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        <name>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST</name>
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        <name>DRIVE AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation 2.25%, due 07/25/2049</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GS Mortgage Securities Corp</name>
        <lei>CU46ESEFJB81SUVBJO28</lei>
        <title>GSR Mortgage Loan Trust Series 2005-AR6 Class 1A1</title>
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        <identifiers>
          <isin value="US362341RT83"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Kinder Morgan, Inc.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>Kinder Morgan, Inc. 4.30%, Due 6/1/25</title>
        <cusip>49456BAF8</cusip>
        <identifiers>
          <isin value="US49456BAF85"/>
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        <balance>600000.00000000</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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Antares Holdings LP</name>
        <lei>5493008EAIGV4283RM42</lei>
        <title>Antares Holdings LP 8.50% Due 05/18/2025</title>
        <cusip>03666HAB7</cusip>
        <identifiers>
          <isin value="US03666HAB78"/>
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        <balance>525000.00000000</balance>
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        <valUSD>549540.26000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Aviation Capital Group LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>Aviation Capital Group LLC 4.125%, due 08/01/2025</title>
        <cusip>05369AAD3</cusip>
        <identifiers>
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        <balance>575000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
        <lei>N/A</lei>
        <title>Starwood Mortgage Residential 2.61% Due 09/27/2049</title>
        <cusip>85572JAA5</cusip>
        <identifiers>
          <isin value="US85572JAA51"/>
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        <balance>84054.48000000</balance>
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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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      <invstOrSec>
        <name>Pennymac Corporation</name>
        <lei>EWN0I878407TKQNXZ933</lei>
        <title>PennyMac Mortgage Investment Trust 5.50% Due 11/01/2024</title>
        <cusip>70932AAD5</cusip>
        <identifiers>
          <isin value="US70932AAD54"/>
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        <balance>650000.00000000</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>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>PennyMac Mortgage Investment Trust COM</title>
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        <securityLending>
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      <invstOrSec>
        <name>TD Synnex Corp</name>
        <lei>5493004HI6PFLF46NS53</lei>
        <title>Synnex Corp 1.250%, due 08/09/2024</title>
        <cusip>87162WAC4</cusip>
        <identifiers>
          <isin value="US87162WAC47"/>
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        <balance>659000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>620323.74000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes 2.50%, due 05/31/2024</title>
        <cusip>91282CER8</cusip>
        <identifiers>
          <isin value="US91282CER88"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1998281.24000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-31</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>
      <invstOrSec>
        <name>PROVIDENT FUNDING MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>Provident Funding Mortgage Trust Series 19-1 Class A2</title>
        <cusip>74387LAC5</cusip>
        <identifiers>
          <isin value="US74387LAC54"/>
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        <balance>706464.78000000</balance>
        <units>PA</units>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-12-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Southwest Airlines Co.</name>
        <lei>UDTZ87G0STFETI6HGH41</lei>
        <title>Southwest Airlines Company 5.25%, due 05/04/2025</title>
        <cusip>844741BJ6</cusip>
        <identifiers>
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        <balance>550000.00000000</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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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GS Mortgage Securities Corp</name>
        <lei>CU46ESEFJB81SUVBJO28</lei>
        <title>Goldman Sachs Mortgage Loan Trust Series 2003-13 Class 1A1</title>
        <cusip>36228FYY6</cusip>
        <identifiers>
          <isin value="US36228FYY68"/>
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        <balance>91974.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>94371.51000000</valUSD>
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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>Floating</couponKind>
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      <invstOrSec>
        <name>Whole Foods Market, Inc.</name>
        <lei>N/A</lei>
        <title>Whole Foods Markets, Inc. 5.20% Due 12/03/2025</title>
        <cusip>966837AE6</cusip>
        <identifiers>
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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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4444, Class CH</title>
        <cusip>3137BGJD2</cusip>
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        <balance>282327.44000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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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 3.00%, Due 11/01/2032</title>
        <cusip>31418ALT3</cusip>
        <identifiers>
          <isin value="US31418ALT33"/>
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        <balance>990670.73000000</balance>
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        <issuerCat>USGSE</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>FNR 2019-25 PA Mortgage 3.00% Due 05/25/2048</title>
        <cusip>3136B4B64</cusip>
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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>
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      <invstOrSec>
        <name>CWABS Inc.</name>
        <lei>N/A</lei>
        <title>Countrywide Asset-Backed Certificates Series 2004-6-2A3</title>
        <cusip>126673BA9</cusip>
        <identifiers>
          <isin value="US126673BA97"/>
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        <balance>152018.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>150444.24000000</valUSD>
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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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        <name>Dominos Pizza Inc</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2010-152 Class DA</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>Credit Suisse First Boston Mortgage Securities Corp</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US22541Q6Z07"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2008-49 Class PA</title>
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          <couponKind>Fixed</couponKind>
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        <name>Gray Oak Pipeline LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Mellon Residential</name>
        <lei>N/A</lei>
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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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      <invstOrSec>
        <name>NSG Holdings LLC</name>
        <lei>549300A6PICRLGB0C769</lei>
        <title>NSG Holdings LLC 7.75%, due 12/15/2025</title>
        <cusip>62940QAA3</cusip>
        <identifiers>
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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>Structured Asset Securities Corp.</name>
        <lei>N/A</lei>
        <title>Structured Asset Securities Corporation Series 2003-34A Class 3A4</title>
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        <identifiers>
          <isin value="US86359A5C33"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation 2.50%, Due 12/01/2041</title>
        <cusip>3137B7PR4</cusip>
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          <isin value="US3137B7PR47"/>
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        <issuerCat>USGSE</issuerCat>
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        <name>American Home Mortgage Investment Trust</name>
        <lei>N/A</lei>
        <title>American Home Mortgage Float, Due 10/25/2034</title>
        <cusip>02660TBN2</cusip>
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          <isin value="US02660TBN28"/>
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        <issuerCat>CORP</issuerCat>
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        <name>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JPMMT 2018-1 A7 Mortgage 3.50% Due 06/25/2048</title>
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        <identifiers>
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        <name>MortgageIT Trust</name>
        <lei>N/A</lei>
        <title>Mortgage IT Trust Series 2004-2 Class M1</title>
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          <isin value="US61913PAM41"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation 3.000%, Due 03/15/2043</title>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Amer Gen Mtg Ln Ts</name>
        <lei>N/A</lei>
        <title>American General Mortgage Loan Trust Series 2006-1 Class A5</title>
        <cusip>02639MAL0</cusip>
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          <isin value="US02639MAL00"/>
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        <invCountry>US</invCountry>

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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>Flagship Credit Auto Trust 2.72%, Due 07/15/2022</title>
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          <isin value="US33845XAC11"/>
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        <balance>610000.00000000</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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          <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>Wells Fargo Mortgage Backed Secs</name>
        <lei>N/A</lei>
        <title>Wells Fargo Mortgage-Backed Securities Series 2004-K Class 2A12</title>
        <cusip>94981VAY3</cusip>
        <identifiers>
          <isin value="US94981VAY39"/>
        </identifiers>
        <balance>12192.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12126.32000000</valUSD>
        <pctVal>0.017977863341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.60249040</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 5.850% Due 07/15/2025</title>
        <cusip>24703TAC0</cusip>
        <identifiers>
          <isin value="US24703TAC09"/>
        </identifiers>
        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>578068.61000000</valUSD>
        <pctVal>0.857015027872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wamu Mortgage Pass-Through CTFS TR</name>
        <lei>N/A</lei>
        <title>Wa-Mu Mortgage Pass-Through Certificates Series 2002-AR2 Class A</title>
        <cusip>929227LE4</cusip>
        <identifiers>
          <isin value="US929227LE40"/>
        </identifiers>
        <balance>21236.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20978.29000000</valUSD>
        <pctVal>0.031101342432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.47300120</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>J.P. MORGAN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP Morgan Mortgage Trust 4.00%, due 01/25/2049</title>
        <cusip>46650MAC1</cusip>
        <identifiers>
          <isin value="US46650MAC10"/>
        </identifiers>
        <balance>136219.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134678.22000000</valUSD>
        <pctVal>0.199667057630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.00000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Class LH</title>
        <cusip>31398LBL1</cusip>
        <identifiers>
          <isin value="US31398LBL18"/>
        </identifiers>
        <balance>207253.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211085.30000000</valUSD>
        <pctVal>0.312944296115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</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>Wamu Mortgage Pass-Through CTFS TR</name>
        <lei>N/A</lei>
        <title>Wa-Mu Mortgage Pass-Through Certificates Series 2003-AR7 Class A7</title>
        <cusip>9292276K7</cusip>
        <identifiers>
          <isin value="US9292276K70"/>
        </identifiers>
        <balance>121838.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116549.80000000</valUSD>
        <pctVal>0.172790787058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.37738240</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>Wamu Mortgage Pass-Through CTFS TR</name>
        <lei>N/A</lei>
        <title>Wa-Mu Mortgage Pass-Through Certificates Series 2003-AR8- Class A</title>
        <cusip>92922FAS7</cusip>
        <identifiers>
          <isin value="US92922FAS74"/>
        </identifiers>
        <balance>87881.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87339.46000000</valUSD>
        <pctVal>0.129485027298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.71022760</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>Structured Asset Mortgage Investments II Trust</name>
        <lei>N/A</lei>
        <title>Structured Asset Mortgage Investments II Trust Series 2004-AR6 Class A1A</title>
        <cusip>86359LEV7</cusip>
        <identifiers>
          <isin value="US86359LEV71"/>
        </identifiers>
        <balance>376611.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>367462.74000000</valUSD>
        <pctVal>0.544781510214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.27842840</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 Series 2012-41 Class BA</title>
        <cusip>3136A4Q77</cusip>
        <identifiers>
          <isin value="US3136A4Q776"/>
        </identifiers>
        <balance>376570.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372714.03000000</valUSD>
        <pctVal>0.552566804845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association 3.000%, due 09/20/2048</title>
        <cusip>38380YB38</cusip>
        <identifiers>
          <isin value="US38380YB380"/>
        </identifiers>
        <balance>108037.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105600.92000000</valUSD>
        <pctVal>0.156558536186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.00000000</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>First Horizon Corporation</name>
        <lei>TF3RXI1ZB1TQ30H9JV10</lei>
        <title>First Horizon National Corporation 4.0%, Due 05/26/2025</title>
        <cusip>320517AD7</cusip>
        <identifiers>
          <isin value="US320517AD78"/>
        </identifiers>
        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>552140.57000000</valUSD>
        <pctVal>0.818575438628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Small Business Administration</name>
        <lei>N/A</lei>
        <title>SBA Series 2007-20K Class 1</title>
        <cusip>83162CRK1</cusip>
        <identifiers>
          <isin value="US83162CRK17"/>
        </identifiers>
        <balance>28077.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28858.13000000</valUSD>
        <pctVal>0.042783591183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.51000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation 4.00%, Due 03/01/2033</title>
        <cusip>31393M6R7</cusip>
        <identifiers>
          <isin value="US31393M6R76"/>
        </identifiers>
        <balance>10697.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10771.72000000</valUSD>
        <pctVal>0.015969602494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Ryder System, Inc.</name>
        <lei>ZXJ6Y2OSPZXIVGRILD15</lei>
        <title>Ryder System, Inc. 4.625% Due 06/01/2025</title>
        <cusip>78355HKQ1</cusip>
        <identifiers>
          <isin value="US78355HKQ10"/>
        </identifiers>
        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>558643.42000000</valUSD>
        <pctVal>0.828216232260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>4.62500000</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 Series 2003-48 Class TC</title>
        <cusip>31393CMC4</cusip>
        <identifiers>
          <isin value="US31393CMC46"/>
        </identifiers>
        <balance>8596.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8664.49000000</valUSD>
        <pctVal>0.012845530807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2010-112 Class CY</title>
        <cusip>31398NF74</cusip>
        <identifiers>
          <isin value="US31398NF748"/>
        </identifiers>
        <balance>107977.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109519.21000000</valUSD>
        <pctVal>0.162367593028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Mastr Adjustable Rate Mortgages Trust</name>
        <lei>N/A</lei>
        <title>Master Adjustable Rate Mortgages Trust Series 2004-13 Class 2A1</title>
        <cusip>576433UE4</cusip>
        <identifiers>
          <isin value="US576433UE48"/>
        </identifiers>
        <balance>115499.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112672.08000000</valUSD>
        <pctVal>0.167041877229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70284760</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>American Home Mortgage Investment Trust</name>
        <lei>N/A</lei>
        <title>American Home Mortgage Investment Trust Series 2004-3 Class 6A1</title>
        <cusip>02660TBQ5</cusip>
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          <isin value="US02660TBQ58"/>
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        <curCd>USD</curCd>
        <valUSD>21038.26000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>ACE Securities Corp Home Equity Loan Trust Series 2007-SL2</name>
        <lei>N/A</lei>
        <title>ACE Securities Corporation Series 2003-Nc1 Class A2A</title>
        <cusip>004421CP6</cusip>
        <identifiers>
          <isin value="US004421CP69"/>
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        <balance>234620.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>214648.91000000</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>2033-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.42571160</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 4768 E Mortgage 3.50% Due 09/15/2042</title>
        <cusip>3137F3CM4</cusip>
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          <isin value="US3137F3CM42"/>
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        <balance>535798.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>541812.07000000</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>2042-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
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        <cusip>25179MBC6</cusip>
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        <balance>550000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Air Canada</name>
        <lei>4B4HI3CGXMBDC0G6BM51</lei>
        <title>AIR CANADA 2013-1A PTC SERIES 144-A</title>
        <cusip>009089AA1</cusip>
        <identifiers>
          <isin value="US009089AA11"/>
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        <balance>759896.44000000</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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
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        <cusip>03027XAG5</cusip>
        <identifiers>
          <isin value="US03027XAG51"/>
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        <balance>550000.00000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association 3.25%, due 02/20/2049</title>
        <cusip>38381B8H0</cusip>
        <identifiers>
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        <balance>247773.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>240040.46000000</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>3.25000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2013-82 BP Mortgage 2.75% Due 12/25/2042</title>
        <cusip>3136AFXC3</cusip>
        <identifiers>
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        <balance>392233.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>385154.62000000</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>2042-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ally Financial Inc.</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>Ally Financial, Inc. 3.875%, due 05/21/2024</title>
        <cusip>02005NBH2</cusip>
        <identifiers>
          <isin value="US02005NBH26"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>553481.52000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Genuine Parts Co</name>
        <lei>549300D46DQVEU651W04</lei>
        <title>Genuine Parts Company 1.750% Due 02/01/2025</title>
        <cusip>372460AB1</cusip>
        <identifiers>
          <isin value="US372460AB11"/>
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        <balance>174000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>165237.10000000</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>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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      <invstOrSec>
        <name>GS Mortgage Securities Corp</name>
        <lei>CU46ESEFJB81SUVBJO28</lei>
        <title>Goldman Sachs Mortgage Loan Trust Series 2004-10F Class 7A1</title>
        <cusip>36242DEZ2</cusip>
        <identifiers>
          <isin value="US36242DEZ24"/>
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        <balance>26013.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>26242.99000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>RCKT MORTGAGE TRUST 2022-1</name>
        <lei>N/A</lei>
        <title>Rocket Mortgage 2022-1 A5 2.50% Due 01/25/2052</title>
        <cusip>74938FAE8</cusip>
        <identifiers>
          <isin value="US74938FAE88"/>
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        <balance>978116.63000000</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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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association 3.50%, due 08/20/2049</title>
        <cusip>38382BXR9</cusip>
        <identifiers>
          <isin value="US38382BXR94"/>
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        <balance>223479.57000000</balance>
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        <issuerCat>USGA</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 4.00%, due 11/15/2037</title>
        <cusip>31398Q4F1</cusip>
        <identifiers>
          <isin value="US31398Q4F15"/>
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        <curCd>USD</curCd>
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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>Master Asset Securitization Trust</name>
        <lei>N/A</lei>
        <title>MASTR Asset Securitization Trust Series 2003-12 Class 1A1</title>
        <cusip>55265K3J6</cusip>
        <identifiers>
          <isin value="US55265K3J66"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <maturityDt>2024-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2008-17 Class PA</title>
        <cusip>31396YPT3</cusip>
        <identifiers>
          <isin value="US31396YPT37"/>
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        <balance>148383.27000000</balance>
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        <valUSD>150065.36000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2005-109 Class PC</title>
        <cusip>31394UZE5</cusip>
        <identifiers>
          <isin value="US31394UZE53"/>
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        <balance>63232.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>66738.24000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-25</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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        <lei>549300M8ZYFG0OCMTT87</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Elwood Energy LLC</name>
        <lei>5493008JH2Q2O8Y5MU55</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Coinstar Funding, LLC</name>
        <lei>5493004UNX3RE1I4DH23</lei>
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        <cusip>19260MAA4</cusip>
        <identifiers>
          <isin value="US19260MAA45"/>
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        <balance>612750.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Entergy New Orleans Llc</name>
        <lei>1Q8BAFRNDFTDI3IGJH73</lei>
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        <cusip>29364PAP8</cusip>
        <identifiers>
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        <balance>625000.00000000</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>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <name>HOA FUNDING LLC</name>
        <lei>213800H4W6EV1TBCKR73</lei>
        <title>HOA Funding LLC 7.432% Due 08/20/2026</title>
        <cusip>40390GAB4</cusip>
        <identifiers>
          <isin value="US40390GAB41"/>
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        <balance>865000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.43200000</annualizedRt>
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      <invstOrSec>
        <name>Soundview Home Loan Trust</name>
        <lei>N/A</lei>
        <title>Soundview Home Equity Loan Trust Series 2003-2 Class A2</title>
        <cusip>83611MAQ1</cusip>
        <identifiers>
          <isin value="US83611MAQ15"/>
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        <balance>257388.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253859.26000000</valUSD>
        <pctVal>0.376358786865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.30571000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Delta Air Lines, Inc. Pass Thru Trust</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>Delta Air Lines 2019-1A 3.404% Due 04/25/2024</title>
        <cusip>24737RAA8</cusip>
        <identifiers>
          <isin value="US24737RAA86"/>
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        <balance>146000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142974.11000000</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>2025-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GS Mortgage Securities Corp</name>
        <lei>CU46ESEFJB81SUVBJO28</lei>
        <title>GSR Mortgage Loan Trust Series 2003-7F Class 1A4</title>
        <cusip>36228FTW6</cusip>
        <identifiers>
          <isin value="US36228FTW67"/>
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        <balance>178774.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174117.41000000</valUSD>
        <pctVal>0.258137588519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</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>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley 4.000%, DUE 07/23/2025</title>
        <cusip>6174468C6</cusip>
        <identifiers>
          <isin value="US6174468C63"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>555679.86000000</valUSD>
        <pctVal>0.823822609406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CWABS Inc.</name>
        <lei>N/A</lei>
        <title>Countrywide Home Loans, Inc. Series 2004-6 Class 2A5</title>
        <cusip>126673BR2</cusip>
        <identifiers>
          <isin value="US126673BR23"/>
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        <balance>579813.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>573199.11000000</valUSD>
        <pctVal>0.849795755616</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.78571160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AutoNation, Inc.</name>
        <lei>N/A</lei>
        <title>Autonation, Inc. 3.50%, Due 11/15/2024</title>
        <cusip>05329WAN2</cusip>
        <identifiers>
          <isin value="US05329WAN20"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>546361.42000000</valUSD>
        <pctVal>0.810007565693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</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>Fairfax US Inc</name>
        <lei>549300JGURHUEU25AZ92</lei>
        <title>Fairfax Financial Holdings Ltd. 4.875%, Due 08/13/2024</title>
        <cusip>304071AA1</cusip>
        <identifiers>
          <isin value="US304071AA16"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>609949.60000000</valUSD>
        <pctVal>0.904280157064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Expedia Group Inc</name>
        <lei>CI7MUJI4USF3V0NJ1H64</lei>
        <title>EXPEDIA GROUP INC 3.25, DUE 02/15/2030</title>
        <cusip>30212PAJ4</cusip>
        <identifiers>
          <isin value="US30212PAJ49"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>564715.52000000</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>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AutoNation, Inc.</name>
        <lei>N/A</lei>
        <title>AutoNation, Inc. 4.50% Due 10/01/2025</title>
        <cusip>05329WAM4</cusip>
        <identifiers>
          <isin value="US05329WAM47"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>660093.79000000</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>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Public Storage</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>Public Storage 1.50% Due 11/09/2026</title>
        <cusip>74460DAG4</cusip>
        <identifiers>
          <isin value="US74460DAG43"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>366861.04000000</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>2026-11-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</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>Blackstone Private Credit Fund</name>
        <lei>549300ORP3TTCNXSYO43</lei>
        <title>Blackstone Private Credit Fund 2.350% Due 11/22/2024</title>
        <cusip>09261HAG2</cusip>
        <identifiers>
          <isin value="US09261HAG20"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>609686.73000000</valUSD>
        <pctVal>0.903890439414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.35000000</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>Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation</name>
        <lei>549300T0G4GS0SINS786</lei>
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        <name>Invesco</name>
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        <name>JP Morgan Alt Loan</name>
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        <name>Aercap Ireland Capital DAC</name>
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        <name>Merrill Lynch Mortgage Investors, Inc.</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>Oracle Corporation</name>
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        <name>Owl Rock Capital Corporation</name>
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        <name>Goldman Sachs Group, Inc.</name>
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        <name>Goldman Sachs BDC, Inc.</name>
        <lei>6D01AGSGBNZIJSN77043</lei>
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          <maturityDt>2025-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool FN AL4309</title>
        <cusip>3138ELYF4</cusip>
        <identifiers>
          <isin value="US3138ELYF45"/>
        </identifiers>
        <balance>230334.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>235509.22000000</valUSD>
        <pctVal>0.349153953788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association 4.50%, due 07/20/2050</title>
        <cusip>38382GY22</cusip>
        <identifiers>
          <isin value="US38382GY229"/>
        </identifiers>
        <balance>85645.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82486.57000000</valUSD>
        <pctVal>0.122290380181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>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>Magallanes Inc.</name>
        <lei>N/A</lei>
        <title>Magallanes Inc. 3.428%, Due 03/15/2024</title>
        <cusip>55903VAC7</cusip>
        <identifiers>
          <isin value="US55903VAC72"/>
        </identifiers>
        <balance>420000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>417669.87000000</valUSD>
        <pctVal>0.619216039562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.42800000</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>Thornburg Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>TMST 2003-4 A1 Mortgage Floater Due 09/25/2043</title>
        <cusip>885220DW0</cusip>
        <identifiers>
          <isin value="US885220DW07"/>
        </identifiers>
        <balance>486759.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>477130.14000000</valUSD>
        <pctVal>0.707368802175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.32571080</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 2011-26 Class PA</title>
        <cusip>38377QBF3</cusip>
        <identifiers>
          <isin value="US38377QBF37"/>
        </identifiers>
        <balance>78515.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79319.09000000</valUSD>
        <pctVal>0.117594435939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Harborview Mtg Loan Trust</name>
        <lei>N/A</lei>
        <title>Harborview Mortgage Loan Trust Series 2004-4 Class 2A</title>
        <cusip>41161PDW0</cusip>
        <identifiers>
          <isin value="US41161PDW05"/>
        </identifiers>
        <balance>41670.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39147.96000000</valUSD>
        <pctVal>0.058038768149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.20843000</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>Merrill Lynch Mortgage Investors, Inc.</name>
        <lei>N/A</lei>
        <title>MLCC Mortgage Investors, Inc. FLT, Due 10/25/2028</title>
        <cusip>589929Y44</cusip>
        <identifiers>
          <isin value="US589929Y444"/>
        </identifiers>
        <balance>477386.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>462837.57000000</valUSD>
        <pctVal>0.686179367106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.48628880</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 Series 2014-80-KA</title>
        <cusip>3136ALX22</cusip>
        <identifiers>
          <isin value="US3136ALX227"/>
        </identifiers>
        <balance>94758.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80737.57000000</valUSD>
        <pctVal>0.119697402015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-25</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>Citigroup Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Citigroup Mortgage Loan Trust, Inc. Series 2005-6 Class A1</title>
        <cusip>17307GXP8</cusip>
        <identifiers>
          <isin value="US17307GXP89"/>
        </identifiers>
        <balance>110811.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111024.11000000</valUSD>
        <pctVal>0.164598680987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.18999880</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>Impac CMB Trust</name>
        <lei>N/A</lei>
        <title>Impac CMB Trust Series 2007-A Class A</title>
        <cusip>452550AA4</cusip>
        <identifiers>
          <isin value="US452550AA47"/>
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        <balance>145765.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141100.13000000</valUSD>
        <pctVal>0.209187853747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.50571080</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>Mastr Seasoned Sec</name>
        <lei>N/A</lei>
        <title>Master Seasoned Securitization Trust Series 2005-1 Class 1A1</title>
        <cusip>55265WCF8</cusip>
        <identifiers>
          <isin value="US55265WCF86"/>
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        <balance>413691.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>419924.99000000</valUSD>
        <pctVal>0.622559365417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.91044040</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 2010-109 Class N</title>
        <cusip>31398NRZ9</cusip>
        <identifiers>
          <isin value="US31398NRZ95"/>
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        <balance>832560.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>813479.54000000</valUSD>
        <pctVal>1.206023261922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-25</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association 3.00%, due 07/25/2044</title>
        <cusip>3136ATH98</cusip>
        <identifiers>
          <isin value="US3136ATH983"/>
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        <balance>116925.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115417.40000000</valUSD>
        <pctVal>0.171111948593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-25</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2012-136 Class PD</title>
        <cusip>3136A97L6</cusip>
        <identifiers>
          <isin value="US3136A97L67"/>
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        <balance>322728.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318905.77000000</valUSD>
        <pctVal>0.472793423890</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>Fixed</couponKind>
          <annualizedRt>2.50000000</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>Ares Capital Corporation</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>ARES CAPITAL CORPORATION 4.25%, DUE 03/01/2025</title>
        <cusip>04010LAV5</cusip>
        <identifiers>
          <isin value="US04010LAV53"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>540097.59000000</valUSD>
        <pctVal>0.800721130918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sequoia Mtg Trust</name>
        <lei>N/A</lei>
        <title>Sequoia Mortgage Trust Float, due 09/20/2033</title>
        <cusip>81743PCJ3</cusip>
        <identifiers>
          <isin value="US81743PCJ30"/>
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        <balance>1007082.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>986296.42000000</valUSD>
        <pctVal>1.462232751017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.23729120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Airlines, Inc.</name>
        <lei>N/A</lei>
        <title>American Airlines Group 4.00%, due 01/15/2027</title>
        <cusip>023772AB2</cusip>
        <identifiers>
          <isin value="US023772AB21"/>
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        <balance>455396.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>421300.88000000</valUSD>
        <pctVal>0.624599189732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Leidos Inc</name>
        <lei>5493006I78VIN6J1BQ95</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Athene Global Funding 2015-1</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding 2.750%, due 06/25/2024</title>
        <cusip>04685A2J9</cusip>
        <identifiers>
          <isin value="US04685A2J93"/>
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        <balance>550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>537937.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>Federal Home Loan Banks 3.00% Due 02/23/2024</title>
        <cusip>3130ARYU9</cusip>
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          <isin value="US3130ARYU91"/>
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        <balance>700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>702278.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association 5.00%, Due 04/01/2029</title>
        <cusip>31394FQK4</cusip>
        <identifiers>
          <isin value="US31394FQK48"/>
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        <balance>88132.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>91760.46000000</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>2029-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES 3.05%, DUE 05/15/2028</title>
        <cusip>26208VAG1</cusip>
        <identifiers>
          <isin value="US26208VAG14"/>
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        <balance>670000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>665121.40000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.05000000</annualizedRt>
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      <invstOrSec>
        <name>Mastr Adjustable Rate Mortgages Trust</name>
        <lei>N/A</lei>
        <title>Master Adjustable Rate Mortgages Trust Series 2004-6 Class 4A6</title>
        <cusip>576433NY8</cusip>
        <identifiers>
          <isin value="US576433NY84"/>
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        <balance>245903.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245010.30000000</valUSD>
        <pctVal>0.363239770247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.32565760</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Structured Adj Rate Mtg Loan Trust</name>
        <lei>N/A</lei>
        <title>Structured Adjustable Rate Mortgage Loan Trust Series 2004-12 Class 3A3</title>
        <cusip>863579BQ0</cusip>
        <identifiers>
          <isin value="US863579BQ01"/>
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        <balance>34014.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34301.00000000</valUSD>
        <pctVal>0.050852912547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.54295360</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>Fidelity &amp; Guaranty Life Holdings, Inc.</name>
        <lei>549300WCR5QBFH98VZ75</lei>
        <title>Fidelity &amp; Guaranty Life Holdings, Inc. 5.50% Due 05/01/2025</title>
        <cusip>315786AC7</cusip>
        <identifiers>
          <isin value="US315786AC73"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>568841.10000000</valUSD>
        <pctVal>0.843334792338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</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>Microchip Technology Incorporated</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology, Inc. 4.250% Due 09/01/2025</title>
        <cusip>595017BA1</cusip>
        <identifiers>
          <isin value="US595017BA15"/>
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        <balance>663000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>659598.82000000</valUSD>
        <pctVal>0.977887557511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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 2012-10 Class LD</title>
        <cusip>38378CFN2</cusip>
        <identifiers>
          <isin value="US38378CFN20"/>
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        <balance>90475.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90795.56000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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 Pool FN AL0300</title>
        <cusip>3138EGKN3</cusip>
        <identifiers>
          <isin value="US3138EGKN30"/>
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        <balance>126088.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>129683.25000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo Mortgage Backed Secs</name>
        <lei>N/A</lei>
        <title>Wells Fargo Mortgage-Backed Securities Series 2004-K Class 2A6</title>
        <cusip>94981VAL1</cusip>
        <identifiers>
          <isin value="US94981VAL18"/>
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        <balance>293826.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>292227.22000000</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>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.60249040</annualizedRt>
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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 4348-ME</title>
        <cusip>3137BBYA2</cusip>
        <identifiers>
          <isin value="US3137BBYA20"/>
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        <balance>21945.26000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21993.43000000</valUSD>
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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>2039-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation POOL J1-2630</title>
        <cusip>3128PR4P1</cusip>
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          <isin value="US3128PR4P19"/>
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        <balance>241059.10000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>KLA Corporation</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLA Corporation 4.650%, Due 11/01/2024</title>
        <cusip>482480AE0</cusip>
        <identifiers>
          <isin value="US482480AE03"/>
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        <balance>650000.00000000</balance>
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        <valUSD>670150.39000000</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>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65000000</annualizedRt>
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        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JP MORGAN CHASE &amp; COMPANY 3.875%, DUE 09/10/2024</title>
        <cusip>46625HJY7</cusip>
        <identifiers>
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        <balance>565000.00000000</balance>
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        <valUSD>572973.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DB Master Finance LLC</name>
        <lei>549300F17UZJL70BPB08</lei>
        <title>DNKN 2021-1A A2I Mortgage 2.045% Due 11/20/2051</title>
        <cusip>233046AN1</cusip>
        <identifiers>
          <isin value="US233046AN14"/>
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        <balance>681575.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>614861.76000000</valUSD>
        <pctVal>0.911562674860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.04500160</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>VERIZON OWNER TRUST</name>
        <lei>549300AUOVO1I366IH69</lei>
        <title>Verizon Owner Trust 2.93%, due 09/20/2023</title>
        <cusip>92347YAA2</cusip>
        <identifiers>
          <isin value="US92347YAA29"/>
        </identifiers>
        <balance>2080.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2082.12000000</valUSD>
        <pctVal>0.003086844881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.93000000</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 Mortgage Securities Corp</name>
        <lei>CU46ESEFJB81SUVBJO28</lei>
        <title>Goldman Sachs Mortgage Loan Trust Series 2005-5F Class 8A2</title>
        <cusip>36242D7L1</cusip>
        <identifiers>
          <isin value="US36242D7L17"/>
        </identifiers>
        <balance>50326.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50298.75000000</valUSD>
        <pctVal>0.074570360485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.50571080</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>Impac CMB Trust</name>
        <lei>N/A</lei>
        <title>Impac CMB Trust Floating Rate, Due 05/25/2035</title>
        <cusip>45254NPE1</cusip>
        <identifiers>
          <isin value="US45254NPE12"/>
        </identifiers>
        <balance>207597.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192072.31000000</valUSD>
        <pctVal>0.284756607192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.60571160</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 3.50%, due 3/20/2046</title>
        <cusip>36179UFD9</cusip>
        <identifiers>
          <isin value="US36179UFD90"/>
        </identifiers>
        <balance>1353854.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1369510.83000000</valUSD>
        <pctVal>2.030366883516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-20</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>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2022-06-23</ncom:dateSigned>
      <ncom:nameOfApplicant>Oakhurst Short Duration Bond Fund</ncom:nameOfApplicant>
      <ncom:signature>Daniel Bauer</ncom:signature>
      <ncom:signerName>Daniel Bauer</ncom:signerName>
      <ncom:title>VP, Fund Accounting</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
