Class B</title>
        <cusip>69346TAE4</cusip>
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          <isin value="US69346TAE47"/>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Assoication Series 2004-61, Ckass GO</title>
        <cusip>31394ARR9</cusip>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FARM Mortgage Trust Series 2021-1, Class A</title>
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          <isin value="US30768WAA62"/>
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        <name>CARNOW AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CarNow Auto Receivables Trust Series 2021-1A, Class A</title>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2017-H18 Class EB</title>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 12-134 Class KM</title>
        <cusip>38378GBA5</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>EXTENDED STAY AMERICA TRUST</name>
        <lei>549300IESZBC3BJUJW64</lei>
        <title>Extended Stay America Trust Series 2021-ESH, Class E</title>
        <cusip>30227FAL4</cusip>
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        <balance>994824.52000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, National Association</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>J.P. Morgan Wealth Management Series 2021-CL1, Class M1</title>
        <cusip>46591HBK5</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US3138L5SD31"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds 1.125%, Due 08/15/2040</title>
        <cusip>912810SQ2</cusip>
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          <isin value="US912810SQ22"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-08-15</maturityDt>
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      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
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          <isin value="US126650CZ11"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-03-25</maturityDt>
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      <invstOrSec>
        <name>NEWTEK SMALL BUSINESS LOAN TRUST</name>
        <lei>N/A</lei>
        <title>Newtek Small Business Loan Trust Series 2018-1 Class A</title>
        <cusip>65252MAA7</cusip>
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          <isin value="US65252MAA71"/>
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      <invstOrSec>
        <name>MILL CITY SOLAR LOAN LTD</name>
        <lei>N/A</lei>
        <title>Mill City Solar Loan LTD Series 19-2GS Class A</title>
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        <identifiers>
          <isin value="US59982VAA70"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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        <debtSec>
          <maturityDt>2043-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2015-11 Class MZ</title>
        <cusip>3136AMXR5</cusip>
        <identifiers>
          <isin value="US3136AMXR54"/>
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        <balance>4733213.38000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5183600.41000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>COLLEGE AVE STUDENT LOANS LLC</name>
        <lei>N/A</lei>
        <title>College Avenue Student Loans Series 2019-A Class A1</title>
        <cusip>19421UAA2</cusip>
        <identifiers>
          <isin value="US19421UAA25"/>
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        <balance>131156.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>132991.49000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.48600080</annualizedRt>
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      <invstOrSec>
        <name>UPSTART SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Securitization Trust Series 2019-3 Class B</title>
        <cusip>91678WAC3</cusip>
        <identifiers>
          <isin value="US91678WAC38"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>607942.56000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.82900000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Pool S0-6829</title>
        <cusip>3132HTSS6</cusip>
        <identifiers>
          <isin value="US3132HTSS68"/>
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        <balance>371028.55000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>OPORTUN FUNDING LLC</name>
        <lei>N/A</lei>
        <title>Oportun Funding LLC Series 2020-1, Class B</title>
        <cusip>68377AAB5</cusip>
        <identifiers>
          <isin value="US68377AAB52"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp. Series 4377 Class KZ</title>
        <cusip>3137BDBN5</cusip>
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          <isin value="US3137BDBN53"/>
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        <balance>798583.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>890629.25000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FREED ABS TRUST</name>
        <lei>N/A</lei>
        <title>Freedom Mortgage Trust 6.00%, Due 06/18/2027</title>
        <cusip>35635HAC5</cusip>
        <identifiers>
          <isin value="US35635HAC51"/>
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        <balance>1484000.00000000</balance>
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          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool FN MA2198</title>
        <cusip>31418BNQ5</cusip>
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          <isin value="US31418BNQ58"/>
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        <balance>368323.53000000</balance>
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        <issuerCat>USGSE</issuerCat>
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          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>U.S. Treasury Security Stripped Interest Security</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury STRIPS 0.000%, Due 11/15/2031</title>
        <cusip>9128337Q7</cusip>
        <identifiers>
          <isin value="US9128337Q77"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1681629.46000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <name>FINANCE OF AMERICA HECM BUYOUT 2021-HB1</name>
        <lei>N/A</lei>
        <title>Finance Of American HECM Buyout Series 21-HB1 Class M3</title>
        <cusip>31735RAD9</cusip>
        <identifiers>
          <isin value="US31735RAD98"/>
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        <balance>700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>699260.45000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.64020000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds 4.25%, Due 05/15/2039</title>
        <cusip>912810QB7</cusip>
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        <curCd>USD</curCd>
        <valUSD>681562.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-05-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4006 Class IA</title>
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          <isin value="US3137ALS753"/>
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        <balance>526418.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>54200.40000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Pacific Life Global Funding II</name>
        <lei>6354003EUPCHXTWUU869</lei>
        <title>Pacific Life Global Fund II 1.45%, Due 01/20/2028</title>
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        <identifiers>
          <isin value="US6944PL2D07"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>491445.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.45000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>PPG Industries, Inc.</name>
        <lei>549300BKPEP01R3V6C59</lei>
        <title>PPG Industries, Inc. 2.550%, Due 06/15/2030</title>
        <cusip>693506BS5</cusip>
        <identifiers>
          <isin value="US693506BS57"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>307936.52000000</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>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Assocation Series 2016-74 Class PL</title>
        <cusip>38379WXZ0</cusip>
        <identifiers>
          <isin value="US38379WXZ03"/>
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        <balance>1698824.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1772924.37000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Westgate Resorts</name>
        <lei>N/A</lei>
        <title>Westgate Resorts Series 2020-1A, Class B</title>
        <cusip>96034LAC5</cusip>
        <identifiers>
          <isin value="US96034LAC54"/>
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        <balance>778298.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>801096.50000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.96300000</annualizedRt>
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      <invstOrSec>
        <name>READY CAPITAL MORTGAGE FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ReadyCap Commercial Mortgage Series 21-FL6 Class C</title>
        <cusip>75575TAG8</cusip>
        <identifiers>
          <isin value="US75575TAG85"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499845.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX TRUST SERIES 2019-OC11 CLASS A</title>
        <cusip>05606FAA1</cusip>
        <identifiers>
          <isin value="US05606FAA12"/>
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        <balance>1177000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1258140.50000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20200000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2011-57 Class PD</title>
        <cusip>31397UM30</cusip>
        <identifiers>
          <isin value="US31397UM303"/>
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        <balance>321407.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>363914.65000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ACC TRUST</name>
        <lei>N/A</lei>
        <title>ACC Trust Series 2021-1, Class B</title>
        <cusip>00091KAB1</cusip>
        <identifiers>
          <isin value="US00091KAB17"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>998900.20000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.43000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2011-14 Class PI</title>
        <cusip>31397SBH6</cusip>
        <identifiers>
          <isin value="US31397SBH67"/>
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        <balance>25929.49000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2016-120, Class YA</title>
        <cusip>38380ATH0</cusip>
        <identifiers>
          <isin value="US38380ATH04"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>534875.20000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>L3 Harris Technologies Inc</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>L3 Harris Technologies, Inc. 3.85%, Due 12/15/2026</title>
        <cusip>502431AL3</cusip>
        <identifiers>
          <isin value="US502431AL33"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>55290.69000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CREDITO REAL USA AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Credito RL USA Series 2021-1, Class A</title>
        <cusip>22551EAA4</cusip>
        <identifiers>
          <isin value="US22551EAA47"/>
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        <balance>762148.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>762403.54000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wisconsin Power and Light Company</name>
        <lei>JWBYHVQVMY66CVCOSO49</lei>
        <title>WISCONSIN PWR &amp; LT CO SR GLBL DEB 1.95%, Due 09/16/31</title>
        <cusip>976826BP1</cusip>
        <identifiers>
          <isin value="US976826BP11"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>787190.02000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Carvana Auto Receivable Trust Series 2020-P1 Class C</title>
        <cusip>14687AAR9</cusip>
        <identifiers>
          <isin value="US14687AAR95"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 13-31 Class NT</title>
        <cusip>3136ADFZ7</cusip>
        <identifiers>
          <isin value="US3136ADFZ73"/>
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        <balance>78335.83000000</balance>
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        <curCd>USD</curCd>
        <valUSD>78890.43000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2018-H08 Class NI</title>
        <cusip>38380LDK6</cusip>
        <identifiers>
          <isin value="US38380LDK61"/>
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        <balance>1077116.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24978.33000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Huntington Bancshares Incorporated</name>
        <lei>549300XTVCVV9I7B5T19</lei>
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        <cusip>446150AQ7</cusip>
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          <isin value="US446150AQ78"/>
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        <curCd>USD</curCd>
        <valUSD>131109.35000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation Floater, Due 06/19/2026</title>
        <cusip>06051GJD2</cusip>
        <identifiers>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>149963.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.31900000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 13-5 Class GY</title>
        <cusip>38378FTQ3</cusip>
        <identifiers>
          <isin value="US38378FTQ36"/>
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        <balance>532000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>574721.83000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Southwestern Electric Power Company</name>
        <lei>R64UBJHEC74EB3HGQ410</lei>
        <title>Southwestern Electric Power 2.750%, Due 10/01/2026</title>
        <cusip>845437BP6</cusip>
        <identifiers>
          <isin value="US845437BP68"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105168.02000000</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>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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      <invstOrSec>
        <name>Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc</name>
        <lei>5493002J2SVENP0PVK27</lei>
        <title>Anheuser-Busch Cos LLC/Anheuser Busch Inbev Worldwide, Inc.</title>
        <cusip>03522AAH3</cusip>
        <identifiers>
          <isin value="US03522AAH32"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120844.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.70000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4074 Class SJ</title>
        <cusip>3137ASM92</cusip>
        <identifiers>
          <isin value="US3137ASM926"/>
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        <balance>1017786.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241728.46000000</valUSD>
        <pctVal>0.055083261736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.53625000</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>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2019-60 ClassWZ</title>
        <cusip>3136B6US0</cusip>
        <identifiers>
          <isin value="US3136B6US00"/>
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        <balance>553311.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>569966.99000000</valUSD>
        <pctVal>0.129879786978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2004-49 Class MZ</title>
        <cusip>38374GV41</cusip>
        <identifiers>
          <isin value="US38374GV412"/>
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        <balance>401523.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>463461.57000000</valUSD>
        <pctVal>0.105610133639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Assoication Series 12-9 Class FC</title>
        <cusip>3136A3D24</cusip>
        <identifiers>
          <isin value="US3136A3D248"/>
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        <balance>133456.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134852.68000000</valUSD>
        <pctVal>0.030729213549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.48600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Government National Mortgage Association Series 19-99, Class EW</title>
        <cusip>38381XUZ7</cusip>
        <identifiers>
          <isin value="US38381XUZ76"/>
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        <balance>540446.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>588188.19000000</valUSD>
        <pctVal>0.134031896865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation 1.486%, Due 05/19/2024</title>
        <cusip>06051GJC4</cusip>
        <identifiers>
          <isin value="US06051GJC42"/>
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        <balance>830000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>842299.18000000</valUSD>
        <pctVal>0.191936796322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.48600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 18-097 Class GY</title>
        <cusip>38380XJ65</cusip>
        <identifiers>
          <isin value="US38380XJ658"/>
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        <balance>1162000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1288885.75000000</valUSD>
        <pctVal>0.293701581997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple Inc 2.2%, DUE 09/11/2029</title>
        <cusip>037833DP2</cusip>
        <identifiers>
          <isin value="US037833DP29"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257418.06000000</valUSD>
        <pctVal>0.058658489673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2013-101 Class DO</title>
        <cusip>3136AGZH8</cusip>
        <identifiers>
          <isin value="US3136AGZH86"/>
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        <balance>130863.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>111906.53000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>State Street Instl</name>
        <lei>N/A</lei>
        <title>State Street Institutional Liquid Reserves Fund, Premier Class</title>
        <cusip>85749P101</cusip>
        <identifiers>
          <isin value="US85749P1012"/>
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        <balance>496242.57000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>496341.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REGIONAL MANAGEMENT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Regional Management Issuance Series 21-1 Class C</title>
        <cusip>75907VAC1</cusip>
        <identifiers>
          <isin value="US75907VAC19"/>
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        <balance>625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>623624.94000000</valUSD>
        <pctVal>0.142106956687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.04000000</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>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corporation 3.80%, Due 08/15/2029</title>
        <cusip>03027XAW0</cusip>
        <identifiers>
          <isin value="US03027XAW02"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110889.74000000</valUSD>
        <pctVal>0.025268719174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>Anheuser-Busch Beverage 3.50%, Due 06/01/2030</title>
        <cusip>035240AV2</cusip>
        <identifiers>
          <isin value="US035240AV25"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>657151.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Hero Funding</name>
        <lei>N/A</lei>
        <title>Hero Funding Trust Series 2018-1A Class A2</title>
        <cusip>42772GAB8</cusip>
        <identifiers>
          <isin value="US42772GAB86"/>
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        <balance>63382.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>67706.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.67000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2013-104 Class CY</title>
        <cusip>3136AGSP8</cusip>
        <identifiers>
          <isin value="US3136AGSP85"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>301442.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association 6.00%, Due 04/20/2036</title>
        <cusip>38374MX46</cusip>
        <identifiers>
          <isin value="US38374MX465"/>
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        <balance>204651.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>231183.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds 3.00%, due 02/15/2048</title>
        <cusip>912810SA7</cusip>
        <identifiers>
          <isin value="US912810SA79"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3567187.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UPSTART SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Securitization Trust Series 2021-2, Class B</title>
        <cusip>91680FAB8</cusip>
        <identifiers>
          <isin value="US91680FAB85"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1002082.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</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>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley 3.70%, Due 10/23/2024</title>
        <cusip>61761JVL0</cusip>
        <identifiers>
          <isin value="US61761JVL06"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108471.44000000</valUSD>
        <pctVal>0.024717655175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</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>Comerica Bank</name>
        <lei>70WY0ID1N53Q4254VH70</lei>
        <title>Comerica Bank 2.50%, Due 07/23/2024</title>
        <cusip>20034DJA8</cusip>
        <identifiers>
          <isin value="US20034DJA81"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262145.00000000</valUSD>
        <pctVal>0.059735629176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="233833.34"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2013-82 Class SB</title>
        <cusip>3136AFXL3</cusip>
        <identifiers>
          <isin value="US3136AFXL34"/>
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        <balance>350235.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>435657.80000000</valUSD>
        <pctVal>0.099274419838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.47799880</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Company Floating Rate, Due 01/15/2023</title>
        <cusip>48128BAC5</cusip>
        <identifiers>
          <isin value="US48128BAC54"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100386.99000000</valUSD>
        <pctVal>0.022875431569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.12613040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Allstate Corporation</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>Allstate Corp. 0.75%, Due 12/15/2025</title>
        <cusip>020002BH3</cusip>
        <identifiers>
          <isin value="US020002BH30"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>987667.42000000</valUSD>
        <pctVal>0.225062216524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</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>Massmutual Global Funding II</name>
        <lei>549300K1IE3K7YU6VG29</lei>
        <title>MassMutual Global Funding 1.20%, Due 07/16/2026</title>
        <cusip>57629WDE7</cusip>
        <identifiers>
          <isin value="US57629WDE75"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396361.89000000</valUSD>
        <pctVal>0.090319963686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool FN 252409</title>
        <cusip>31371HKW7</cusip>
        <identifiers>
          <isin value="US31371HKW78"/>
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        <balance>87191.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>96182.52000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds 3.875%; Due 08/15/2040</title>
        <cusip>912810QK7</cusip>
        <identifiers>
          <isin value="US912810QK79"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>721187.50000000</valUSD>
        <pctVal>0.164338778411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>CMSC 2020-UNFI</name>
        <lei>N/A</lei>
        <title>CSMC Floater, Due 12/06/2022</title>
        <cusip>12656MAA1</cusip>
        <identifiers>
          <isin value="US12656MAA18"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1003212.90000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75220080</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Santander Consumer Auto Receivables Series 2020-BA, Class D</title>
        <cusip>802830AU3</cusip>
        <identifiers>
          <isin value="US802830AU33"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406047.20000000</valUSD>
        <pctVal>0.092526979218</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.14000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LOANCORE 2019-CRE3 ISSUER LTD</name>
        <lei>N/A</lei>
        <title>LoanCore Issuer Ltd. Series 2019-CRE3, Class D</title>
        <cusip>53947DAJ5</cusip>
        <identifiers>
          <isin value="US53947DAJ54"/>
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        <balance>1170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1146575.43000000</valUSD>
        <pctVal>0.261272977585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.59549920</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>BSPRT 2018-FL4 Issuer, Ltd.</name>
        <lei>N/A</lei>
        <title>BSPRT Issuer LTD Series 2018-FL4 Class A</title>
        <cusip>05586AAA6</cusip>
        <identifiers>
          <isin value="US05586AAA60"/>
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        <balance>391827.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>391827.98000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Mosaic Solar Loan Trust</name>
        <lei>549300ZLA8SW2SVJMN33</lei>
        <title>Mosaic Solar Loans, LLC Series 2018-1A Class A</title>
        <cusip>61946FAA3</cusip>
        <identifiers>
          <isin value="US61946FAA30"/>
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        <balance>95381.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>102231.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.01000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REGIONAL MANAGEMENT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Regional Management Issuance Trust Series 2020-1 Class A</title>
        <cusip>75907QAA6</cusip>
        <identifiers>
          <isin value="US75907QAA67"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255052.50000000</valUSD>
        <pctVal>0.058119443668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.34000000</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>VEROS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Veros Auto Receivables Trust Series 21-1 Class B</title>
        <cusip>92512BAB9</cusip>
        <identifiers>
          <isin value="US92512BAB99"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999933.00000000</valUSD>
        <pctVal>0.227857204559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.49000000</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>Kimberly-Clark Corporation</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>Kimberly-Clark Corporation 3.95%, Due 11/01/2028</title>
        <cusip>494368BY8</cusip>
        <identifiers>
          <isin value="US494368BY83"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114652.08000000</valUSD>
        <pctVal>0.026126052891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cht Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Cosmopolitan Hotel Trust Series 2017-CSMO Class D</title>
        <cusip>12546DAL1</cusip>
        <identifiers>
          <isin value="US12546DAL10"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100094.77000000</valUSD>
        <pctVal>0.022808842675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.34550080</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>Westgate Resorts</name>
        <lei>N/A</lei>
        <title>Westgate Resorts Series 2018-1A Class B</title>
        <cusip>96033WAB4</cusip>
        <identifiers>
          <isin value="US96033WAB46"/>
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        <balance>63459.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64159.15000000</valUSD>
        <pctVal>0.014620104112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.58000000</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>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2018-14 Class MZ</title>
        <cusip>38380UX40</cusip>
        <identifiers>
          <isin value="US38380UX408"/>
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        <balance>385063.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>392349.90000000</valUSD>
        <pctVal>0.089405741607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corporation 2.1%, Due 06/15/2020</title>
        <cusip>03027XBC3</cusip>
        <identifiers>
          <isin value="US03027XBC39"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97857.43000000</valUSD>
        <pctVal>0.022299014479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10000000</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>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE, 4.75%, DUE 02/15/2037 </title>
        <cusip>912810PT9</cusip>
        <identifiers>
          <isin value="US912810PT97"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211693.36000000</valUSD>
        <pctVal>0.048239089252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="211693.36"/>
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      <invstOrSec>
        <name>PPL Electric Utilities Corporation</name>
        <lei>N/A</lei>
        <title>PPL Electric Utilities 3.00%, Due 10/01/2019</title>
        <cusip>69351UAW3</cusip>
        <identifiers>
          <isin value="US69351UAW36"/>
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        <balance>160000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163691.76000000</valUSD>
        <pctVal>0.037300845999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="14323.03"/>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JP Morgan Chase and Co. 4.023%, Due 12/05/2024</title>
        <cusip>46647PAY2</cusip>
        <identifiers>
          <isin value="US46647PAY25"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>589094.25000000</valUSD>
        <pctVal>0.134238362997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.02300000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Assoication Series 18-31 Class KB</title>
        <cusip>3136B1YC2</cusip>
        <identifiers>
          <isin value="US3136B1YC25"/>
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        <balance>247826.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264132.93000000</valUSD>
        <pctVal>0.060188623699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce 2.606%, Due 07/22/2023</title>
        <cusip>1360698A2</cusip>
        <identifiers>
          <isin value="US1360698A26"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101765.56000000</valUSD>
        <pctVal>0.023189569723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool AN7612</title>
        <cusip>3138LLN68</cusip>
        <identifiers>
          <isin value="US3138LLN684"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>278768.56000000</valUSD>
        <pctVal>0.063523680887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.28000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Northern States Power Company</name>
        <lei>3S1GHB0TEH85KX44SB51</lei>
        <title>Northern States PWR-MINN 2.90%, Due 03/01/2050</title>
        <cusip>665772CR8</cusip>
        <identifiers>
          <isin value="US665772CR86"/>
        </identifiers>
        <balance>125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125560.14000000</valUSD>
        <pctVal>0.028611699488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</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>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>Amgen, Inc. 1.90%, Due 02/21/2025</title>
        <cusip>031162CV0</cusip>
        <identifiers>
          <isin value="US031162CV00"/>
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        <balance>310000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318934.01000000</valUSD>
        <pctVal>0.072676281268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.90000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2017-080 Class BZ</title>
        <cusip>38376U3C1</cusip>
        <identifiers>
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        <name>Abbott Laboratories</name>
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        <name>JPMorgan Chase Bank, National Association</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Bancorp Commercial Mortgag</name>
        <lei>5493009R0KRDEB1KXF82</lei>
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        <name>STAR 2021-SFR1</name>
        <lei>N/A</lei>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2006-56 Class DC</title>
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        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>SPS SERVICER ADVANCE RECEIVABLES TRUST II</name>
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        <name>Phillips 66 Partners LP</name>
        <lei>549300TL5L4IG0H4FX64</lei>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912810QA9</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy Inc 1.45%, Due 04/15/2026</title>
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        <issuerCat>CORP</issuerCat>
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        <name>PROGRESS RESIDENTIAL TRUST</name>
        <lei>N/A</lei>
        <title>Progress Residential Trust Series 21-SFR1 Class E</title>
        <cusip>74331FAJ0</cusip>
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          <isin value="US74331FAJ03"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BUSINESS JET SECURITIES LLC</name>
        <lei>N/A</lei>
        <title>Business Jet Securities , LLC Series 21-1A Class B</title>
        <cusip>12327BAB2</cusip>
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          <isin value="US12327BAB27"/>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>MF1 2020-FL4 LTD</name>
        <lei>N/A</lei>
        <title>MF1 Multifamily Housing Mortgage Series 2020-FL4, Class A</title>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>UPSTART PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Pool S0-6050</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sfs Asset Securitization LLC</name>
        <lei>N/A</lei>
        <title>SFS Asset Securitization LLC Series 19-1 Class B</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
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        <cusip>822582AD4</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Laboratory Corp of America Holdings</name>
        <lei>OZ7UA8IXAIFILY2VZH07</lei>
        <title>Laboratory Corporation American Holdings 1.55%, Due 06/01/2026</title>
        <cusip>50540RAX0</cusip>
        <identifiers>
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        <balance>375000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2012-99 Class UY</title>
        <cusip>3136A8WA4</cusip>
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          <isin value="US3136A8WA40"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST</name>
        <lei>549300HG8ZEWVWVSN227</lei>
        <title>Multifamily Conn Ave Series 2020-01, Class M-7</title>
        <cusip>62548QAB7</cusip>
        <identifiers>
          <isin value="US62548QAB77"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>A10 BRIDGE ASSET FINANCING LLC</name>
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        <title>A10 Securitization Series 2020-C, Class A</title>
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        <identifiers>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.03300000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool AN3598</title>
        <cusip>3138LF7L6</cusip>
        <identifiers>
          <isin value="US3138LF7L62"/>
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        <balance>272805.35000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications, Inc. 4.125%, Due 03/16/2027</title>
        <cusip>92343VDY7</cusip>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 237 Class S14</title>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2014-H15 Class FA</title>
        <cusip>38378U8D2</cusip>
        <identifiers>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2017-H16 Class DB</title>
        <cusip>38375UE89</cusip>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PRODIGY FINANCE CM2021-1 DESIGNATED ACTIVITY COMPANY</name>
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        <title>Prodigy Finance Series 2021-1A, Class A</title>
        <cusip>742855AA7</cusip>
        <identifiers>
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        <balance>669447.92000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>U.S. Treasury Security Stripped Interest Security</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Strips 0.000%, Due 02/15/2036</title>
        <cusip>9128335B2</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>Tesla Auto Lease Trust Series 2021-B, Class D</title>
        <cusip>88161KAG0</cusip>
        <identifiers>
          <isin value="US88161KAG04"/>
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        <balance>1400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1400730.66000000</valUSD>
        <pctVal>0.319187958121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.32000000</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>VEROS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Veros Auto Receivables Trust Series 21-1 Class A</title>
        <cusip>92512BAA1</cusip>
        <identifiers>
          <isin value="US92512BAA17"/>
        </identifiers>
        <balance>926930.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>927004.42000000</valUSD>
        <pctVal>0.211238788754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.92000000</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>LENDMARK FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>Lendmark Funding Trust Series 21-1A Class C</title>
        <cusip>52607MAC3</cusip>
        <identifiers>
          <isin value="US52607MAC38"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>753752.55000000</valUSD>
        <pctVal>0.171759456856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.41000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Assoication SERIES 2012-128 CLASS SH</title>
        <cusip>3136A9VH8</cusip>
        <identifiers>
          <isin value="US3136A9VH84"/>
        </identifiers>
        <balance>405607.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>361366.73000000</valUSD>
        <pctVal>0.082345530069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.91399920</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>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc. 3.30%, Due 04/27/2025</title>
        <cusip>172967JP7</cusip>
        <identifiers>
          <isin value="US172967JP75"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107782.72000000</valUSD>
        <pctVal>0.024560714846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2012-113 Class NZ</title>
        <cusip>38378HSU1</cusip>
        <identifiers>
          <isin value="US38378HSU13"/>
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        <balance>272666.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>283625.84000000</valUSD>
        <pctVal>0.064630521288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX Trust Series 2018-EXCL, Class B</title>
        <cusip>12433WAC5</cusip>
        <identifiers>
          <isin value="US12433WAC55"/>
        </identifiers>
        <balance>207094.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202434.64000000</valUSD>
        <pctVal>0.046129281838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.42099920</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>MERCURY FINANCIAL CREDIT CARD MASTER TURST</name>
        <lei>N/A</lei>
        <title>Mercury Financial Credit Card Series 2021-1A, Class B</title>
        <cusip>58940BAB2</cusip>
        <identifiers>
          <isin value="US58940BAB27"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>794752.40000000</valUSD>
        <pctVal>0.181102194027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.33000000</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>GENESIS SALES FINANCE MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Genesis Sales Finance Master Series 21-AA Class D</title>
        <cusip>37186XAN5</cusip>
        <identifiers>
          <isin value="US37186XAN57"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>747907.28000000</valUSD>
        <pctVal>0.170427480731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.09000000</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>CPS Auto Receivables Trust</name>
        <lei>54930087Z25SUMBR4I05</lei>
        <title>CPS Auto Trust Series 2017-D Class D</title>
        <cusip>12652BAD3</cusip>
        <identifiers>
          <isin value="US12652BAD38"/>
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        <balance>114011.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114872.15000000</valUSD>
        <pctVal>0.026176200786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.73000000</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>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust Series 2019-KF67, Class B</title>
        <cusip>30298NAG2</cusip>
        <identifiers>
          <isin value="US30298NAG25"/>
        </identifiers>
        <balance>460365.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>458193.61000000</valUSD>
        <pctVal>0.104409710572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.33250120</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>FHF TRUST 2021-1</name>
        <lei>N/A</lei>
        <title>FHF Trust Series 2021-1A, Class A</title>
        <cusip>30260WAA9</cusip>
        <identifiers>
          <isin value="US30260WAA99"/>
        </identifiers>
        <balance>726374.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>725858.06000000</valUSD>
        <pctVal>0.165403070464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.27000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Principal Only</title>
        <cusip>31398LQK7</cusip>
        <identifiers>
          <isin value="US31398LQK79"/>
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        <balance>99615.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90368.46000000</valUSD>
        <pctVal>0.020592484372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2019-8 Class ZD</title>
        <cusip>3136B3W97</cusip>
        <identifiers>
          <isin value="US3136B3W973"/>
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        <balance>547243.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>610915.43000000</valUSD>
        <pctVal>0.139210809226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust Series 2019-KF57 CLASS B</title>
        <cusip>30297VAA8</cusip>
        <identifiers>
          <isin value="US30297VAA89"/>
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        <balance>1053011.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1046002.98000000</valUSD>
        <pctVal>0.238355284787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.33250120</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>Sofi Professional Ln Program 2019-C Tr</name>
        <lei>N/A</lei>
        <title>Social Pofessional Loan Program Series 19-C Class BFX</title>
        <cusip>83401CAC8</cusip>
        <identifiers>
          <isin value="US83401CAC82"/>
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        <balance>730000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>742102.16000000</valUSD>
        <pctVal>0.169104653686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.05000000</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>Dell International L.L.C. and EMC Corporation</name>
        <lei>N/A</lei>
        <title>Dell International LLC / EMC Corp. 5.3%, Due 10/01/2029</title>
        <cusip>24703TAG1</cusip>
        <identifiers>
          <isin value="US24703TAG13"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120881.71000000</valUSD>
        <pctVal>0.027545614079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOV'T NATIONAL MORTGAGE ASSOC Series 18-120 Class PY</title>
        <cusip>38380YTX3</cusip>
        <identifiers>
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        <balance>689379.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>728542.14000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>OPORTUN ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Oportun Funding LLC Series 2021-B, Class C</title>
        <cusip>68377GAC0</cusip>
        <identifiers>
          <isin value="US68377GAC06"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>652955.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OCTANE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Octane Receivables Trust Series 2021-1A, Class C</title>
        <cusip>67571AAC9</cusip>
        <identifiers>
          <isin value="US67571AAC99"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>550976.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.23000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Progress Inc</name>
        <lei>0NIFZ782LS46WOC9QK20</lei>
        <title>Duke Energy Progress Incorporation 2.00%, Due 08/15/2031</title>
        <cusip>26442UAL8</cusip>
        <identifiers>
          <isin value="US26442UAL89"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>589589.50000000</valUSD>
        <pctVal>0.134351216839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AVANT LOANS FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>Avant Loans Funding Trust Series 21-REV1 Class C</title>
        <cusip>05353LAC9</cusip>
        <identifiers>
          <isin value="US05353LAC90"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>802402.80000000</valUSD>
        <pctVal>0.182845509587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</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>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corporation 1.45%, Due 09/15/2026</title>
        <cusip>03027XBR0</cusip>
        <identifiers>
          <isin value="US03027XBR08"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>298605.00000000</valUSD>
        <pctVal>0.068043859506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="298605"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Assoication Series 4673, Class PH</title>
        <cusip>3137BXEK4</cusip>
        <identifiers>
          <isin value="US3137BXEK42"/>
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        <balance>410410.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>427212.02000000</valUSD>
        <pctVal>0.097349859071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHF TRUST 2021-2</name>
        <lei>N/A</lei>
        <title>First Help Financial LLC Series 21-2A Class B</title>
        <cusip>30322JAA4</cusip>
        <identifiers>
          <isin value="US30322JAA43"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999626.30000000</valUSD>
        <pctVal>0.227787316072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.83000000</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>LOANPAL SOLAR LOAN LTD</name>
        <lei>N/A</lei>
        <title>Loanpal Solar Loan Ltd. Series 21-1GS Class A</title>
        <cusip>53948PAA6</cusip>
        <identifiers>
          <isin value="US53948PAA66"/>
        </identifiers>
        <balance>622939.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>629414.92000000</valUSD>
        <pctVal>0.143426333743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.29000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Assocation Series 2012-99, Class QS</title>
        <cusip>3136A8WU0</cusip>
        <identifiers>
          <isin value="US3136A8WU04"/>
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        <balance>2524249.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>550096.03000000</valUSD>
        <pctVal>0.125351742201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.51399840</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>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX Trust Series 2019-OC11 Class D</title>
        <cusip>05606FAL7</cusip>
        <identifiers>
          <isin value="US05606FAL76"/>
        </identifiers>
        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237799.62000000</valUSD>
        <pctVal>0.054187987253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.07545560</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>CSMC 2018-SITE</name>
        <lei>N/A</lei>
        <title>Credit Suisse First Boston Series 2018-SITE, Class C</title>
        <cusip>12690CAG8</cusip>
        <identifiers>
          <isin value="US12690CAG87"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310304.43000000</valUSD>
        <pctVal>0.070709837541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.94144280</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>
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      <invstOrSec>
        <name>CSMC 2018-SITE</name>
        <lei>N/A</lei>
        <title>Credit Suisse First Boston Series 2018-SITE, Class A</title>
        <cusip>12690CAA1</cusip>
        <identifiers>
          <isin value="US12690CAA18"/>
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        <balance>127000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133085.93000000</valUSD>
        <pctVal>0.030326619859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.28400000</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>LHOME MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>LHOME Mortgage Trust Series 2021-RTL2, Class M</title>
        <cusip>501895AC0</cusip>
        <identifiers>
          <isin value="US501895AC01"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>751854.45000000</valUSD>
        <pctVal>0.171326932116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45800000</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>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company 2.188%, Due 04/30/2026</title>
        <cusip>95000U2N2</cusip>
        <identifiers>
          <isin value="US95000U2N22"/>
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        <balance>275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>283837.23000000</valUSD>
        <pctVal>0.064678691249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.18800000</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>General Motors Financial Company  Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co 4.3%, Due 07/13/2025</title>
        <cusip>37045XAZ9</cusip>
        <identifiers>
          <isin value="US37045XAZ96"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>768118.88000000</valUSD>
        <pctVal>0.175033147986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL NATIONAL MORTGAGE ASSOC. SERIES 4473 CLASS Z</title>
        <cusip>3137BJAZ6</cusip>
        <identifiers>
          <isin value="US3137BJAZ62"/>
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        <balance>386868.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>404177.87000000</valUSD>
        <pctVal>0.092101010370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CubeSmart L.P.</name>
        <lei>549300MPHKO3I3FJRA97</lei>
        <title>CubeSmart, L.P. 3.125%, Due 09/01/2026</title>
        <cusip>22966RAD8</cusip>
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        <curCd>USD</curCd>
        <valUSD>53189.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>Truist Financial Corporation 1.887%, Due 06/07/2029</title>
        <cusip>89788MAE2</cusip>
        <identifiers>
          <isin value="US89788MAE21"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>499512.89000000</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>2029-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.88700000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>CARNOW AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CarNow Auto Receivables Trust Series 2021-1A, Class C</title>
        <cusip>14369GAE0</cusip>
        <identifiers>
          <isin value="US14369GAE08"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>753748.65000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JP MORGAN CHASE 0.653%, DUE 09/16/2024</title>
        <cusip>46647PBS4</cusip>
        <identifiers>
          <isin value="US46647PBS48"/>
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        <curCd>USD</curCd>
        <valUSD>150374.58000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.65300000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UPSTART PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Securitization Trust Series 2021-ST1 Class A</title>
        <cusip>91681MAA4</cusip>
        <identifiers>
          <isin value="US91681MAA45"/>
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        <balance>788606.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>794858.99000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>Ford Motor Credit Company, LLC 4.346%, Due 12/08/2026</title>
        <cusip>345370CR9</cusip>
        <identifiers>
          <isin value="US345370CR99"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>106500.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.34600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal Home Loan Mortgage Corporation Principal Only</title>
        <cusip>3136FENW8</cusip>
        <identifiers>
          <isin value="US3136FENW88"/>
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        <balance>53113.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49206.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BUSINESS JET SECURITIES LLC</name>
        <lei>N/A</lei>
        <title>Business Jet Securities, LLC Series 2019-1 Class B</title>
        <cusip>12326QAB0</cusip>
        <identifiers>
          <isin value="US12326QAB05"/>
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        <balance>434978.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>435909.97000000</valUSD>
        <pctVal>0.099331882439</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.19300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Homes 4 Rent L P</name>
        <lei>549300ZJUO7A58PNUW40</lei>
        <title>American Homes 4 Rent 4.25%, Due 02/15/2028</title>
        <cusip>02666TAA5</cusip>
        <identifiers>
          <isin value="US02666TAA51"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113203.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Southwest Airlines Co.</name>
        <lei>UDTZ87G0STFETI6HGH41</lei>
        <title>Southwest Airlines Company 3.00%, Due 11/15/2026</title>
        <cusip>844741BC1</cusip>
        <identifiers>
          <isin value="US844741BC18"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106171.71000000</valUSD>
        <pctVal>0.024193610015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2015-82 Class AI</title>
        <cusip>3136AQHT0</cusip>
        <identifiers>
          <isin value="US3136AQHT09"/>
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        <balance>1102716.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>95282.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HOME PARTNERS OF AMERICA TRUST</name>
        <lei>N/A</lei>
        <title>Home Partners of America Trust Serues 2019-1 Class B</title>
        <cusip>43731QAC2</cusip>
        <identifiers>
          <isin value="US43731QAC24"/>
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        <balance>536691.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>543825.08000000</valUSD>
        <pctVal>0.123922765323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corporation 2.8%, Due 04/01/2027</title>
        <cusip>68389XBU8</cusip>
        <identifiers>
          <isin value="US68389XBU81"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>317814.00000000</valUSD>
        <pctVal>0.072421061820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</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>N/A</name>
        <lei>N/A</lei>
        <title>State Street Navigator Securities Lending Portfolio I</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="SS SECLEN"/>
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        <balance>21973582.50</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21973582.50000000</valUSD>
        <pctVal>5.007174563300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <cashCollateralCondition cashCollateralVal="21973582.50" isCashCollateral="Y"/>
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      <invstOrSec>
        <name>Laurel Rd Prime Sl Tr 2018-B</name>
        <lei>549300XLHGW4YH0MCQ51</lei>
        <title>Laurel Road Prime Student Loan Series 2018-B Class A2</title>
        <cusip>51888RAB6</cusip>
        <identifiers>
          <isin value="US51888RAB69"/>
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        <balance>37365.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37950.01000000</valUSD>
        <pctVal>0.008647762591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.54000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Assoication Series 4847, Class CV</title>
        <cusip>3137FKAD8</cusip>
        <identifiers>
          <isin value="US3137FKAD87"/>
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        <balance>431085.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>462340.81000000</valUSD>
        <pctVal>0.105354743288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2005-52, Class JH</title>
        <cusip>31394DXZ8</cusip>
        <identifiers>
          <isin value="US31394DXZ85"/>
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        <balance>382683.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56710.11000000</valUSD>
        <pctVal>0.012922672953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.51399840</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>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
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        <name>Verizon Communications Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>United States Treasury Notes</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Citigroup Inc.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Public Storage</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>LENDMARK FUNDING TRUST</name>
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        <name>Carrier Global Corporation</name>
        <lei>549300JE3W6CWY2NAN77</lei>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4210 Class Z</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>AVANT LOANS  FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>Avant Loans Funding Trust Series 2020-REV1 Class A</title>
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        <identifiers>
          <isin value="US05355MAA99"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>201008.26000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool AL5166</title>
        <cusip>3138EMW49</cusip>
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        <balance>336230.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>355037.16000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2003-W10 Class 3IO</title>
        <cusip>31393DUV1</cusip>
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          <isin value="US31393DUV18"/>
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        <balance>11064564.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>172010.82000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.59158080</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPORTUN ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Oportun Funding LLC Series 2021-B</title>
        <cusip>68377GAA4</cusip>
        <identifiers>
          <isin value="US68377GAA40"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>750422.10000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UPSTART PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Pass Through Trust Series 21-1A Class C</title>
        <cusip>91683LAA4</cusip>
        <identifiers>
          <isin value="US91683LAA44"/>
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        <balance>700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>699519.66000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 12-129 Class HT</title>
        <cusip>3136AACT0</cusip>
        <identifiers>
          <isin value="US3136AACT02"/>
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        <balance>90486.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>90726.91000000</valUSD>
        <pctVal>0.020674165259</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hero Funding</name>
        <lei>549300Z5C0ID42MSJA91</lei>
        <title>Hero Funding Trust Series 2017-3A Class A1</title>
        <cusip>42771AAA4</cusip>
        <identifiers>
          <isin value="US42771AAA43"/>
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        <balance>163037.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169344.75000000</valUSD>
        <pctVal>0.038589006805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.19000000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corporation 3.969%, Due 11/01/2047</title>
        <cusip>20030NCC3</cusip>
        <identifiers>
          <isin value="US20030NCC39"/>
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        <balance>144000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164421.26000000</valUSD>
        <pctVal>0.037467078968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.96900000</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>Mirror Merger Sub 2 LLC</name>
        <lei>4JJ8ORNW1AFZPSV8GJ79</lei>
        <title>EATON VANCE CORP 3.625%, DUE 06/15/2023</title>
        <cusip>278265AD5</cusip>
        <identifiers>
          <isin value="US278265AD56"/>
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        <balance>478000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>502213.36000000</valUSD>
        <pctVal>0.114440599822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</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>BXMT LTD</name>
        <lei>N/A</lei>
        <title>BXMT Series 21-FL4 Class D</title>
        <cusip>05609GAJ7</cusip>
        <identifiers>
          <isin value="US05609GAJ76"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>750000.00000000</valUSD>
        <pctVal>0.170904354011</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.34550080</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corporation 2.6%, DUE 05/15/2023</title>
        <cusip>14040HCD5</cusip>
        <identifiers>
          <isin value="US14040HCD52"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206760.94000000</valUSD>
        <pctVal>0.047115126513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</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>Boston Properties Limited Partnership</name>
        <lei>BVHHEFJI6SHNOKQT2572</lei>
        <title>Boston Properties, L.P. 2.75%, Due 10/01/2026</title>
        <cusip>10112RAY0</cusip>
        <identifiers>
          <isin value="US10112RAY09"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52744.27000000</valUSD>
        <pctVal>0.012018967189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 13-124 Class ES</title>
        <cusip>38378WVW0</cusip>
        <identifiers>
          <isin value="US38378WVW09"/>
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        <balance>23993.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24659.81000000</valUSD>
        <pctVal>0.005619291864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.55015840</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2010-9 Class FA</title>
        <cusip>38375AA46</cusip>
        <identifiers>
          <isin value="US38375AA465"/>
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        <balance>126505.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127747.05000000</valUSD>
        <pctVal>0.029110036076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.61549920</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>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Company Step Bond, Due 10/01/2024</title>
        <cusip>233331AW7</cusip>
        <identifiers>
          <isin value="US233331AW74"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156514.29000000</valUSD>
        <pctVal>0.035665298167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.52900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool # AS7287</title>
        <cusip>3138WHCZ3</cusip>
        <identifiers>
          <isin value="US3138WHCZ33"/>
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        <balance>562005.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>608798.41000000</valUSD>
        <pctVal>0.138728398645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Company 2.95%, Due 03/01/2030</title>
        <cusip>233331BF3</cusip>
        <identifiers>
          <isin value="US233331BF33"/>
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        <balance>125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130525.69000000</valUSD>
        <pctVal>0.029743211641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Sofi Professional Loan Program</name>
        <lei>549300JC8TEF7BQ48X56</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Goodgreen 2020-1 Trust</name>
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        <name>BXG RECEIVABLES NOTE TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>CMS Energy Corporation</name>
        <lei>549300IA9XFBAGNIBW29</lei>
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        <identifiers>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government Naitonal Mortgage Association Series 2011-21 , Class SA</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2018-08 Class DZ</title>
        <cusip>3136B0VY9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4941, Class NW</title>
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        <identifiers>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <identifiers>
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        <balance>100000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp Series 4801 Class ZN</title>
        <cusip>3137FG3P8</cusip>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc. 3.50%, Due 01/23/2025</title>
        <cusip>38148LAC0</cusip>
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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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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2003-W10 Class 3A-5</title>
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        <identifiers>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Association Series 4265 Class FD</title>
        <cusip>3137B5QZ9</cusip>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>20 Times Sq Tr 2018</name>
        <lei>N/A</lei>
        <title>20 TIMES SQUARE SERIES 2018-20TS CLASS B</title>
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          <isin value="US90137LAC46"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2019-M21 Class 1A1</title>
        <cusip>3136B6JL8</cusip>
        <identifiers>
          <isin value="US3136B6JL85"/>
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        <balance>519135.15000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX Corporation 4.25%, Due 11/01/2066</title>
        <cusip>126408HG1</cusip>
        <identifiers>
          <isin value="US126408HG14"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>121729.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Phillips 66</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST</name>
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        <title>Continental Credit Card LLC Series 20-1A Class B</title>
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          <isin value="US66981PAB40"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2012-148 Class IA</title>
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          <isin value="US3136ABNP44"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>U.S. Treasury Security Stripped Interest Security</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury STRIPS 0.000%, Due 08/15/2041</title>
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          <isin value="US912834KP23"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-08-15</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>SUNNOVA HELIOS III ISSUER LLC</name>
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        <title>Helios Issuer, LLC Series 2019-AA Class A</title>
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          <isin value="US86745LAA08"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-06-20</maturityDt>
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        <name>Structured Asset Securities Corp.</name>
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          <isin value="US86359BBS97"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2009-19 Class TD</title>
        <cusip>31397NUG8</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 348 Class 11</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2013-35 Class LP</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Metropolitan Life Global Funding I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>Metropoltian Life Global 0.9%, Due 06/08/2023</title>
        <cusip>59217GEH8</cusip>
        <identifiers>
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        <balance>250000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>Tes 2017</name>
        <lei>N/A</lei>
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        <name>FMC GMSR ISSUER TRUST</name>
        <lei>N/A</lei>
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        <name>Renew 2017-2</name>
        <lei>N/A</lei>
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        <name>MOSAIC SOLAR LOAN TRUST</name>
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        <title>Mosaic Solar Loans LLC Series 2020-1A, Class A</title>
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          <isin value="US61946NAA63"/>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <title>Carvana Auto Receivable Trust Series 2020-P1 Class D</title>
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        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds 2.375%, due 11/15/2049</title>
        <cusip>912810SK5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Discover Bank</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
        <title>Discover Bank 2.70%, Due 02/06/2030</title>
        <cusip>25466AAR2</cusip>
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        <balance>250000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Spirit Realty LP</name>
        <lei>549300GTBVIBJRX5BW73</lei>
        <title>SPIRIT REALTY 3.2%, DUE 02/15/2031</title>
        <cusip>84861TAG3</cusip>
        <identifiers>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>259595.68000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>PROSPER MARKETPLACE ISSUANCE TRUST</name>
        <lei>549300WV6NCA12RVBP15</lei>
        <title>Prosper Marketplace Issuance Trust Series 19-3A Class B</title>
        <cusip>74362DAB4</cusip>
        <identifiers>
          <isin value="US74362DAB47"/>
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        <balance>12509.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12519.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2012-63 Class NI</title>
        <cusip>3136A6VD3</cusip>
        <identifiers>
          <isin value="US3136A6VD32"/>
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        <balance>1168746.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44347.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2010-44 Class CS</title>
        <cusip>31398PWQ8</cusip>
        <identifiers>
          <isin value="US31398PWQ89"/>
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        <balance>72009.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13040.37000000</valUSD>
        <pctVal>0.002971541347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.46400160</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>Abbvie Inc. 2.95%, Due 11/21/2026</title>
        <cusip>00287YBV0</cusip>
        <identifiers>
          <isin value="US00287YBV02"/>
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        <balance>335000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>358833.92000000</valUSD>
        <pctVal>0.081768372393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONTINENTAL CREDIT CARD ABS LLC</name>
        <lei>N/A</lei>
        <title>Continental Credit Card LLC Series 2017-1A, Class B</title>
        <cusip>21134RAB1</cusip>
        <identifiers>
          <isin value="US21134RAB15"/>
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        <balance>89879.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91042.04000000</valUSD>
        <pctVal>0.020745974712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.41000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 13-115, Class PB</title>
        <cusip>3136AG5V0</cusip>
        <identifiers>
          <isin value="US3136AG5V00"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>361820.04000000</valUSD>
        <pctVal>0.082448826939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HIN TIMESHARE TRUST</name>
        <lei>N/A</lei>
        <title>Holiday Inn Timeshare Trust Series 20-A Class C</title>
        <cusip>40439HAC3</cusip>
        <identifiers>
          <isin value="US40439HAC34"/>
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        <balance>516763.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>533790.32000000</valUSD>
        <pctVal>0.121636119756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.42000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 2021-MN1</title>
        <cusip>35563FAA9</cusip>
        <identifiers>
          <isin value="US35563FAA93"/>
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        <balance>1093349.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1100674.44000000</valUSD>
        <pctVal>0.250813405526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.04999840</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>Realty Income Corporation</name>
        <lei>549300CUWDAUZSH43859</lei>
        <title>Realty Income Corporation 3.00%, Due 01/15/2027</title>
        <cusip>756109AS3</cusip>
        <identifiers>
          <isin value="US756109AS39"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107076.00000000</valUSD>
        <pctVal>0.024399672813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2019-40, Class PL</title>
        <cusip>3136B4E38</cusip>
        <identifiers>
          <isin value="US3136B4E383"/>
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        <balance>318000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>355617.65000000</valUSD>
        <pctVal>0.081035472997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FMC Corporation</name>
        <lei>CKDHZ2X64EEBQCSP7013</lei>
        <title>FMC Corporation 3.45%, Due 10/01/2029</title>
        <cusip>302491AU9</cusip>
        <identifiers>
          <isin value="US302491AU91"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>323765.27000000</valUSD>
        <pctVal>0.073777192427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2012-74 Class LY</title>
        <cusip>38375CZ45</cusip>
        <identifiers>
          <isin value="US38375CZ450"/>
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        <balance>318000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318376.29000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Spirit Realty LP</name>
        <lei>549300GTBVIBJRX5BW73</lei>
        <title>Spirit Realty 2.1%, Due 03/15/2028</title>
        <cusip>84861TAH1</cusip>
        <identifiers>
          <isin value="US84861TAH14"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248700.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Atmos Energy Corporation</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>Atmos Energy Corporation 2.625%, Due 09/15/2029</title>
        <cusip>049560AR6</cusip>
        <identifiers>
          <isin value="US049560AR65"/>
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        <balance>310000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>321757.28000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association SERIES 2016-118 CLASS LB</title>
        <cusip>38380AUC9</cusip>
        <identifiers>
          <isin value="US38380AUC97"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>533223.80000000</valUSD>
        <pctVal>0.121507025443</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Invitation Homes Tr 2017-Sfr2</name>
        <lei>N/A</lei>
        <title>Invitation Homes Trust Series 2018-SFR3 Class A</title>
        <cusip>46187VAA7</cusip>
        <identifiers>
          <isin value="US46187VAA70"/>
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        <balance>1062658.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1064439.67000000</valUSD>
        <pctVal>0.242556498913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.08399960</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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        <name>AT&amp;T Inc</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>RMF Proprietary Issuance Trust</name>
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        <name>Fidelity National Information Services Inc</name>
        <lei>6WQI0GK1PRFVBA061U48</lei>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Sereis 398 Class C5</title>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Home Partners Of America Trust 2019-2</name>
        <lei>N/A</lei>
        <title>Home Partners of America Trust Series 2019-2 Class B</title>
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          <isin value="US43732TAC53"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool FN 469130</title>
        <cusip>31381SEB4</cusip>
        <identifiers>
          <isin value="US31381SEB43"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Pool FG U59010</title>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>General Motors Financial Company  Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2012-79 Class QB</title>
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        <issuerCat>USGSE</issuerCat>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Assocation Series 2020-093, Class AZ</title>
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        <name>Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
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        <issuerCat>CORP</issuerCat>
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        <name>BDS LTD</name>
        <lei>N/A</lei>
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        <name>Mosaic Solar Loans Llc 2017-1</name>
        <lei>549300ZLA8SW2SVJMN33</lei>
        <title>Mosaic solar Loans LLC Series 2017-2A Class B</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2017-16, Class UW</title>
        <cusip>3136AVZC6</cusip>
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        <balance>2044494.00000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Deutsche Telekom International Finance B.V.</name>
        <lei>529900ERDFHS6C1M4U58</lei>
        <title>Deutsche Telekom International Finance 4.75%, Due 06/21/2038</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Assoication Series 209-31, Class CI</title>
        <cusip>3136B5MM4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>COREVEST AMERICAN FINANCE TRUST</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-12-15</maturityDt>
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          <annualizedRt>3.37900000</annualizedRt>
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      <invstOrSec>
        <name>Athene Global Funding 2015-1</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding 2.50%, Due 01/14/2025</title>
        <cusip>04685A2L4</cusip>
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        <balance>225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>233881.04000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley 3.625%, Due 01/20/2027</title>
        <cusip>61746BEF9</cusip>
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        <balance>100000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Georgia Power Company</name>
        <lei>D981X4Z4RWS7PDMJUZ03</lei>
        <title>Georgia Power Company 2.10%, due 7/30/2023</title>
        <cusip>373334KM2</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10000000</annualizedRt>
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        <name>FREED ABS TRUST</name>
        <lei>N/A</lei>
        <title>FREEDOM FINANCIAL SERIES 20-3FP CLASS B</title>
        <cusip>35634LAB9</cusip>
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          <isin value="US35634LAB99"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-09-20</maturityDt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2016-30 Class IN</title>
        <cusip>3136ARX94</cusip>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2012-146 Class AI</title>
        <cusip>38378GMY1</cusip>
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        <balance>1651807.89000000</balance>
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        <curCd>USD</curCd>
        <valUSD>64949.58000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2012-56 Class WC</title>
        <cusip>3136A6WE0</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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          <maturityDt>2042-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>FMC GMSR ISSUER TRUST</name>
        <lei>N/A</lei>
        <title>Freedom Mortgage Trust Floater, Due 01/25/2026</title>
        <cusip>30259RAE5</cusip>
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          <isin value="US30259RAE53"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-01-25</maturityDt>
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          <annualizedRt>4.44999960</annualizedRt>
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        <name>Bx Trust 2018</name>
        <lei>N/A</lei>
        <title>BX Trust Series 2018-GW, Class E</title>
        <cusip>12433UAN5</cusip>
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          <isin value="US12433UAN54"/>
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        <balance>1200000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4074 Class JY</title>
        <cusip>3137ASKV5</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp Series 4745 Class CZ</title>
        <cusip>3137FDBN1</cusip>
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          <isin value="US3137FDBN18"/>
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        <balance>1140034.98000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2012-128 Class EI</title>
        <cusip>3136A9SX7</cusip>
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        <balance>420785.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27022.16000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2027-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>Regions Financial Corporation</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>Regions Financial 2.25%, DUE 05/18/2025</title>
        <cusip>7591EPAQ3</cusip>
        <identifiers>
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        <balance>275000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>285794.27000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</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>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMG Mortgage Trust Series 2018-KF50, Class B</title>
        <cusip>35709BAC9</cusip>
        <identifiers>
          <isin value="US35709BAC90"/>
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        <name>Federal National Mortgage Association</name>
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        <name>SUNNOVA SOL II ISSUER LLC</name>
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      <invstOrSec>
        <name>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
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        <cusip>501044DQ1</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <cusip>06051GFS3</cusip>
        <identifiers>
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        <balance>300000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2003-W2 Class 1-1A</title>
        <cusip>31392JAA7</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal Home Loan Mortgage Corporation SERIES 2006-71 CLASS ZH</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>EXANTAS CAPITAL CORP LTD</name>
        <lei>549300RUJWPCMY4JFR46</lei>
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        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
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        <cusip>89114QCP1</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Sieres 384 Class 11</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <couponKind>Fixed</couponKind>
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        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto Dominion Bank 1.20%, Due 06/03/2026</title>
        <cusip>89114TZD7</cusip>
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          <isin value="US89114TZD70"/>
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        <name>U.S. Treasury Security Stripped Interest Security</name>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool BM6011</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2005-62, Class ZL</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp Series 4753 Class EZ</title>
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          <couponKind>Fixed</couponKind>
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        <name>CREDIBLYASSET SECURITIZATION II LLC</name>
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        <title>Credibility Asset Securitization Series 21-1A Class B</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association FNMA Strip</title>
        <cusip>3136FLFM3</cusip>
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          <isin value="US3136FLFM32"/>
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          <couponKind>Fixed</couponKind>
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        <name>DIAMOND RESORTS OWNER TRUST</name>
        <lei>N/A</lei>
        <title>Diamond Resorts Owner Trust Series 2021-1A, Class C</title>
        <cusip>25273CAC4</cusip>
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        <name>New York Life Global Funding</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
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          <isin value="US64952WCH43"/>
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        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group 3.8% DUE 03/15/2030</title>
        <cusip>38141GXH2</cusip>
        <identifiers>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>LL ABS TRUST</name>
        <lei>N/A</lei>
        <title>Liberty Lending Services Series 21-1A Class B</title>
        <cusip>53934QAB8</cusip>
        <identifiers>
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          <maturityDt>2029-05-15</maturityDt>
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      <invstOrSec>
        <name>LOANPAL SOLAR LOAN LTD</name>
        <lei>N/A</lei>
        <title>Loanpal Solar Loan Ltd. Series 2021-2GS, Class A</title>
        <cusip>53948QAA4</cusip>
        <identifiers>
          <isin value="US53948QAA40"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal Home Loan Mortgage Corporation Series 3102 Class TA</title>
        <cusip>31396H6P9</cusip>
        <identifiers>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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        <cusip>46647PBT2</cusip>
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        <issuerCat>CORP</issuerCat>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2017-77 Class HZ</title>
        <cusip>3136AYFY4</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2014-141 Class IE</title>
        <cusip>38379GAW7</cusip>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <name>MOTEL TRUST 2021-MTL6</name>
        <lei>N/A</lei>
        <title>Motel 6 Trust Series 21-MTL6 Class D</title>
        <cusip>61977KAJ5</cusip>
        <identifiers>
          <isin value="US61977KAJ51"/>
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        <balance>500000.00000000</balance>
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        <valUSD>501258.90000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <annualizedRt>2.19999960</annualizedRt>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4731 Class EA</title>
        <cusip>3137FBNV4</cusip>
        <identifiers>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
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        <cusip>06406GAA9</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4180 Class ZB</title>
        <cusip>3137B15N8</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2018-11B, Class QI</title>
        <cusip>3136B1FL3</cusip>
        <identifiers>
          <isin value="US3136B1FL35"/>
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        <balance>3277685.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309083.07000000</valUSD>
        <pctVal>0.070431523218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4114 Class IM</title>
        <cusip>3137AURH4</cusip>
        <identifiers>
          <isin value="US3137AURH46"/>
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        <balance>1106846.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43783.65000000</valUSD>
        <pctVal>0.009977088559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Spirit Realty LP</name>
        <lei>549300GTBVIBJRX5BW73</lei>
        <title>Spirit Realty, L.P. 4.45%, Due 09/15/2026</title>
        <cusip>84861TAC2</cusip>
        <identifiers>
          <isin value="US84861TAC27"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111677.91000000</valUSD>
        <pctVal>0.025448321421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2019-20 Class JK</title>
        <cusip>38381RAD1</cusip>
        <identifiers>
          <isin value="US38381RAD17"/>
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        <balance>225556.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>240919.00000000</valUSD>
        <pctVal>0.054898808085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LL ABS TRUST 2019-1</name>
        <lei>N/A</lei>
        <title>LL ABS Trust Series 2019-1A Class B</title>
        <cusip>50202AAB4</cusip>
        <identifiers>
          <isin value="US50202AAB44"/>
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        <balance>98926.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99471.11000000</valUSD>
        <pctVal>0.022666727729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.52000000</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>FREED ABS TRUST</name>
        <lei>N/A</lei>
        <title>Freedom Financial 3.87%, Due 06/18/2026</title>
        <cusip>30308XAB9</cusip>
        <identifiers>
          <isin value="US30308XAB91"/>
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        <balance>71499.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71680.59000000</valUSD>
        <pctVal>0.016334033238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4736 Class CL</title>
        <cusip>3137FCHG2</cusip>
        <identifiers>
          <isin value="US3137FCHG20"/>
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        <balance>441240.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>469761.31000000</valUSD>
        <pctVal>0.107045670966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Water Capital Corp</name>
        <lei>5IDHQUFVC8Q2KIBBFF06</lei>
        <title>American Water Capital Corporation 2.8%, DUE 05/01/2030</title>
        <cusip>03040WAW5</cusip>
        <identifiers>
          <isin value="US03040WAW55"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314671.06000000</valUSD>
        <pctVal>0.071704872313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</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>FREED ABS TRUST</name>
        <lei>N/A</lei>
        <title>Freedom Financial Series 2021-1CP, Class C</title>
        <cusip>35635BAC8</cusip>
        <identifiers>
          <isin value="US35635BAC81"/>
        </identifiers>
        <balance>425000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>429743.13000000</valUSD>
        <pctVal>0.097926629364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.83000000</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>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Exeter Automobile Receivables Trust Series 2020-2A, Class D</title>
        <cusip>30167YAG6</cusip>
        <identifiers>
          <isin value="US30167YAG61"/>
        </identifiers>
        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>398392.09000000</valUSD>
        <pctVal>0.090782590379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.73000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2013-30 Class SA</title>
        <cusip>3136ADMP1</cusip>
        <identifiers>
          <isin value="US3136ADMP19"/>
        </identifiers>
        <balance>479253.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>461321.22000000</valUSD>
        <pctVal>0.105122406794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.90425040</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>ALPHAFLOW TRANSITIONAL MORTGAGE TRUST 2021-WL1</name>
        <lei>N/A</lei>
        <title>AlphaFlow Transitional Mortgage Company Series 21-WL1 Class A2</title>
        <cusip>02079YAB3</cusip>
        <identifiers>
          <isin value="US02079YAB39"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504952.15000000</valUSD>
        <pctVal>0.115064694669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.61000000</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>Bx Trust 2021-View</name>
        <lei>N/A</lei>
        <title>BX Trust Series 2021-View, Class B</title>
        <cusip>05606GAG6</cusip>
        <identifiers>
          <isin value="US05606GAG64"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1149999.31000000</valUSD>
        <pctVal>0.262053185585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.89600120</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>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp. 2.015%, Due 02/13/2026</title>
        <cusip>06051GHY8</cusip>
        <identifiers>
          <isin value="US06051GHY89"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>410389.24000000</valUSD>
        <pctVal>0.093516410607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.01500000</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>Lincoln National Corporation</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
        <title>Lincoln National Corporation 3.625%, Due 12/12/2026</title>
        <cusip>534187BF5</cusip>
        <identifiers>
          <isin value="US534187BF54"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109879.30000000</valUSD>
        <pctVal>0.025038467714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool FN AL5850</title>
        <cusip>3138ENQC6</cusip>
        <identifiers>
          <isin value="US3138ENQC61"/>
        </identifiers>
        <balance>334853.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>360328.37000000</valUSD>
        <pctVal>0.082108916409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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 &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company 3.55%, Due 09/29/2025</title>
        <cusip>94974BGP9</cusip>
        <identifiers>
          <isin value="US94974BGP94"/>
        </identifiers>
        <balance>925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1007705.48000000</valUSD>
        <pctVal>0.229628338790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-29</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>PROGRESS RESIDENTIAL TRUST</name>
        <lei>N/A</lei>
        <title>Progress Residential Trust Series 21-SFR1 Class B</title>
        <cusip>74331FAC5</cusip>
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          <isin value="US74331FAC59"/>
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        <balance>850000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.30300000</annualizedRt>
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      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>Ford Motor Credit Company, LLC 7.45%, Due 07/16/31</title>
        <cusip>345370CA6</cusip>
        <identifiers>
          <isin value="US345370CA64"/>
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        <balance>75000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97863.75000000</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>2031-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.45000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JP Morgan Chase &amp; Company 3.509%, Due 1/23/2019</title>
        <cusip>46647PAM8</cusip>
        <identifiers>
          <isin value="US46647PAM86"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108780.95000000</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>2029-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50900000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corporation 4.15%, Due 10/15/2028</title>
        <cusip>20030NCT6</cusip>
        <identifiers>
          <isin value="US20030NCT63"/>
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        <balance>414000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>476114.29000000</valUSD>
        <pctVal>0.108493340223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.15000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 2021-MN2, Class M1</title>
        <cusip>35563JAA1</cusip>
        <identifiers>
          <isin value="US35563JAA16"/>
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        <balance>996730.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999127.18000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.85000040</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Campus Communities Operating Partnership, L.P.</name>
        <lei>529900MR3ZXRO3W6UX26</lei>
        <title>AMERICAN CAMPUS COMMUNITIES 3.75%, DUE 4/15/2023</title>
        <cusip>024836AA6</cusip>
        <identifiers>
          <isin value="US024836AA65"/>
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        <balance>309000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>321663.97000000</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>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</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>GENESIS SALES FINANCE MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Genesis Sales Finance Master Trust Series 2020-AA Class B</title>
        <cusip>37186XAF2</cusip>
        <identifiers>
          <isin value="US37186XAF24"/>
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        <balance>535000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>538440.32000000</valUSD>
        <pctVal>0.122695726750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.24000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mondelez International Holdings Netherlands BV</name>
        <lei>549300CW356R8I7N8D33</lei>
        <title>Mondelez International Holdings 1.25%, Due 09/24/2026</title>
        <cusip>60920LAR5</cusip>
        <identifiers>
          <isin value="US60920LAR50"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>297765.53000000</valUSD>
        <pctVal>0.067852567401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <loanByFundCondition isLoanByFund="Y" loanVal="297765.53"/>
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      <invstOrSec>
        <name>FMC GMSR ISSUER TRUST</name>
        <lei>N/A</lei>
        <title>FMC GMSR Issuer Trust Series 2019-GT2 Class A</title>
        <cusip>30259RAC9</cusip>
        <identifiers>
          <isin value="US30259RAC97"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399032.64000000</valUSD>
        <pctVal>0.090928554091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.23000000</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>AMERICAN HOMES 4 RENT TRUST</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent Series 2014-SFR3 Class E</title>
        <cusip>02665XAE9</cusip>
        <identifiers>
          <isin value="US02665XAE94"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>332059.86000000</valUSD>
        <pctVal>0.075667301155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.41800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fremf Mtg Tr 2016-Kf17</name>
        <lei>N/A</lei>
        <title>Freedom Mortgage Trust Series 16-KF17 Class B</title>
        <cusip>30294WAC5</cusip>
        <identifiers>
          <isin value="US30294WAC55"/>
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        <balance>585948.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>584503.12000000</valUSD>
        <pctVal>0.133192170854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.92250040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation Floating Rate,  Due 04/24/2023</title>
        <cusip>06051GGK9</cusip>
        <identifiers>
          <isin value="US06051GGK94"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101369.43000000</valUSD>
        <pctVal>0.023099302600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.88100000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association IO SERIES 2017-004 CLASS WI</title>
        <cusip>38380CUH4</cusip>
        <identifiers>
          <isin value="US38380CUH41"/>
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        <balance>1383012.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106873.52000000</valUSD>
        <pctVal>0.024353533195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley 0.529%, Due 01/25/2024</title>
        <cusip>6174468W2</cusip>
        <identifiers>
          <isin value="US6174468W28"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500360.11000000</valUSD>
        <pctVal>0.114018295163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.52900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>Anheuser-Busch InBev Worldwide, Inc. 4.75%, due 01/23/2029</title>
        <cusip>035240AQ3</cusip>
        <identifiers>
          <isin value="US035240AQ30"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117727.74000000</valUSD>
        <pctVal>0.026826911138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PPG Industries, Inc.</name>
        <lei>549300BKPEP01R3V6C59</lei>
        <title>PPG Industries, Inc. 2.400%, Due 08/15/2024</title>
        <cusip>693506BQ9</cusip>
        <identifiers>
          <isin value="US693506BQ91"/>
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        <balance>110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115041.92000000</valUSD>
        <pctVal>0.026214886695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>Kroger Company 2.20%, Due 05/01/2030</title>
        <cusip>501044DP3</cusip>
        <identifiers>
          <isin value="US501044DP37"/>
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        <balance>125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125587.12000000</valUSD>
        <pctVal>0.028617847487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Realty Income Corporation</name>
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        <name>United States Treasury Notes</name>
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        <name>Sofi Professional Loan Program</name>
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        <name>General Electric Company</name>
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        <name>Federal National Mortgage Association</name>
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        <name>MF1 2019-FL2 LTD</name>
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        <name>PNC Financial Services Group Inc</name>
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        <name>Government National Mortgage Association</name>
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        <name>PNC Bank National Association Pittsburgh Pennsylvania</name>
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        <name>Lennox International Inc.</name>
        <lei>S7DWAC87RDMPBF77GJ92</lei>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Serues 4214 Class CI</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association 4.0%, Due 12/25/2028</title>
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        <name>Protective Life Global Funding</name>
        <lei>635400EVYITCJYWL2I50</lei>
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        <cusip>74368CAY0</cusip>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loand Mortgage Corporation Series 3759, Class ME</title>
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        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc 1.75%, Due 01/20/2031</title>
        <cusip>92343VFR0</cusip>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>549300HG8ZEWVWVSN227</lei>
        <title>Multi Family Connecticut Avenue Series 2019-01 Class M7</title>
        <cusip>62547NAA7</cusip>
        <identifiers>
          <isin value="US62547NAA72"/>
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        <balance>772649.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>772419.31000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.78599960</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Assocation Series 2014-79, Class HU</title>
        <cusip>38379B3J5</cusip>
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          <isin value="US38379B3J58"/>
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        <balance>579593.90000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2019-038 Class MT</title>
        <cusip>3136B5FW0</cusip>
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          <isin value="US3136B5FW04"/>
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        <balance>1345699.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1404402.91000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Rentas Fdo Inv Inm</name>
        <lei>N/A</lei>
        <title>Renew Financial, LLC Series 2017-1A Class A</title>
        <cusip>75973LAA6</cusip>
        <identifiers>
          <isin value="US75973LAA61"/>
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        <balance>378724.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>396488.89000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.67000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2013-34 Class GP</title>
        <cusip>3136ADQF9</cusip>
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          <isin value="US3136ADQF90"/>
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        <balance>524586.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>535056.40000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nucor Corporation</name>
        <lei>549300GGJCRSI2TIEJ46</lei>
        <title>Nucor Corp 2% DUE 06/01/2025</title>
        <cusip>670346AR6</cusip>
        <identifiers>
          <isin value="US670346AR69"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257355.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY BONDS 2.25%, DUE 08/15/2046</title>
        <cusip>912810RT7</cusip>
        <identifiers>
          <isin value="US912810RT79"/>
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        <balance>1780000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1838336.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust Series 2020-FOX Class D</title>
        <cusip>12433AAG4</cusip>
        <identifiers>
          <isin value="US12433AAG40"/>
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        <balance>1157346.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1161680.38000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.19600000</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>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>Wells Fargo Mortgage Trust Series 21-SAVE Class D</title>
        <cusip>95003LAL4</cusip>
        <identifiers>
          <isin value="US95003LAL45"/>
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        <balance>454510.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>457910.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.58400080</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley 2.699%, Due 01/22/2031</title>
        <cusip>6174468L6</cusip>
        <identifiers>
          <isin value="US6174468L62"/>
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        <balance>175000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>180441.23000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.69900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ERP Operating Limited Partnership</name>
        <lei>DX5HQV5MLU50FEWZ5072</lei>
        <title>ERP Operating, L.P. 2.50%, Due 02/15/2030</title>
        <cusip>26884ABM4</cusip>
        <identifiers>
          <isin value="US26884ABM45"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>154571.49000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc. Floating Rate Note, Due 07/01/2026</title>
        <cusip>172967MB4</cusip>
        <identifiers>
          <isin value="US172967MB43"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>U.S. Treasury Security Stripped Interest Security</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury STRIPS 0.000%, Due 05/15/2028</title>
        <cusip>912833WQ9</cusip>
        <identifiers>
          <isin value="US912833WQ94"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>913669.48000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Government National Mortgage Association Series 2013-147 Class SD</title>
        <cusip>38378UPW1</cusip>
        <identifiers>
          <isin value="US38378UPW17"/>
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        <balance>1814565.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>365726.45000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.56262000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Assoication Series 2018-006, Class JY</title>
        <cusip>38380U5F6</cusip>
        <identifiers>
          <isin value="US38380U5F66"/>
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        <balance>284000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>263566.34000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</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>Cboe Global Markets Inc</name>
        <lei>529900RLNSGA90UPEH54</lei>
        <title>Cboe Global Markets, Inc. 3.65%, Due 01/12/2027</title>
        <cusip>12503MAA6</cusip>
        <identifiers>
          <isin value="US12503MAA62"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110200.13000000</valUSD>
        <pctVal>0.025111576039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</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>
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      <invstOrSec>
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        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2004-17 Class BA</title>
        <cusip>31393XA49</cusip>
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        <name>New York Life Global Funding</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
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        <cusip>64952WCN1</cusip>
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      <invstOrSec>
        <name>MF1 2020-FL3 LTD</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Mortgage Corporation Series 2020-FL3 Class B</title>
        <cusip>59319WAC5</cusip>
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        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912810SL3</cusip>
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        <issuerCat>UST</issuerCat>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Pool #G06085</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool BL4548</title>
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        <name>American Water Capital Corp</name>
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        <name>First Horizon Bank</name>
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        <name>ONEMAIN DIRECT AUTO RECEIVABLES TRUST</name>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>Motel 6 Trust Series 21-MTL6 Class E</title>
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        <name>Spirit Realty LP</name>
        <lei>549300GTBVIBJRX5BW73</lei>
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        <cusip>84861TAD0</cusip>
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        <name>Equitable Financial Life Global Funding</name>
        <lei>635400B4JJBON4TCHF02</lei>
        <title>Equitable Financial Life 1.80%, Due 03/08/2028</title>
        <cusip>29449WAF4</cusip>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Association Pool FG G14973</title>
        <cusip>3128MDXA6</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <name>Bancorp Commercial Mortgag</name>
        <lei>N/A</lei>
        <title>Bancorp Commercial Mortgage Trust (The) Series 2017-CRE2 Class C</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Pool# 2646</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2016-H20 Class GI</title>
        <cusip>38376RYT7</cusip>
        <identifiers>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>COLLEGE AVE STUDENT LOANS LLC</name>
        <lei>N/A</lei>
        <title>College Avenue Student Loans Series 2019-A Class C</title>
        <cusip>19421UAD6</cusip>
        <identifiers>
          <isin value="US19421UAD63"/>
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        <balance>239065.90000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-12-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.46000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4857 Class H</title>
        <cusip>3137FKR32</cusip>
        <identifiers>
          <isin value="US3137FKR327"/>
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        <balance>471592.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>486584.66000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool AL3200</title>
        <cusip>3138EKRW7</cusip>
        <identifiers>
          <isin value="US3138EKRW77"/>
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        <balance>392865.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>423776.67000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pricoa Global Funding I</name>
        <lei>635400IBXEBMD9ADYA79</lei>
        <title>Prioca Global Funding 3.45%, Due 09/01/2023</title>
        <cusip>741531FA0</cusip>
        <identifiers>
          <isin value="US741531FA00"/>
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        <balance>160000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
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      <invstOrSec>
        <name>A10 BRIDGE ASSET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>A10 Securitization Series 2020-C Class B</title>
        <cusip>66981EAC7</cusip>
        <identifiers>
          <isin value="US66981EAC75"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>301587.00000000</valUSD>
        <pctVal>0.068723375217</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.61700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Gold Key Resorts Llc 2014-A</name>
        <lei>549300MORAF4RGEXUA95</lei>
        <title>Gold Key Resorts, LLC Series 2014-A Class A</title>
        <cusip>38061LAA7</cusip>
        <identifiers>
          <isin value="US38061LAA70"/>
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        <balance>12064.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12204.00000000</valUSD>
        <pctVal>0.002780955648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.22000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc. 3.50%, Due 11/16/2026</title>
        <cusip>38145GAH3</cusip>
        <identifiers>
          <isin value="US38145GAH39"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378216.79000000</valUSD>
        <pctVal>0.086185194894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sofi Professional Loan Program 2017-B</name>
        <lei>549300THMTEP636GV478</lei>
        <title>Social Professional Loan Program Series 2017-B Class CFX</title>
        <cusip>83403YAD6</cusip>
        <identifiers>
          <isin value="US83403YAD67"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156151.26000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.44000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 411 Class A3</title>
        <cusip>31395QCY4</cusip>
        <identifiers>
          <isin value="US31395QCY44"/>
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        <balance>123453.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>130980.80000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>The Sherwin-Williams Company</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
        <title>Sherwin - Williams Company 2.30%, Due 05/15/2030</title>
        <cusip>824348BL9</cusip>
        <identifiers>
          <isin value="US824348BL99"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>252352.37000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CFMT 2021-GRN1 ISSUER TRUST</name>
        <lei>N/A</lei>
        <title>Cascade Funding Mortgage Trust Series 2021-GRN1, Class B</title>
        <cusip>12529KAB8</cusip>
        <identifiers>
          <isin value="US12529KAB89"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>987411.10000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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      <invstOrSec>
        <name>Midamerican Energy Company</name>
        <lei>NINLOILYRTLIMK26MZ18</lei>
        <title>MidAmerican Energy Company 3.65%, Due 04/15/2029</title>
        <cusip>595620AT2</cusip>
        <identifiers>
          <isin value="US595620AT22"/>
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        <balance>350000.00000000</balance>
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        <valUSD>391642.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Continental Credit Card LLC Series 20-1A Class A</title>
        <cusip>66981PAA6</cusip>
        <identifiers>
          <isin value="US66981PAA66"/>
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        <balance>1350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1359270.32000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>ANTLER MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>Antler Mortgage Trust Series 2021-RTL1, Class M</title>
        <cusip>00201QAC3</cusip>
        <identifiers>
          <isin value="US00201QAC33"/>
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        <balance>1750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1750690.73000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.43800000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>UPSTART PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Pass-Through Trust Series 2020-ST2 Class A</title>
        <cusip>91680BAA9</cusip>
        <identifiers>
          <isin value="US91680BAA98"/>
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        <balance>199542.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>203553.27000000</valUSD>
        <pctVal>0.046384186821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hero Fdg Tr 2016-2</name>
        <lei>N/A</lei>
        <title>Hero Funding Trust Series 2016-2A Class A</title>
        <cusip>42770WAA7</cusip>
        <identifiers>
          <isin value="US42770WAA71"/>
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        <balance>125316.05000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>United Airlines Pass Through Trust 2020-1A</name>
        <lei>K1OQBWM7XEOO08LDNP29</lei>
        <title>United Airlines 5.875%, Due 10/15/2027</title>
        <cusip>90931GAA7</cusip>
        <identifiers>
          <isin value="US90931GAA76"/>
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        <balance>278242.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>311365.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Republic Services, Inc.</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>REPUBLIC SERVICES, INC. 2.5%, Due 08/15/2024</title>
        <cusip>760759AU4</cusip>
        <identifiers>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>209435.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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        <cusip>95000U2S1</cusip>
        <identifiers>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257860.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.39300000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>Royal Bank of Canada 1.15%, Due 07/15/2026</title>
        <cusip>78016EZT7</cusip>
        <identifiers>
          <isin value="US78016EZT71"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198523.90000000</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>2026-07-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.15000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Intercontinental Exchange Inc</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>International Exchange Inc 0.7% DUE 6/15/2023</title>
        <cusip>45866FAM6</cusip>
        <identifiers>
          <isin value="US45866FAM68"/>
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        <balance>275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276160.78000000</valUSD>
        <pctVal>0.062929439612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.70000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Walgreens Boots Alliance, Inc.</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>Walgreens Boots Alliance 3.2%, Due 04/15/2030</title>
        <cusip>931427AS7</cusip>
        <identifiers>
          <isin value="US931427AS74"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267660.87000000</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>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LL ABS TRUST</name>
        <lei>N/A</lei>
        <title>Liberty Lending Services Series 21-1A Class A</title>
        <cusip>53934QAA0</cusip>
        <identifiers>
          <isin value="US53934QAA04"/>
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        <balance>966265.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>965455.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2015-161, Class AV</title>
        <cusip>38379FUL1</cusip>
        <identifiers>
          <isin value="US38379FUL11"/>
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        <balance>380694.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401220.48000000</valUSD>
        <pctVal>0.091427102600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Air Lines, Inc.</name>
        <lei>K1OQBWM7XEOO08LDNP29</lei>
        <title>United Airlines Pass-Through Trust 6.636%, Due 01/02/2024</title>
        <cusip>909287AA2</cusip>
        <identifiers>
          <isin value="US909287AA20"/>
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        <balance>20870.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21462.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.63600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION Series 2016-32 Class MS</title>
        <cusip>38379VV50</cusip>
        <identifiers>
          <isin value="US38379VV501"/>
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        <balance>1984618.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>395130.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.96261880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COLLEGE AVE STUDENT LOANS LLC</name>
        <lei>N/A</lei>
        <title>College Ave Student Loans Series 21-A Class D</title>
        <cusip>19424KAE3</cusip>
        <identifiers>
          <isin value="US19424KAE38"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>504871.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2013-35 Class CV</title>
        <cusip>3136ADSQ3</cusip>
        <identifiers>
          <isin value="US3136ADSQ38"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>371860.58000000</valUSD>
        <pctVal>0.084736789609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SOFI PROFESSIONAL LOAN PROGRAM TRUST</name>
        <lei>N/A</lei>
        <title>Social Professional Loan Program Series 2020-A Class BFX</title>
        <cusip>83406TAC6</cusip>
        <identifiers>
          <isin value="US83406TAC62"/>
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        <balance>425000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>436716.06000000</valUSD>
        <pctVal>0.099515568160</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>A10 BRIDGE ASSET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>A10 Securitization Series 2020-C Class E</title>
        <cusip>66981EAJ2</cusip>
        <identifiers>
          <isin value="US66981EAJ29"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252980.00000000</valUSD>
        <pctVal>0.057647177970</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.46500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LHOME MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>Lhome Mortgage Trust Series 2019-RTL2 Class A-2</title>
        <cusip>501888AD3</cusip>
        <identifiers>
          <isin value="US501888AD33"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>706751.99000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.33500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation Floater, Due 04/29/2031</title>
        <cusip>06051GJB6</cusip>
        <identifiers>
          <isin value="US06051GJB68"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>459282.59000000</valUSD>
        <pctVal>0.104657859136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.59200000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corporation 3.95%, due 10/15/2025</title>
        <cusip>20030NCS8</cusip>
        <identifiers>
          <isin value="US20030NCS80"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>831985.98000000</valUSD>
        <pctVal>0.189586701944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COLD STORAGE TRUST</name>
        <lei>N/A</lei>
        <title>Cold Storage Trust Series 2020-ICE5 Class E</title>
        <cusip>193051AQ2</cusip>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4116 Class LI</title>
        <cusip>3137AVMA2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DIAMOND RESORTS OWNER TRUST</name>
        <lei>N/A</lei>
        <title>Diamond Resorts Owner Trust Series 2021-1A, Class B</title>
        <cusip>25273CAB6</cusip>
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          <isin value="US25273CAB63"/>
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        <balance>612545.49000000</balance>
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        <assetCat>ABS-O</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Government National Mortgage Association Series 2019-052 Class HL</title>
        <cusip>38381VBG4</cusip>
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          <isin value="US38381VBG41"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BHMS Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BHMS Mortgage Trust SERIES 2018-ATLS CLASS A</title>
        <cusip>05549GAA9</cusip>
        <identifiers>
          <isin value="US05549GAA94"/>
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        <balance>280000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 3919 Class QS</title>
        <cusip>3137AFRK0</cusip>
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        <balance>1808509.08000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CSMC 2018-SITE</name>
        <lei>N/A</lei>
        <title>Credit Suisse First Boston Series 2018-SITE, Class D</title>
        <cusip>12690CAJ2</cusip>
        <identifiers>
          <isin value="US12690CAJ27"/>
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        <balance>135000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-04-17</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fox Corporation</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>Twenty-First Century Fox Inc 4.030%, Due 01/25/2024</title>
        <cusip>35137LAG0</cusip>
        <identifiers>
          <isin value="US35137LAG05"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53646.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2019-120 Class DI</title>
        <cusip>38381YST2</cusip>
        <identifiers>
          <isin value="US38381YST28"/>
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        <balance>2670509.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>294336.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2004-56 Class Z</title>
        <cusip>31393Y5S0</cusip>
        <identifiers>
          <isin value="US31393Y5S06"/>
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        <balance>128382.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>155706.37000000</valUSD>
        <pctVal>0.035481195440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Progressive Corporation</name>
        <lei>529900TACNVLY9DCR586</lei>
        <title>Progressive Corp. 3.2%, Due 03/26/2030</title>
        <cusip>743315AW3</cusip>
        <identifiers>
          <isin value="US743315AW31"/>
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        <balance>240000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>261959.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>MOTEL TRUST 2021-MTL6</name>
        <lei>N/A</lei>
        <title>Motel 6 Trust Series 21-MTL6 Class C</title>
        <cusip>61977KAG1</cusip>
        <identifiers>
          <isin value="US61977KAG13"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>651439.69000000</valUSD>
        <pctVal>0.148445172528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.59999840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Duke Energy Indiana, LLC.</name>
        <lei>6URPHM2EAWGJ2C6ISB97</lei>
        <title>Duke Energy Indinana, LLC 2.75%, Due 04/01/2050</title>
        <cusip>26443TAC0</cusip>
        <identifiers>
          <isin value="US26443TAC09"/>
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        <balance>370000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>353881.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2006-96 Class MO</title>
        <cusip>31396LCF5</cusip>
        <identifiers>
          <isin value="US31396LCF58"/>
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        <balance>47126.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44744.29000000</valUSD>
        <pctVal>0.010195991970</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CASCADE MH ASSET TRUST</name>
        <lei>N/A</lei>
        <title>Cascade Funding Mortgage Trust Series 2019-MH1 Class M</title>
        <cusip>14732FAC6</cusip>
        <identifiers>
          <isin value="US14732FAC68"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>103425.80000000</valUSD>
        <pctVal>0.023567892716</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.98500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 3.875%, DUE 01/27/26</title>
        <cusip>61746BDZ6</cusip>
        <identifiers>
          <isin value="US61746BDZ67"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>553498.34000000</valUSD>
        <pctVal>0.126127034991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Daimler Finance North America LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>Daimler Finance, LLC 1.75%, Due 03/10/2023</title>
        <cusip>233851DY7</cusip>
        <identifiers>
          <isin value="US233851DY79"/>
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        <balance>275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>279991.15000000</valUSD>
        <pctVal>0.063802275492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
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      <invstOrSec>
        <name>Alaska Airlines Pass Through Trust 2020-1A</name>
        <lei>PG4W4UTDTMMEBRGLO537</lei>
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        <cusip>01166VAA7</cusip>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 16-28, Class DI</title>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Kirby Corp</name>
        <lei>I7NO6FZO5GUCG585T325</lei>
        <title>Kirby Corporation 4.20%, Due 03/01/2028</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2018-66, Class PZ</title>
        <cusip>3136B25U2</cusip>
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        <balance>542166.89000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX Trust Series 18-EXCL Class C</title>
        <cusip>12433WAE1</cusip>
        <identifiers>
          <isin value="US12433WAE12"/>
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        <balance>828376.73000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Colony Amer Fin 2016-2</name>
        <lei>N/A</lei>
        <title>Colony American Finance Ltd. Series 2016-2 Class B</title>
        <cusip>19625HAC1</cusip>
        <identifiers>
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        <balance>49450.46000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49768.29000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-11-15</maturityDt>
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          <annualizedRt>3.14100000</annualizedRt>
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        <name>Keycorp</name>
        <lei>RKPI3RZGV1V1FJTH5T61</lei>
        <title>KeyCorp 2.55%, DUE 10/01/2029</title>
        <cusip>49326EEJ8</cusip>
        <identifiers>
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        <balance>385000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2011-14 Class PB</title>
        <cusip>31397SBL7</cusip>
        <identifiers>
          <isin value="US31397SBL79"/>
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        <balance>570000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BB-UBS Trust 2012-Show</name>
        <lei>N/A</lei>
        <title>BB-UBS TRUST SERIES 2012-SHOW CLASS A</title>
        <cusip>05538UAA1</cusip>
        <identifiers>
          <isin value="US05538UAA16"/>
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        <balance>335000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>353114.89000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-11-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.43020000</annualizedRt>
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      <invstOrSec>
        <name>Phillips 66 Partners LP</name>
        <lei>549300TL5L4IG0H4FX64</lei>
        <title>Phillips 66 Partners, L.P. 3.55%, Due 10/01/2026</title>
        <cusip>718549AD0</cusip>
        <identifiers>
          <isin value="US718549AD00"/>
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        <balance>100000.00000000</balance>
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        <valUSD>107745.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2009-103 Class MB</title>
        <cusip>31398GJB6</cusip>
        <identifiers>
          <isin value="US31398GJB68"/>
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        <balance>43990.04000000</balance>
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        <valUSD>45922.85000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.10719520</annualizedRt>
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      <invstOrSec>
        <name>Csail Commercial Mortagage Trust</name>
        <lei>N/A</lei>
        <title>Citigroup Commercial Mortgage Series 2017-MDRB Class D</title>
        <cusip>125333BC7</cusip>
        <identifiers>
          <isin value="US125333BC73"/>
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        <balance>150000.00000000</balance>
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        <valUSD>148838.10000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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          <maturityDt>2030-07-15</maturityDt>
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          <annualizedRt>3.34599840</annualizedRt>
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      <invstOrSec>
        <name>Alexandria Real Estate Equities, Inc.</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>Alexandria Real Estate Equities, Inc. 3.95%, Due 01/15/2028</title>
        <cusip>015271AK5</cusip>
        <identifiers>
          <isin value="US015271AK55"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>112256.74000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CIG AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CIG AUTO RECEIVABLES TRUST Series 20-1A Class D</title>
        <cusip>12597UAD9</cusip>
        <identifiers>
          <isin value="US12597UAD90"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>303764.40000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>Citigroup Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Discover Financial Services</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
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        <name>Bxmt 2020-Fl2 Ltd / Llc</name>
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        <name>U.S. Treasury Security Stripped Interest Security</name>
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        <name>Valero Energy Corporation</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MARINER FINANCE ISSUANCE TRUST</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <title>BX Commercial Mortgage Trust Series 2020-VIV3 Class B</title>
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          <isin value="US05608EAA29"/>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2016-H11 Class FD</title>
        <cusip>38375UWR7</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>Citizens Financial Group Inc</name>
        <lei>2138004JDDA4ZQUPFW65</lei>
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        <cusip>174610AR6</cusip>
        <identifiers>
          <isin value="US174610AR61"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Laurel Road Prime Student Ln Trust 2019-A</name>
        <lei>N/A</lei>
        <title>Laurel Road Prime Student Loan Series 2019-A Class A2FX</title>
        <cusip>51889RAB5</cusip>
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        <name>AMERICAN HOMES 4 RENT TRUST</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent Series 2014-SFR3 Class A</title>
        <cusip>02665XAA7</cusip>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool FN MA2778</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Cimarex Energy Corporation</name>
        <lei>11KYOFXPU1C4CQL1CL44</lei>
        <title>Cimarex Energy Company 3.90%, Due 05/15/2027</title>
        <cusip>171798AD3</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>GS MORTGAGE SECURITIES CORPORTAION TRUST</name>
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        <title>GS Mortgage Securities Trust Series 21-RODD Class D</title>
        <cusip>36264YAJ9</cusip>
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          <isin value="US36264YAJ91"/>
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        <name>FINANCE OF AMERICA HECM BUYOUT 2020-HB2</name>
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        <title>Finance of America HECM Series 2020-HB2 Class A</title>
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          <isin value="US31737VAA44"/>
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        <name>U.S. Treasury Security Stripped Interest Security</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury STRIPS 0.000%, Due 02/15/2037</title>
        <cusip>9128337F1</cusip>
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          <isin value="US9128337F13"/>
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        <balance>5500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4060000.23000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-02-15</maturityDt>
          <couponKind>None</couponKind>
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        <name>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>Exxon Mobil Corporation 2.992%, Due 03/19/2025</title>
        <cusip>30231GBH4</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.99200000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Earnest Sl Prog Llc 2017-A</name>
        <lei>549300RPRMBC4KSBJ337</lei>
        <title>Earnest Student Loan Program Series 2017-A Class B</title>
        <cusip>27035BAC1</cusip>
        <identifiers>
          <isin value="US27035BAC19"/>
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        <balance>66307.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>66411.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.59000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 16-37, Class YA</title>
        <cusip>38379VYZ1</cusip>
        <identifiers>
          <isin value="US38379VYZ11"/>
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        <balance>1052875.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1137297.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEWTEK SMALL BUSINESS LOAN TRUST</name>
        <lei>N/A</lei>
        <title>Newtek Small Business Loan Trust Series 19-1 Class A</title>
        <cusip>65252XAA3</cusip>
        <identifiers>
          <isin value="US65252XAA37"/>
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        <balance>789659.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>785278.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.35000080</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>Suncor Energy Inc.</name>
        <lei>549300W70ZOQDVLCHY06</lei>
        <title>Suncor Energy, Inc. 2.800%, Due 05/15/2023</title>
        <cusip>867224AC1</cusip>
        <identifiers>
          <isin value="US867224AC16"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310476.87000000</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>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</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>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>Freedom Mortgage Trust Series 17-KF39 Class B</title>
        <cusip>35708UAC8</cusip>
        <identifiers>
          <isin value="US35708UAC80"/>
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        <balance>458300.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>456433.14000000</valUSD>
        <pctVal>0.104008547921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.58249960</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>Public Service Electric and Gas Company</name>
        <lei>549300RUHPVD434XUK18</lei>
        <title>Public Service Electric 2.25%, Due 09/15/2026</title>
        <cusip>74456QBR6</cusip>
        <identifiers>
          <isin value="US74456QBR65"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104284.79000000</valUSD>
        <pctVal>0.023763632890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2013-113 Class QS</title>
        <cusip>38378WNC3</cusip>
        <identifiers>
          <isin value="US38378WNC37"/>
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        <balance>465735.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57348.18000000</valUSD>
        <pctVal>0.013068071542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.11262000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ocwen Master Advance Receivables Trust</name>
        <lei>549300THGK42AVJMPW70</lei>
        <title>Ocwen Master Advance Receivables Series 2020-T1 Class A-T1</title>
        <cusip>67575NBW2</cusip>
        <identifiers>
          <isin value="US67575NBW20"/>
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        <balance>670000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>669656.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.30000000</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>SMALL BUSINESS LENDING TRUST 2020-A</name>
        <lei>N/A</lei>
        <title>Small Business Lending Trust Series 2020-A Class B</title>
        <cusip>83165WAB2</cusip>
        <identifiers>
          <isin value="US83165WAB28"/>
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        <balance>746000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>748920.81000000</valUSD>
        <pctVal>0.170658436318</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2005-13 Class BG</title>
        <cusip>38374KUK7</cusip>
        <identifiers>
          <isin value="US38374KUK77"/>
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        <balance>242347.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270616.48000000</valUSD>
        <pctVal>0.061666046265</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Northern States Power Company</name>
        <lei>3S1GHB0TEH85KX44SB51</lei>
        <title>Northern Stars Power Company 2.25%, Due 04/01/2031</title>
        <cusip>665772CT4</cusip>
        <identifiers>
          <isin value="US665772CT43"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>508641.77000000</valUSD>
        <pctVal>0.115905457499</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <loanByFundCondition isLoanByFund="Y" loanVal="451673.89"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool #AS4073</title>
        <cusip>3138WDQ38</cusip>
        <identifiers>
          <isin value="US3138WDQ384"/>
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        <balance>216199.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>240152.03000000</valUSD>
        <pctVal>0.054724036735</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OPORTUN FUNDING XIII LLC</name>
        <lei>N/A</lei>
        <title>Oportun Funding XIII LLC Series 2019-13 Class B</title>
        <cusip>68377FAC2</cusip>
        <identifiers>
          <isin value="US68377FAC23"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>508540.60000000</valUSD>
        <pctVal>0.115882403641</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes 0.875%, Due 11/15/2030</title>
        <cusip>91282CAV3</cusip>
        <identifiers>
          <isin value="US91282CAV37"/>
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        <balance>7500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7117382.85000000</valUSD>
        <pctVal>1.621855624306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="7117382.86"/>
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      <invstOrSec>
        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Foursight Capital Automobile Receivables Series 2018-2, Class E</title>
        <cusip>35105MAG6</cusip>
        <identifiers>
          <isin value="US35105MAG69"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>776612.40000000</valUSD>
        <pctVal>0.176968587385</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple, Inc. 1.65%, due 05/11/2030</title>
        <cusip>037833DU1</cusip>
        <identifiers>
          <isin value="US037833DU14"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294308.71000000</valUSD>
        <pctVal>0.067064853283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.65000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes 1.625%, Due 02/15/2026</title>
        <cusip>912828P46</cusip>
        <identifiers>
          <isin value="US912828P469"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2579492.20000000</valUSD>
        <pctVal>0.587795264157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="2579492.20"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Upstart Securitization Trust 2019-2</name>
        <lei>549300PN2KS41LBX8D66</lei>
        <title>Upstart Securitization Trust Series 19-2 Class B</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Realty Income Corporation</name>
        <lei>549300CUWDAUZSH43859</lei>
        <title>Realty Income Corporation 3.875%, Due 04/15/2025</title>
        <cusip>756109AV6</cusip>
        <identifiers>
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        <invCountry>US</invCountry>

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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BMW US Capital, LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
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        <cusip>05565EBK0</cusip>
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          <isin value="US05565EBK01"/>
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        <valUSD>327780.46000000</valUSD>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-09</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2014-2 Class PB</title>
        <cusip>3136AJBU9</cusip>
        <identifiers>
          <isin value="US3136AJBU92"/>
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        <balance>701479.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>730149.31000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Life Storage LP</name>
        <lei>X0MIGH67XZCB7HL1A534</lei>
        <title>Life Storage, L.P. 3.875%, Due 12/15/2027</title>
        <cusip>53227JAA2</cusip>
        <identifiers>
          <isin value="US53227JAA25"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>112167.59000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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        <name>BREX COMMERCIAL CHARGE CARD MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Brex, Inc. Series 2021-1, Class A</title>
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          <isin value="US05601DAA19"/>
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        <curCd>USD</curCd>
        <valUSD>1010402.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.13000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2016-68, Class AL</title>
        <cusip>3136ATQ49</cusip>
        <identifiers>
          <isin value="US3136ATQ497"/>
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        <balance>850000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>897402.55000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds 2.375%, Due 11/15/2049</title>
        <cusip>912810SN9</cusip>
        <identifiers>
          <isin value="US912810SN90"/>
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        <balance>11250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9203466.83000000</valUSD>
        <pctVal>2.097216737660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COREVEST AMERICAN FINANCE TRUST</name>
        <lei>N/A</lei>
        <title>Colony American Finance Limited Series 20-4 Class B</title>
        <cusip>21873AAG2</cusip>
        <identifiers>
          <isin value="US21873AAG22"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>791190.96000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>Fifth Third Bancorp 2.375%, Due 01/28/2025</title>
        <cusip>316773CY4</cusip>
        <identifiers>
          <isin value="US316773CY45"/>
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        <balance>275000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>285901.21000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool FN AM9491</title>
        <cusip>3138LARM3</cusip>
        <identifiers>
          <isin value="US3138LARM31"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 08-51 Class PH</title>
        <cusip>38375QX95</cusip>
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          <isin value="US38375QX950"/>
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        <balance>121088.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>133352.38000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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        <name>UPSTART PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Pass-Through Trust Series 2020-ST3, Class A</title>
        <cusip>91679RAA7</cusip>
        <identifiers>
          <isin value="US91679RAA77"/>
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        <balance>104451.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>106323.54000000</valUSD>
        <pctVal>0.024228207893</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Helmerich &amp; Payne Inc</name>
        <lei>254900NAOGHJ88RZ4C73</lei>
        <title>Helmerich &amp; Payne, Inc. 2.90%, Due 09/29/2031</title>
        <cusip>423452AE1</cusip>
        <identifiers>
          <isin value="US423452AE19"/>
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        <balance>650000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>651501.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>LOANPAL SOLAR LOAN 2020-3 LLC</name>
        <lei>N/A</lei>
        <title>LoanPal Solar Loan LLC Series 2020-3, Class B</title>
        <cusip>53948NAB9</cusip>
        <identifiers>
          <isin value="US53948NAB91"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>630322.68000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ONDECK ASSET SECURITIZATION TRUST II LLC</name>
        <lei>N/A</lei>
        <title>OnDeck Asset Securitization Trust Series 21-1A Class B</title>
        <cusip>68236WAB8</cusip>
        <identifiers>
          <isin value="US68236WAB81"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>754597.95000000</valUSD>
        <pctVal>0.171952100243</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.28000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2019-01, Class MH</title>
        <cusip>3136B3F62</cusip>
        <identifiers>
          <isin value="US3136B3F622"/>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Berkshire Hathaway Energy Company</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LL ABS TRUST</name>
        <lei>N/A</lei>
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        <balance>1500000.00000000</balance>
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          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds 4.75%, Due 02/15/2041</title>
        <cusip>912810QN1</cusip>
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          <isin value="US912810QN19"/>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Zoetis Inc.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
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        <cusip>98978VAS2</cusip>
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        <balance>525000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Ameriprise Financial, Inc.</name>
        <lei>6ZLKQF7QB6JAEKQS5388</lei>
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        <cusip>03076CAK2</cusip>
        <identifiers>
          <isin value="US03076CAK27"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>265575.18000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4333 Class GL</title>
        <cusip>3137B9YV1</cusip>
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          <isin value="US3137B9YV14"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>US Airways Group Inc.</name>
        <lei>5493004XNBKB5SFUJI60</lei>
        <title>U.S. Airways Pass-Through Trust Series 2011 Class 1A</title>
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        <identifiers>
          <isin value="US903436AA15"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
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        <name>JPMorgan Chase Bank, National Association</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Chase Auto Credit Linked Notes Series 2020-2 Class C</title>
        <cusip>46591HAW0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-02-25</maturityDt>
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          <annualizedRt>1.14000000</annualizedRt>
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        <name>COREVEST AMERICAN FINANCE TRUST</name>
        <lei>N/A</lei>
        <title>Colony American Finance LTD Series 2020-1 Class A2</title>
        <cusip>21872UAC8</cusip>
        <identifiers>
          <isin value="US21872UAC80"/>
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        <balance>250000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.29600000</annualizedRt>
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        <name>Air Products &amp; Chemicals, Inc.</name>
        <lei>7QEON6Y1RL5XR3R1W237</lei>
        <title>Air Products and Chemicals 1.85%, Due 05/15/2027</title>
        <cusip>009158AY2</cusip>
        <identifiers>
          <isin value="US009158AY27"/>
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        <balance>475000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes 4.25%, Due 11/15/2040</title>
        <cusip>912810QL5</cusip>
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          <isin value="US912810QL52"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2017-H22 Class ID</title>
        <cusip>38375UW55</cusip>
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        <issuerCat>USGA</issuerCat>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Strip 378</title>
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      <invstOrSec>
        <name>Gs Mtg Secs Corp Tr 2018</name>
        <lei>N/A</lei>
        <title>Goldman Sachs Mortgage Securities Corp. Trust Series 2018-HULA Class A</title>
        <cusip>36259AAA7</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <name>REGIONAL MANAGEMENT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Regional Management Issuance Series 21-2 Class C</title>
        <cusip>75907UAC3</cusip>
        <identifiers>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ReadyCap Commercial Mortgage Series 21-FL6 Class D</title>
        <cusip>75575TAJ2</cusip>
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          <isin value="US75575TAJ25"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>999687.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>2.486</annualizedRt>
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      <invstOrSec>
        <name>OPORTUN FUNDING XIV LLC</name>
        <lei>N/A</lei>
        <title>Oportun Funding LLC Series 21-1A Class C</title>
        <cusip>68377BAC1</cusip>
        <identifiers>
          <isin value="US68377BAC19"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1520918.85000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.44000000</annualizedRt>
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      <invstOrSec>
        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
        <lei>N/A</lei>
        <title>Credit Acceptance Auto Loan Series 20-3A Class C</title>
        <cusip>22536BAE2</cusip>
        <identifiers>
          <isin value="US22536BAE20"/>
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        <balance>550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>561136.13000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.28000000</annualizedRt>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation 3.458%, Due 03/15/2025</title>
        <cusip>06051GHR3</cusip>
        <identifiers>
          <isin value="US06051GHR39"/>
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        <balance>425000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>452162.74000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45800000</annualizedRt>
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      <invstOrSec>
        <name>NEWTEK SMALL BUSINESS LOAN TRUST</name>
        <lei>N/A</lei>
        <title>Newtek Small Business Loan Trust Series 19-1 Class B</title>
        <cusip>65252XAB1</cusip>
        <identifiers>
          <isin value="US65252XAB10"/>
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        <balance>268484.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>260343.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-12-25</maturityDt>
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          <annualizedRt>3.49999920</annualizedRt>
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      <invstOrSec>
        <name>U.S. Treasury Security Stripped Interest Security</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S Treasury STRIPS 0.000%, Due 05/15/2035</title>
        <cusip>912833X88</cusip>
        <identifiers>
          <isin value="US912833X885"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2318403.18000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FedEx Corporation</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>Fedex Corporation 2.40%, Due 05/15/2031</title>
        <cusip>31428XCD6</cusip>
        <identifiers>
          <isin value="US31428XCD66"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504324.77000000</valUSD>
        <pctVal>0.114921732038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>New York Life Global Funding</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>New York Life Global Funding 1.2%, Due 08/07/2030</title>
        <cusip>64952WDS9</cusip>
        <identifiers>
          <isin value="US64952WDS98"/>
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        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1170982.08000000</valUSD>
        <pctVal>0.266834581254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PECO Energy Company</name>
        <lei>YH65D4JBECK76IFEJ279</lei>
        <title>PECO Energy Company 3.00%, due 09/15/2049</title>
        <cusip>693304AX5</cusip>
        <identifiers>
          <isin value="US693304AX55"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200803.54000000</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>2049-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Massmutual Global Funding II</name>
        <lei>549300K1IE3K7YU6VG29</lei>
        <title>Massmutual Global Funding 2.15%, Due 03/09/2031</title>
        <cusip>57629WCZ1</cusip>
        <identifiers>
          <isin value="US57629WCZ14"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>502974.32000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Principal Life Global Funding II</name>
        <lei>635400WSLKBQWSOIIT41</lei>
        <title>Principal Life Global Fund 1.25%, Due 06/23/2025</title>
        <cusip>74256LEE5</cusip>
        <identifiers>
          <isin value="US74256LEE56"/>
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        <balance>525000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>525875.10000000</valUSD>
        <pctVal>0.119832459008</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oncor Electric Delivery Company LLC</name>
        <lei>549300SP2X2BS1KERD24</lei>
        <title>Oncor Electric Delivery Co. LLC 3.75%, Due 04/01/2045</title>
        <cusip>68233JBB9</cusip>
        <identifiers>
          <isin value="US68233JBB98"/>
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        <balance>490000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>557400.01000000</valUSD>
        <pctVal>0.127016118179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Csail Commercial Mortagage Trust</name>
        <lei>N/A</lei>
        <title>Citigroup Commerical Mortgage Series 2017-MDRB, Class A</title>
        <cusip>125333AS3</cusip>
        <identifiers>
          <isin value="US125333AS35"/>
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        <balance>101547.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>101144.03000000</valUSD>
        <pctVal>0.023047940145</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.19599920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2002-86 Class PG</title>
        <cusip>31392FWH6</cusip>
        <identifiers>
          <isin value="US31392FWH62"/>
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        <balance>69534.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81509.43000000</valUSD>
        <pctVal>0.018573755306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Assoication Series 12-100 Class MI</title>
        <cusip>3136A8NC0</cusip>
        <identifiers>
          <isin value="US3136A8NC07"/>
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        <balance>169418.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6361.88000000</valUSD>
        <pctVal>0.001449697322</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications, Inc. 2.987%, Due 10/30/2056</title>
        <cusip>92343VFW9</cusip>
        <identifiers>
          <isin value="US92343VFW90"/>
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        <balance>143000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132041.19000000</valUSD>
        <pctVal>0.030088552373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.98700000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 3740 Class FC</title>
        <cusip>3137GAPS0</cusip>
        <identifiers>
          <isin value="US3137GAPS01"/>
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        <balance>98749.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99966.88000000</valUSD>
        <pctVal>0.022779700065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.58375080</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2016-24 Class KI</title>
        <cusip>3136ASED4</cusip>
        <identifiers>
          <isin value="US3136ASED40"/>
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        <balance>526368.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>54699.32000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications, Inc. Floating Rate Note, Due 05/15/2025</title>
        <cusip>92343VEP5</cusip>
        <identifiers>
          <isin value="US92343VEP58"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102730.09000000</valUSD>
        <pctVal>0.023409359558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.22474880</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corporation 1.95%, Due 01/15/2031</title>
        <cusip>20030NDM0</cusip>
        <identifiers>
          <isin value="US20030NDM02"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245335.00000000</valUSD>
        <pctVal>0.055905092921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="245335"/>
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      <invstOrSec>
        <name>American Campus Communities Operating Partnership, L.P.</name>
        <lei>RDKVCX5HITZ2GPIR7153</lei>
        <title>American Campus Communities, Inc. 3.625%, Due 11/15/2027</title>
        <cusip>024836AD0</cusip>
        <identifiers>
          <isin value="US024836AD05"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109175.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</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>ONDECK ASSET SECURITIZATION TRUST II LLC</name>
        <lei>N/A</lei>
        <title>OnDeck Asset Securitization Trust Series 21-1A Class C</title>
        <cusip>68236WAC6</cusip>
        <identifiers>
          <isin value="US68236WAC64"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>653897.08000000</valUSD>
        <pctVal>0.149005144062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.97000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>U.S. Treasury Security Stripped Interest Security</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U. S. Treasury Strips 0.000%, Due 08/15/2034</title>
        <cusip>9128334Y3</cusip>
        <identifiers>
          <isin value="US9128334Y39"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3147365.00000000</valUSD>
        <pctVal>0.717197842883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ACRE COMMERCIAL MORTGAGE LTD</name>
        <lei>N/A</lei>
        <title>Acre Mortgage Trust Series 21-FL4 Class D</title>
        <cusip>00489TAJ5</cusip>
        <identifiers>
          <isin value="US00489TAJ51"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000000.00000000</valUSD>
        <pctVal>0.227872472014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.68737840</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 Electric Power Co, Inc.</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>American Electric Power Inc. 1%, Due 11/01/2025</title>
        <cusip>025537AR2</cusip>
        <identifiers>
          <isin value="US025537AR24"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>494340.00000000</valUSD>
        <pctVal>0.112646477815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="494340"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOC SERIES 2019-162 CLASS GB</title>
        <cusip>38382BQM8</cusip>
        <identifiers>
          <isin value="US38382BQM80"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>467202.65000000</valUSD>
        <pctVal>0.106462622787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LHOME MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>LHOME Mortgage Trust Series 2021-RTL1, Class M</title>
        <cusip>501894AC3</cusip>
        <identifiers>
          <isin value="US501894AC36"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>744970.65000000</valUSD>
        <pctVal>0.169758303594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45800000</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>U.S. Treasury Security Stripped Interest Security</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury STRIPS 0.000%, Due 02/15/2025</title>
        <cusip>912833LU2</cusip>
        <identifiers>
          <isin value="US912833LU26"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293319.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="293319.22"/>
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      </invstOrSec>
      <invstOrSec>
        <name>SOFI PROFESSIONAL LOAN PROGRAM TRUST</name>
        <lei>N/A</lei>
        <title>Social Professional Loan Program Series 2018-D Class BFX</title>
        <cusip>83401AAC2</cusip>
        <identifiers>
          <isin value="US83401AAC27"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>521551.40000000</valUSD>
        <pctVal>0.118847206800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.14000000</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 HOMES 4 RENT TRUST</name>
        <lei>N/A</lei>
        <title>AMER Homes 4 Rent Trust Series 2014-SFR2, Class E</title>
        <cusip>02665UAE5</cusip>
        <identifiers>
          <isin value="US02665UAE55"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>329165.49000000</valUSD>
        <pctVal>0.075007753908</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.23100000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2017-04 Class ZC</title>
        <cusip>3136AVJB6</cusip>
        <identifiers>
          <isin value="US3136AVJB67"/>
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        <balance>2942873.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3096202.00000000</valUSD>
        <pctVal>0.705539203597</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENESIS PRIVATE LABEL AMORTIZING TRUST</name>
        <lei>N/A</lei>
        <title>Genesis Private Label Amortization Trust Series 2020-1 Class C</title>
        <cusip>37187PAC5</cusip>
        <identifiers>
          <isin value="US37187PAC59"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201320.00000000</valUSD>
        <pctVal>0.045875286066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.19000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Company Floating Rate, Due 02/01/2028</title>
        <cusip>46625HRY8</cusip>
        <identifiers>
          <isin value="US46625HRY89"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110190.65000000</valUSD>
        <pctVal>0.025109415808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.78200160</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>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX Trust Series 2021-VOLT, Class D</title>
        <cusip>05609VAL9</cusip>
        <identifiers>
          <isin value="US05609VAL99"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1500940.05000000</valUSD>
        <pctVal>0.342022919539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Floating</couponKind>
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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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool BM1486</title>
        <cusip>3140J5UL1</cusip>
        <identifiers>
          <isin value="US3140J5UL11"/>
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        <balance>1170859.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1272663.10000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds 3.75%, Due 11/15/2043</title>
        <cusip>912810RD2</cusip>
        <identifiers>
          <isin value="US912810RD28"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1962421.88000000</valUSD>
        <pctVal>0.447181924931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</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>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley 3.737%, Due 04/24/2024</title>
        <cusip>61744YAQ1</cusip>
        <identifiers>
          <isin value="US61744YAQ17"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104927.00000000</valUSD>
        <pctVal>0.023909974871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.73700000</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>Metropolitan Life Global Funding I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>Met Life Global Financials 1.55%, Due 01/07/2031</title>
        <cusip>59217GGU7</cusip>
        <identifiers>
          <isin value="US59217GGU76"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>475513.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.55000000</annualizedRt>
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          <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>Ameren Corporation</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>Ameren Corporation 2.50%, Due 09/15/2024</title>
        <cusip>023608AH5</cusip>
        <identifiers>
          <isin value="US023608AH58"/>
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        <balance>130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135870.47000000</valUSD>
        <pctVal>0.030961139872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LOANCORE 2021-CRE5 ISSUER LTD</name>
        <lei>N/A</lei>
        <title>LoanCore Series 21-CRE5 Class A</title>
        <cusip>53947XAA0</cusip>
        <identifiers>
          <isin value="US53947XAA00"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000000.00000000</valUSD>
        <pctVal>0.227872472014</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.38375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REGIONAL MANAGEMENT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Regional Management Issuance Trust Series 2019-1 Class C</title>
        <cusip>75907TAC6</cusip>
        <identifiers>
          <isin value="US75907TAC62"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202916.46000000</valUSD>
        <pctVal>0.046239075352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.11000000</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>College Ave Student Loans Llc</name>
        <lei>N/A</lei>
        <title>College Avenue Student Loans Series 2018-A Class C</title>
        <cusip>19423DAD2</cusip>
        <identifiers>
          <isin value="US19423DAD21"/>
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        <balance>81733.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85410.79000000</valUSD>
        <pctVal>0.019462767854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>Chevron Corporation 1.995%, Due 05/11/2027</title>
        <cusip>166764BX7</cusip>
        <identifiers>
          <isin value="US166764BX70"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>515755.22000000</valUSD>
        <pctVal>0.117526416936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.99500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Pool MA5738M</title>
        <cusip>36179ULT7</cusip>
        <identifiers>
          <isin value="US36179ULT78"/>
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        <balance>292168.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310916.96000000</valUSD>
        <pctVal>0.070849416266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>ALPHAFLOW TRANSITIONAL MORTGAGE TRUST 2021-WL1</name>
        <lei>N/A</lei>
        <title>AlphaFlow Transitional Mortgage Company Series 21-WL1 Class A1</title>
        <cusip>02079YAA5</cusip>
        <identifiers>
          <isin value="US02079YAA55"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>810399.28000000</valUSD>
        <pctVal>0.184667687252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.28000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes 2.25%, Due 11/15/2025</title>
        <cusip>912828M56</cusip>
        <identifiers>
          <isin value="US912828M565"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2115390.62000000</valUSD>
        <pctVal>0.482039289856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Government National Mortgage Assoication Series 2020-97, Class ML</title>
        <cusip>38382GWF5</cusip>
        <identifiers>
          <isin value="US38382GWF52"/>
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        <balance>1975000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1951198.29000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust Series 18-KF43 Class B</title>
        <cusip>30296DAG6</cusip>
        <identifiers>
          <isin value="US30296DAG60"/>
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        <balance>346858.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>345874.76000000</valUSD>
        <pctVal>0.078815336568</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.23250040</annualizedRt>
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      <invstOrSec>
        <name>The Charles Schwab Corporation</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>Schwab Charles Corp .9%, Due 03/11/2026</title>
        <cusip>808513BF1</cusip>
        <identifiers>
          <isin value="US808513BF16"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495585.27000000</valUSD>
        <pctVal>0.112930240569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank, National Association</name>
        <lei>N/A</lei>
        <title>Chase Mortgage Finance Corporation Series 21-CL1 Class M3</title>
        <cusip>46591HBZ2</cusip>
        <identifiers>
          <isin value="US46591HBZ29"/>
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        <balance>1053287.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1053667.60000000</valUSD>
        <pctVal>0.240101840694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.59999840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>Royal Bank of Canada 1.150%, Due 06/10/2025</title>
        <cusip>78015K7H1</cusip>
        <identifiers>
          <isin value="US78015K7H17"/>
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        <balance>365000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>365694.20000000</valUSD>
        <pctVal>0.083331641355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2016-38 Class ZP</title>
        <cusip>38379VWQ3</cusip>
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          <isin value="US38379VWQ30"/>
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        <valUSD>78340.21000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 5011, Class DB</title>
        <cusip>3137FVSM5</cusip>
        <identifiers>
          <isin value="US3137FVSM59"/>
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        <balance>262000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>228164.98000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool AL6685</title>
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          <isin value="US3138EPNB63"/>
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        <balance>383250.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>414283.56000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIBLYASSET SECURITIZATION II LLC</name>
        <lei>N/A</lei>
        <title>Credibility Asset Securitization Series 2021-1A Class A</title>
        <cusip>22534NAA6</cusip>
        <identifiers>
          <isin value="US22534NAA63"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1009738.30000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <cusip>00206RCP5</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Sofi Professional Loan Program 2017-E LLC</name>
        <lei>N/A</lei>
        <title>Social Professional Long Program Series 2017-E Class A2B</title>
        <cusip>83404KAC7</cusip>
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        <balance>83692.27000000</balance>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 11-62 Class UA</title>
        <cusip>31397U6D6</cusip>
        <identifiers>
          <isin value="US31397U6D68"/>
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        <balance>818070.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>870614.84000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>HPEFS Equipment Trust Series 2021-2A, Class D</title>
        <cusip>40441JAF8</cusip>
        <identifiers>
          <isin value="US40441JAF84"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>747555.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.29000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2007-39 Class NB</title>
        <cusip>31396VSS8</cusip>
        <identifiers>
          <isin value="US31396VSS87"/>
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        <balance>128952.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138701.18000000</valUSD>
        <pctVal>0.031606180757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc. 3.500%, due 04/01/2025</title>
        <cusip>38141GXJ8</cusip>
        <identifiers>
          <isin value="US38141GXJ83"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268775.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OCTANE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Octane Receivables Trust Series 2019-1A Class A</title>
        <cusip>67576TAA7</cusip>
        <identifiers>
          <isin value="US67576TAA79"/>
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        <balance>34647.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34867.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.16000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DIAMOND RESORTS OWNER TRUST</name>
        <lei>N/A</lei>
        <title>Diamond Resorts Owner Trust Series 19-1A Class B</title>
        <cusip>252722AB9</cusip>
        <identifiers>
          <isin value="US252722AB92"/>
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        <balance>122506.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>125813.83000000</valUSD>
        <pctVal>0.028669508455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.53000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Association Series 306 Class F3</title>
        <cusip>31283APR5</cusip>
        <identifiers>
          <isin value="US31283APR58"/>
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        <balance>69340.49000000</balance>
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        <valUSD>68560.93000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.38374920</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>British Telecommunications plc</name>
        <lei>549300OWFMSO9NYV4H90</lei>
        <title>British Telecommunications PLC 3.25%, Due 11/08/2029</title>
        <cusip>11102AAE1</cusip>
        <identifiers>
          <isin value="US11102AAE10"/>
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        <balance>275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287709.62000000</valUSD>
        <pctVal>0.065561102331</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2016-111 Class HA</title>
        <cusip>38379YU30</cusip>
        <identifiers>
          <isin value="US38379YU309"/>
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        <balance>4449.25000000</balance>
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        <valUSD>4430.82000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Walt Disney Company</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Company (The) 1.75%, Due 08/30/2024</title>
        <cusip>254687FK7</cusip>
        <identifiers>
          <isin value="US254687FK79"/>
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        <balance>175000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>180425.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MVW OWNER TRUST</name>
        <lei>N/A</lei>
        <title>MVW OWN TRUST Series 21-1WA Class B</title>
        <cusip>55389TAB7</cusip>
        <identifiers>
          <isin value="US55389TAB70"/>
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        <balance>322013.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>321704.71000000</valUSD>
        <pctVal>0.073307647526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.44000000</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>Federal National Mortgage Association</name>
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        <name>United States Treasury Bonds</name>
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        <title>U.S. Treasury Bonds 2.750%, Due 11/15/2042</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GENESIS SALES FINANCE MASTER TRUST</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2006-108 Class FD</title>
        <cusip>31396LTA8</cusip>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 447 Class YZ</title>
        <cusip>3137BHBU0</cusip>
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          <isin value="US3137BHBU01"/>
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      <invstOrSec>
        <name>Westgate Resorts</name>
        <lei>N/A</lei>
        <title>Westgate Resorts Series 2020-1A, Class C</title>
        <cusip>96034LAE1</cusip>
        <identifiers>
          <isin value="US96034LAE11"/>
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        <balance>1105207.80000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 3617-PC</title>
        <cusip>31398LJH2</cusip>
        <identifiers>
          <isin value="US31398LJH24"/>
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        <balance>91501.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>101542.00000000</valUSD>
        <pctVal>0.023138626553</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc. 3.352%, due 04/24/2025</title>
        <cusip>172967MF5</cusip>
        <identifiers>
          <isin value="US172967MF56"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>212430.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35200000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>Bank Nova Scotia BC Sr 0.4%, Due 09/15/2023</title>
        <cusip>0641598J8</cusip>
        <identifiers>
          <isin value="US0641598J89"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>649837.50000000</valUSD>
        <pctVal>0.148080077533</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>Fixed</couponKind>
          <annualizedRt>0.40000000</annualizedRt>
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      <invstOrSec>
        <name>Diamondback Energy Inc</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>Diamondback Energy, Inc 3.25% Due 12/01/2026</title>
        <cusip>25278XAM1</cusip>
        <identifiers>
          <isin value="US25278XAM11"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>214169.84000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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      <invstOrSec>
        <name>UPGRADE MASTER PASS - THRU TRUST</name>
        <lei>N/A</lei>
        <title>Upgrade Master Pass-Thru Trust Series 19-ST3 Class A</title>
        <cusip>91532RAA4</cusip>
        <identifiers>
          <isin value="US91532RAA41"/>
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        <balance>53574.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>54173.62000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Principal Life Global Funding II</name>
        <lei>635400WSLKBQWSOIIT41</lei>
        <title>Principal Life Global Fund II 0.875%, Due 01/12/2026</title>
        <cusip>74256LEK1</cusip>
        <identifiers>
          <isin value="US74256LEK17"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490206.95000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <maturityDt>2026-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.87500000</annualizedRt>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>Wells Fargo Mortgage Trust Series 21-SAVE Class C</title>
        <cusip>95003LAJ9</cusip>
        <identifiers>
          <isin value="US95003LAJ98"/>
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        <balance>386334.28000000</balance>
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        <valUSD>388259.07000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Assoication Series 2013-13, Class WH</title>
        <cusip>3136ACD73</cusip>
        <identifiers>
          <isin value="US3136ACD731"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Strip SMBS 368</title>
        <cusip>3136FCJ56</cusip>
        <identifiers>
          <isin value="US3136FCJ562"/>
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        <balance>599461.88000000</balance>
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        <valUSD>78550.61000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Walt Disney Company</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>The Disney Company 3.80%, Due 03/22/2030</title>
        <cusip>254687FQ4</cusip>
        <identifiers>
          <isin value="US254687FQ40"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>113654.62000000</valUSD>
        <pctVal>0.025898759215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sfs Asset Securitization LLC</name>
        <lei>N/A</lei>
        <title>SFS Asset Securitization LLC Series 19-1 Class A</title>
        <cusip>78416EAE3</cusip>
        <identifiers>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Westgate Resorts</name>
        <lei>N/A</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MF1 2020-FL3 LTD</name>
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        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4422 Class DO</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DROP MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <name>FREED ABS TRUST</name>
        <lei>N/A</lei>
        <title>Freedom Financial Series 2020-FP1 Class A</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds 1.375%, Due 11/15/2040</title>
        <cusip>912810ST6</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Hero Funding Ii 2016-3b</name>
        <lei>N/A</lei>
        <title>Hero Funding Trust Series 2016-3B Class B</title>
        <cusip>42770YAA3</cusip>
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        <balance>153754.48000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corporation 2.65%, Due 02/01/2030</title>
        <cusip>20030NDA6</cusip>
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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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        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Pool GN 784541</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SKOPOS AUTO RECEIVABLES TRUST</name>
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        <title>SKOPOS Auto Receivables Trust Series 2019-1A, Class B</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cht Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Cosmopolitan Hotel Trust SERIES 2017-COSMO CLASS A</title>
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          <isin value="US12546DAA54"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PFP LTD</name>
        <lei>N/A</lei>
        <title>PFP III Series 2021-7, Class D</title>
        <cusip>69290LAJ6</cusip>
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          <isin value="US69290LAJ61"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal Express Corporation</name>
        <lei>N/A</lei>
        <title>FEDEX 1.875%, Due 02/20/2034</title>
        <cusip>314353AA1</cusip>
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          <isin value="US314353AA14"/>
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        <balance>496926.88000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BUSINESS JET SECURITIES 2020-1 LLC</name>
        <lei>N/A</lei>
        <title>Business Jet Securities , LLC Series 20-1A Class B</title>
        <cusip>12327FAB3</cusip>
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          <isin value="US12327FAB31"/>
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        <balance>280383.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>287368.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
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      <invstOrSec>
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        <name>JPMorgan Chase &amp; Co.</name>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
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        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
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        <cusip>78015K7D0</cusip>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>HILTON GRAND VACATIONS TRUST</name>
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        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.22000000</annualizedRt>
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      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>Bank of New York Mellon Corporation 1.85%, Due 01/27/2023</title>
        <cusip>06406RAM9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>203811.98000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.85000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Association 3.0%, Due 11/15/2044</title>
        <cusip>3137BFBQ3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <name>Bxmt 2020-Fl2 Ltd / Llc</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>COLLEGE AVE STUDENT LOANS LLC</name>
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        <title>College Ave Student Loans Series 21-A Class B</title>
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          <annualizedRt>2.32000000</annualizedRt>
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        <name>CONTINENTAL CREDIT CARD ABS LLC</name>
        <lei>5493002QR2K2E0R56Z02</lei>
        <title>Continental Credit Card LLC Series 19-1A Class B</title>
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        <issuerCat>CORP</issuerCat>
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          <annualizedRt>4.95000000</annualizedRt>
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        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <cusip>38141GXM1</cusip>
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        <name>The Home Depot, Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot Inc 1.50%, Due 09/15/28</title>
        <cusip>437076CH3</cusip>
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          <annualizedRt>1.50000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association 4.50%, Due 08/20/2049</title>
        <cusip>3622AAF90</cusip>
        <identifiers>
          <isin value="US3622AAF903"/>
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        <issuerCat>USGA</issuerCat>
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          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp. 1.658%, Due 03/11/2027</title>
        <cusip>06051GJQ3</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-11</maturityDt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 226 Class PO</title>
        <cusip>3128HVBU2</cusip>
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        <valUSD>136881.08000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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      <invstOrSec>
        <name>CVS Health Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cht Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Champlain Housing Trust Mortgage Series 2017-COSMO Class B</title>
        <cusip>12546DAG2</cusip>
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          <isin value="US12546DAG25"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>Waste Management, Inc.</name>
        <lei>549300YX8JIID70NFS41</lei>
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        <cusip>94106LBN8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SoFi Professional Loan Program 2018-A LLC</name>
        <lei>5493002WMPR84WZ75V46</lei>
        <title>Social Professional Loan Program Series 2018-A Class A1</title>
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        <balance>49766.39000000</balance>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SUNNOVA HELIOS V ISSUER LLC</name>
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        <title>Helios Issuer, LLC Series 21-A Class A</title>
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          <isin value="US86746EAA55"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CubeSmart L.P.</name>
        <lei>549300MPHKO3I3FJRA97</lei>
        <title>Cubesmart LP 3.0%, Due 02/15/2030</title>
        <cusip>22966RAF3</cusip>
        <identifiers>
          <isin value="US22966RAF38"/>
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        <balance>280000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>294577.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>FREED ABS TRUST</name>
        <lei>N/A</lei>
        <title>Freedom Financial Series 2020-FP1 Class B</title>
        <cusip>35634TAB2</cusip>
        <identifiers>
          <isin value="US35634TAB26"/>
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        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>580401.21000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.06000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation SERIES 4911 CLASS JM</title>
        <cusip>3137FNFP0</cusip>
        <identifiers>
          <isin value="US3137FNFP02"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1103368.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Pnmac Gsmr Issuer Trust</name>
        <lei>5493007JEN3QN6CZC711</lei>
        <title>PNMAC GMSR Issuer Trust SERIES 2018-GT2 CLASS NT</title>
        <cusip>69354WAD8</cusip>
        <identifiers>
          <isin value="US69354WAD83"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CRD Acc Auto Deal</name>
        <lei>N/A</lei>
        <title>Credit Acceptance Auto Trust Series 2019-3, Class C</title>
        <cusip>22535KAE3</cusip>
        <identifiers>
          <isin value="US22535KAE38"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>414796.80000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2013-89 Class DI</title>
        <cusip>3136AFY32</cusip>
        <identifiers>
          <isin value="US3136AFY326"/>
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        <balance>1840154.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>188431.48000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Assoication Series 2004-91, Clas SP</title>
        <cusip>31394BZM9</cusip>
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          <isin value="US31394BZM98"/>
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        <balance>213524.06000000</balance>
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        <valUSD>282257.88000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>16.59359160</annualizedRt>
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      <invstOrSec>
        <name>Rentas Fdo Inv Inm</name>
        <lei>N/A</lei>
        <title>Renew Financial, LLC Series 2017-1A Class B</title>
        <cusip>75973LAB4</cusip>
        <identifiers>
          <isin value="US75973LAB45"/>
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        <balance>30126.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30846.84000000</valUSD>
        <pctVal>0.007029145684</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Pool 711522X</title>
        <cusip>36297GPF1</cusip>
        <identifiers>
          <isin value="US36297GPF18"/>
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        <balance>300015.91000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2009-2 Class PA</title>
        <cusip>38375Y3L4</cusip>
        <identifiers>
          <isin value="US38375Y3L47"/>
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        <balance>89402.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>96580.04000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Valero Energy Corporation</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>Valero Energy Corporation 2.70%, Due 04/15/2023</title>
        <cusip>91913YAX8</cusip>
        <identifiers>
          <isin value="US91913YAX85"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258056.45000000</valUSD>
        <pctVal>0.058803961180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2016-32 Class GO</title>
        <cusip>3136ASTT3</cusip>
        <identifiers>
          <isin value="US3136ASTT37"/>
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        <balance>49839.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>42296.54000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T, Inc. 2.55%, Due 12/01/2033</title>
        <cusip>00206RMM1</cusip>
        <identifiers>
          <isin value="US00206RMM15"/>
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        <balance>114000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>112155.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>TRTX 2019-FL3 ISSUER LTD</name>
        <lei>N/A</lei>
        <title>TPG Real Estate Finance Series 2019-FL3 Class A</title>
        <cusip>87276VAA3</cusip>
        <identifiers>
          <isin value="US87276VAA35"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>600000.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONTINENTAL CREDIT CARD ABS LLC</name>
        <lei>5493002QR2K2E0R56Z02</lei>
        <title>Continental Credit Card LLC Series 19-1A Class A</title>
        <cusip>21134LAA6</cusip>
        <identifiers>
          <isin value="US21134LAA61"/>
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        <balance>1183604.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1207020.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.83000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc. 2.976%, due 11/05/2030</title>
        <cusip>17308CC53</cusip>
        <identifiers>
          <isin value="US17308CC539"/>
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        <balance>180000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189249.72000000</valUSD>
        <pctVal>0.043124801524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.97600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 12-84 Class JL</title>
        <cusip>3136A7Q47</cusip>
        <identifiers>
          <isin value="US3136A7Q472"/>
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        <balance>42796.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40272.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RMF BUYOUT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>RMF Buyout Issuance Trust Series 2020-2 Class M2</title>
        <cusip>74969BAC3</cusip>
        <identifiers>
          <isin value="US74969BAC37"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251024.23000000</valUSD>
        <pctVal>0.057201511825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.09100000</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>Bxmt 2020-Fl2 Ltd / Llc</name>
        <lei>N/A</lei>
        <title>BXMT Ltd. Series 2020-FL2 Class B</title>
        <cusip>12434LAE4</cusip>
        <identifiers>
          <isin value="US12434LAE48"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997811.00000000</valUSD>
        <pctVal>0.227373659173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.56448080</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4613 Class AF</title>
        <cusip>3137BRZK4</cusip>
        <identifiers>
          <isin value="US3137BRZK45"/>
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        <balance>94932.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95940.76000000</valUSD>
        <pctVal>0.021862258148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.18374840</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>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust Series 18-KF44 Class B</title>
        <cusip>30296JAC2</cusip>
        <identifiers>
          <isin value="US30296JAC27"/>
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        <balance>348505.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>346092.94000000</valUSD>
        <pctVal>0.078865053784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.23250040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4116 Class UB</title>
        <cusip>3137AVNP8</cusip>
        <identifiers>
          <isin value="US3137AVNP80"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1018119.90000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BXT Trust Series 2018-EXCL Class A</title>
        <cusip>12433WAA9</cusip>
        <identifiers>
          <isin value="US12433WAA99"/>
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        <balance>1242565.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1233237.16000000</valUSD>
        <pctVal>0.281020800229</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.18362600</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BP Capital Markets America, Inc.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BP Capital Markets 3.194%, Due 04/06/2025</title>
        <cusip>10373QBJ8</cusip>
        <identifiers>
          <isin value="US10373QBJ85"/>
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        <balance>175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187326.83000000</valUSD>
        <pctVal>0.042686627826</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.19400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP SR GLBL NT 3.25%, Due 05/15/2030</title>
        <cusip>68389XBD6</cusip>
        <identifiers>
          <isin value="US68389XBD66"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>535029.29000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OCTANE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Octane Receivables Trust Series 2020-1A Class A</title>
        <cusip>67592LAA4</cusip>
        <identifiers>
          <isin value="US67592LAA44"/>
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        <balance>195040.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196572.63000000</valUSD>
        <pctVal>0.044793491128</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.71000000</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>Simon Property Group, L.P.</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>SIMON PROPERTY GROUP LP 2.0%, DUE 09/13/2024</title>
        <cusip>828807DG9</cusip>
        <identifiers>
          <isin value="US828807DG99"/>
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        <balance>320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331220.44000000</valUSD>
        <pctVal>0.075476020444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JP Morgan Chase Bank 2.522%, Due 04/22/2031</title>
        <cusip>46647PBL9</cusip>
        <identifiers>
          <isin value="US46647PBL94"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>765152.35000000</valUSD>
        <pctVal>0.174357157462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.52200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>Federal National Mortgage Association</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>AbbVie Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cooperatieve Rabobank U.A.</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Federal National Mortgage Association Series 2018-091 Class VL</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool #7120</title>
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      <invstOrSec>
        <name>College Ave Student Loans Llc</name>
        <lei>N/A</lei>
        <title>College Avenue Student Loans Series 2018-A Class B</title>
        <cusip>19423DAC4</cusip>
        <identifiers>
          <isin value="US19423DAC48"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <name>SMB Private Education Loan Trust</name>
        <lei>549300V1P5RKG8RJI005</lei>
        <title>SMB Private Education Loan Trust Series 2018-C Class B</title>
        <cusip>78449QAD9</cusip>
        <identifiers>
          <isin value="US78449QAD97"/>
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        <balance>200000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Company 3.75%, Due 07/28/2026</title>
        <cusip>14040HBK0</cusip>
        <identifiers>
          <isin value="US14040HBK05"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>109775.44000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc. 2.615%, Due 04/22/2032</title>
        <cusip>38141GYB4</cusip>
        <identifiers>
          <isin value="US38141GYB49"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>809672.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>LL ABS TRUST</name>
        <lei>N/A</lei>
        <title>LL ABS Trust Series 2020-1A Class A</title>
        <cusip>50202HAA1</cusip>
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        <issuerCat>CORP</issuerCat>
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        <name>KREF LTD</name>
        <lei>54930083ELM2GCMVTQ91</lei>
        <title>KKR Financial Management Series 21-FL2 Class A</title>
        <cusip>48275RAA5</cusip>
        <identifiers>
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        <invCountry>US</invCountry>

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        <name>GENESIS PRIVATE LABEL AMORTIZING TRUST</name>
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        <title>Genesis PVT Label Trust Series 20-1 Class D</title>
        <cusip>37187PAD3</cusip>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2015-123 Class VB</title>
        <cusip>38379QDD4</cusip>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>Goodgreen Trust 2017-1</name>
        <lei>N/A</lei>
        <title>GoodGreen Trust Series 2017-1A Class A</title>
        <cusip>38217VAA8</cusip>
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        <issuerCat>CORP</issuerCat>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes 2.000%, Due 08/15/2025</title>
        <cusip>912828K74</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>2.00000000</annualizedRt>
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        <name>LENDMARK FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>Lendmark Funding Trust Series 21-1A Class B</title>
        <cusip>52607MAB5</cusip>
        <identifiers>
          <isin value="US52607MAB54"/>
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        <balance>1150000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.47000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FEDERAL NATIONAL MORTGAGE ASSOC. Series 18-31 Class KQ</title>
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          <isin value="US3136B1YE80"/>
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        <curCd>USD</curCd>
        <valUSD>634812.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>American Airlines, Inc.</name>
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        <name>CIG AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>LOANPAL SOLAR LOAN LTD</name>
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      <invstOrSec>
        <name>READY CAPITAL MORTGAGE FINANCING LLC</name>
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      <invstOrSec>
        <name>Sofi Prfssnal Ln Prgrm 2016-E</name>
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        <name>SUNNOVA HELIOS IV ISSUER LLC</name>
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        <name>U.S. Treasury Security Stripped Interest Security</name>
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        <issuerCat>UST</issuerCat>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 3107, Class DC</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool AN3047</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BREAN ASSET BACKED SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>Brean Asset Backed Securities Series 2021-RM2, Class A</title>
        <cusip>10638MAA8</cusip>
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          <isin value="US10638MAA80"/>
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      <invstOrSec>
        <name>Protective Life Global Funding</name>
        <lei>635400EVYITCJYWL2I50</lei>
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      <invstOrSec>
        <name>ONEMAIN DIRECT AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>OneMain Direct Auto Recievables Series 2018-1, Class B</title>
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          <isin value="US68268XAB73"/>
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      <invstOrSec>
        <name>FHF TRUST 2021-2</name>
        <lei>N/A</lei>
        <title>First Help Financial LLC Series 21-2A Class A</title>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2020-15, Class KY</title>
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        <name>UPSTART PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Pass Through Trust Series 20-ST6 Class A</title>
        <cusip>91680XAA1</cusip>
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          <isin value="US91680XAA19"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Association Pool FG G61909</title>
        <cusip>31335CDN1</cusip>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>A10 BRIDGE ASSET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>A10 Securitization Series 2020-C Class D</title>
        <cusip>66981EAG8</cusip>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12900000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>Kroger Company (The) 2.650% Due 10/15/2026</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>The Home Depot, Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Discover Bank</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ACC AUTO TRUST</name>
        <lei>N/A</lei>
        <title>AC Auto Trust Series 21-A Class A</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bancorp Commercial Mortgage 2019-CRE6 Trust</name>
        <lei>N/A</lei>
        <title>Bancorp Commercial Mortgage Trust (The) SERIES 2019-CRE6 CLASS A</title>
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          <isin value="US05973BAA52"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 3605 Class PB</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHF TRUST 2020-1</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>American Homes 4 Rent</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent Series 2015-SFR1 Class A</title>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2011-145 Class Q1</title>
        <cusip>38378ANM9</cusip>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2011-139 Class LS</title>
        <cusip>38377YS43</cusip>
        <identifiers>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2017-H11 Class PI</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Floating</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2010-2 Class LC</title>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>State Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>State Street Corporation 2.354%, Due 11/01/2025</title>
        <cusip>857477BE2</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Aventura Mall Trust</name>
        <lei>N/A</lei>
        <title>Aventura Mall Trust Series 2018-AVM Class C</title>
        <cusip>05359AAG8</cusip>
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          <isin value="US05359AAG85"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ERP Operating Limited Partnership</name>
        <lei>DX5HQV5MLU50FEWZ5072</lei>
        <title>ERP Operating, L.P. 2.850%, Due 11/01/2026</title>
        <cusip>26884ABF9</cusip>
        <identifiers>
          <isin value="US26884ABF93"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>TotalEnergies Capital International S.A.</name>
        <lei>549300U37G2I8G4RUG09</lei>
        <title>TOTAL CAPITAL INTERNATIONAL SA 2.829%, DUE 01/10/2030</title>
        <cusip>89153VAT6</cusip>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>Marlette Funding Trust Series 2019-4A Class B</title>
        <cusip>57110AAB0</cusip>
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          <isin value="US57110AAB08"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group Inc. 0.657%, Due 09/10/2024</title>
        <cusip>38141GYE8</cusip>
        <identifiers>
          <isin value="US38141GYE87"/>
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        <balance>375000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 13-6 Class PE</title>
        <cusip>38378FHY9</cusip>
        <identifiers>
          <isin value="US38378FHY97"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99141.67000000</valUSD>
        <pctVal>0.022591657422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gs Mtg Secs Corp Tr 2018</name>
        <lei>N/A</lei>
        <title>Goldman Sachs Mortgage Securities Corp. Trust Series 2018-HULA Class B</title>
        <cusip>36259AAJ8</cusip>
        <identifiers>
          <isin value="US36259AAJ88"/>
        </identifiers>
        <balance>929135.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>928000.19000000</valUSD>
        <pctVal>0.211465697325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.33400160</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>Sofi Professional Loan Program 2017-E LLC</name>
        <lei>N/A</lei>
        <title>Social Professional Loan Program Series 2017-E Class C</title>
        <cusip>83404KAE3</cusip>
        <identifiers>
          <isin value="US83404KAE38"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>729592.99000000</valUSD>
        <pctVal>0.166254158196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.16000000</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>Hero Funding 2016-4</name>
        <lei>N/A</lei>
        <title>Hero Funding Trust Series 2016-4A Class A1</title>
        <cusip>40417QAA3</cusip>
        <identifiers>
          <isin value="US40417QAA31"/>
        </identifiers>
        <balance>183270.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187444.60000000</valUSD>
        <pctVal>0.042713464367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.57000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toyota Motor Credit Corporation</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>Toyota Motor Credit Corp. 0.5%, Due 06/18/2024</title>
        <cusip>89236TJH9</cusip>
        <identifiers>
          <isin value="US89236TJH95"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>497576.36000000</valUSD>
        <pctVal>0.113383955169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</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>CAFL ISSUER LLC</name>
        <lei>N/A</lei>
        <title>Colony American Finance Ltd. Series 2021-RTL1, Class A2</title>
        <cusip>12468RAC4</cusip>
        <identifiers>
          <isin value="US12468RAC43"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999336.00000000</valUSD>
        <pctVal>0.227721164693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2021-11-29</ncom:dateSigned>
      <ncom:nameOfApplicant>Diamond Hill Funds</ncom:nameOfApplicant>
      <ncom:signature>Julie Roach</ncom:signature>
      <ncom:signerName>Julie Roach</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
