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        <name>PRPM 2022-4 A1 V/R 08/25/27</name>
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        <name>UMBS P#BD5046 3.5% 02/01/47</name>
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        <name>RASC 2005-KS10 M V/R 11/25/35</name>
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          <isin value="US75405WAF95"/>
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        <name>WFRBS 2014-C22 A V/R 09/15/24</name>
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          <isin value="US92890KBC80"/>
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        <name>N/A</name>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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      <invstOrSec>
        <name>SARM 2005-1 1A1 V/R 02/25/35</name>
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        <cusip>863579KY3</cusip>
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          <isin value="US863579KY34"/>
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        <curCd>USD</curCd>
        <valUSD>3153324.80000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNR 2019-52 PA 3% 09/25/49</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2019-52 CL PA 3.00000000</title>
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          <isin value="US3136B53X15"/>
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          <maturityDt>2049-09-25</maturityDt>
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        <name>NAVSL 2018-A A 3.19% 11/17/25</name>
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          <isin value="US63940PAB13"/>
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        <balance>57536.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>57372.05000000</valUSD>
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      <invstOrSec>
        <name>CROWN CASTLE INC 2.1% 04/01/31</name>
        <lei>54930012H97VSM0I2R19</lei>
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        <cusip>22822VAW1</cusip>
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          <isin value="US22822VAW19"/>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMMT 2019-7 B2A V/R 02/25/50</name>
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        <title>JP MORGAN MORTGAGE TRUST 2019-7 SER 2019-7 CL B2A V/R REGD 144A P/P 3.01249400</title>
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        <name>CENTERPOINT ENE 3.35% 04/01/51</name>
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      <invstOrSec>
        <name>ORACLE CORP 3.8% 11/15/37</name>
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        <name>JPMCC 2021-1440  V/R 03/15/26</name>
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        <title>JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2021-1440 CL A V/R REGD 144A P/P 6.49300000</title>
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        <name>CWHL 2008-3R 1A1 6% 08/25/37</name>
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          <isin value="US12545BAA08"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BOEING CO 5.805% 05/01/50</name>
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        <name>US TREAS BDS 1.75% 08/15/41</name>
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        <name>N/A</name>
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        <name>CGMS 2017-4A A1 V/R 01/15/30</name>
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        <name>CEDF 2018-9A A1 V/R 04/20/31</name>
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      <invstOrSec>
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        <name>CITM 2007-1 1M1 V/R 02/25/23</name>
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        <name>GNMA II P#MA4965 5% 01/20/48</name>
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        <name>T/L HEARTHSIDE GR ZCP 05/23/25</name>
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        <name>UBS GROUP AG V/R 09/11/25</name>
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        <name>CSMC 2022-ATH3 A V/R 08/25/67</name>
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        <name>SLMA 2012-2 A V/R 01/25/29</name>
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        <name>MFRA 2022-RPL1 A V/R 08/25/61</name>
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        <name>ROLLS-ROYC 5.75% 10/15/27/GBP/</name>
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        <name>T/L HOSTESS BRANDS 0% 06/21/30</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ANCHC 2020-16A A V/R 01/19/35</name>
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        <name>NORTHERN STATES  3.6% 09/15/47</name>
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        <name>HPEFS 2021-1A  1.03% 03/20/24</name>
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        <cusip>40440YAF6</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>COLT 2022-6 A1 V/R 06/27/67</name>
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        <cusip>12662YAA7</cusip>
        <identifiers>
          <isin value="US12662YAA73"/>
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        <curCd>USD</curCd>
        <valUSD>6891336.02000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-06-27</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>BCC 2020-4A A1 V/R 10/20/33</name>
        <lei>N/A</lei>
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        <cusip>05684KAA5</cusip>
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          <isin value="US05684KAA51"/>
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        <valUSD>247259.75000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-20</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNR 2021-21 AH 1.4% 06/16/63</name>
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        <cusip>38380RTP5</cusip>
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          <isin value="US38380RTP54"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.40000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ALABAMA POWER  3.125% 07/15/51</name>
        <lei>N/A</lei>
        <title>ALABAMA POWER CO REGD 3.12500000</title>
        <cusip>010392FV5</cusip>
        <identifiers>
          <isin value="US010392FV52"/>
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        <balance>1108000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>766164.22000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ABFC 2007-NC1 A2 V/R 05/25/37</name>
        <lei>N/A</lei>
        <title>ABFC 2007-NC1 TRUST SER 2007-NC1 CL A2 V/R REGD 144A P/P 5.45043000</title>
        <cusip>00076BAB0</cusip>
        <identifiers>
          <isin value="US00076BAB09"/>
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        <curCd>USD</curCd>
        <valUSD>7779986.98000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.45043000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA II P#MA5530 5% 10/20/48</name>
        <lei>N/A</lei>
        <title>GINNIE MAE II POOL P#MA5530 5.00000000</title>
        <cusip>36179UEB4</cusip>
        <identifiers>
          <isin value="US36179UEB44"/>
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        <valUSD>1012672.99000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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        <name>IPT 2018-INDP 3.763% 07/10/25</name>
        <lei>N/A</lei>
        <title>INDEPENDENCE PLAZA TRUST 2018-INDP SER 2018-INDP CL A REGD 144A P/P 3.76300000</title>
        <cusip>45378YAA2</cusip>
        <identifiers>
          <isin value="US45378YAA29"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>JPMDB 2016-C4 3.384% 10/15/26</name>
        <lei>N/A</lei>
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        <cusip>46646RAN3</cusip>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>AMERICAN HOMES 4 4.3% 04/15/52</name>
        <lei>N/A</lei>
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        <cusip>02666TAF4</cusip>
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          <isin value="US02666TAF49"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PROG 2020-SFR 2.296% 10/17/27</name>
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        <title>PROGRESS RESIDENTIAL 2020-SFR3 TRUST SER 2020-SFR3 CL E REGD 144A P/P 2.29600000</title>
        <cusip>74333AAJ9</cusip>
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          <isin value="US74333AAJ97"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CSMC 2020-NET C V/R 08/15/25</name>
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        <cusip>126438AG5</cusip>
        <identifiers>
          <isin value="US126438AG56"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>VERUS 2019-4 A3 V/R 11/25/59</name>
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        <title>VERUS SECURITIZATION TRUST 2019-4 SER 2019-4 CL A3 V/R REGD 144A P/P 3.00000000</title>
        <cusip>92537KAC8</cusip>
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          <isin value="US92537KAC80"/>
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        <curCd>USD</curCd>
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        <name>SLMA 2003-7A A5A V/R 12/15/33</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isin value="US11272BAA17"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA II P#MA5467 4.5% 09/20/48</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>WPT 2017-WWP C V/R 11/10/27</name>
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          <isin value="US98162JAJ51"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ALLY FINANCIAL 4.625% 03/30/25</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>REYNOLDS AMERIC 5.85% 08/15/45</name>
        <lei>N/A</lei>
        <title>REYNOLDS AMERICAN INC REGD 5.85000000</title>
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          <isin value="US761713BB19"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#SD8189 2.5% 01/01/52</name>
        <lei>N/A</lei>
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          <isin value="US3132DWC270"/>
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        <curCd>USD</curCd>
        <valUSD>31465064.63000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>SANTANDER UK GROU V/R 08/21/26</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BX 2022-VAMF A V/R 01/15/27</name>
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        <name>F/C 3 MONTH SOFR FUT  DEC24</name>
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          <ticker value="SFRZ4XCME"/>
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        <name>CIM 2020-R1 A1 V/R 10/27/59</name>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ICAHN ENTERPRI 4.375% 02/01/29</name>
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          <isin value="US451102CC97"/>
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        <issuerCat>CORP</issuerCat>
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        <name>UMBS P#ZA2520 4% 08/01/38</name>
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        <name>MDPK 2019-34A AR V/R 04/25/32</name>
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        <name>PLMRS 2020-3A A1 V/R 11/15/31</name>
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        <name>CARMX 2021-3 D 1.5% 07/15/25</name>
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        <name>GNMA II P#MA6994 2% 11/20/50</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NGATE 2006- V/R 12/01/50 /GBP/</name>
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        <cusip>G64849AQ8</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>T/L GRIFOLS 0% 11/15/2027</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="LOANX" value="LX183733"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4437211.29000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>COMM 2017-COR2 3.51% 07/10/27</name>
        <lei>N/A</lei>
        <title>COMM 2017-COR2 MORTGAGE TRUST SER 2017-COR2 CL A3 REGD 3.51000000</title>
        <cusip>12595EAD7</cusip>
        <identifiers>
          <isin value="US12595EAD76"/>
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        <balance>3110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2828437.71000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>REALTY INCOME CO 2.2% 06/15/28</name>
        <lei>549300CUWDAUZSH43859</lei>
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        <cusip>756109BJ2</cusip>
        <identifiers>
          <isin value="US756109BJ21"/>
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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>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>KINGDOM OF JORD 5.85% 07/07/30</name>
        <lei>N/A</lei>
        <title>KINGDOM OF JORDAN REGD REG S 5.85000000</title>
        <cusip>M5269UAL8</cusip>
        <identifiers>
          <isin value="XS2199272662"/>
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        <balance>200000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>183000.00000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>JO</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>INTEL CORP 4.875% 02/10/28</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTEL CORP REGD 4.87500000</title>
        <cusip>458140CE8</cusip>
        <identifiers>
          <isin value="US458140CE86"/>
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        <balance>68000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67743.03000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS BDS 2.375% 02/15/42</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 2.37500000</title>
        <cusip>912810TF5</cusip>
        <identifiers>
          <isin value="US912810TF57"/>
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        <balance>46425000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36144401.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UMBS P#FM1445 3% 08/01/49</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#FM1445 3.00000000</title>
        <cusip>3140X4TB2</cusip>
        <identifiers>
          <isin value="US3140X4TB26"/>
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        <balance>1048011.48000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>939325.81000000</valUSD>
        <pctVal>0.003115627917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SMB 2018-C B 4% 12/15/28</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRUST 2018-C SER 2018-C CL B REGD 144A P/P 4.00000000</title>
        <cusip>78449QAD9</cusip>
        <identifiers>
          <isin value="US78449QAD97"/>
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        <balance>770000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>692452.22000000</valUSD>
        <pctVal>0.002296778652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY /PFD/CV</name>
        <lei>N/A</lei>
        <title>WELLS FARGO &amp; COMPANY SERIES L/PREFERRED/ CONVERTIBLE 0.00000000</title>
        <cusip>949746804</cusip>
        <identifiers>
          <isin value="US9497468044"/>
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        <balance>20273.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23354496.00000000</valUSD>
        <pctVal>0.077463984240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WILLIAMS COMPANI 3.5% 10/15/51</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COMPANIES INC REGD 3.50000000</title>
        <cusip>88339WAA4</cusip>
        <identifiers>
          <isin value="US88339WAA45"/>
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        <balance>1016000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>700707.77000000</valUSD>
        <pctVal>0.002324161294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IVORY COA 4.875% 01/30/32/EUR/</name>
        <lei>N/A</lei>
        <title>IVORY COAST /EUR/ REGD REG S 4.87500000</title>
        <cusip>V73789BH7</cusip>
        <identifiers>
          <isin value="XS2264871828"/>
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        <balance>100000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91642229"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>CI</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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        <name>PUBLIC SERVICE  2.45% 01/15/30</name>
        <lei>N/A</lei>
        <title>PUBLIC SERVICE ELECTRIC REGD MTN 2.45000000</title>
        <cusip>74456QCB0</cusip>
        <identifiers>
          <isin value="US74456QCB05"/>
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        <balance>2722000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2345708.87000000</valUSD>
        <pctVal>0.007780427157</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>REPUBLIC OF PAR 4.95% 04/28/31</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF PARAGUAY REGD 4.95000000</title>
        <cusip>P75744AJ4</cusip>
        <identifiers>
          <isin value="USP75744AJ47"/>
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        <balance>1200000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1151191.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>PY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FREED 2021-2 C 1.94% 07/18/24</name>
        <lei>N/A</lei>
        <title>FREED ABS TRUST 2021-2 SER 2021-2 CL C REGD 144A P/P 1.94000000</title>
        <cusip>35635CAC6</cusip>
        <identifiers>
          <isin value="US35635CAC64"/>
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        <balance>578533.51000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>570065.75000000</valUSD>
        <pctVal>0.001890837818</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.94000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FRESENIUS MED  1.875% 12/01/26</name>
        <lei>N/A</lei>
        <title>FRESENIUS MED CARE III REGD 144A P/P 1.87500000</title>
        <cusip>35805BAC2</cusip>
        <identifiers>
          <isin value="US35805BAC28"/>
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        <balance>9545000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8233294.12000000</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>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87500000</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>CITIGROUP INC 4.125% 07/25/28</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC REGD 4.12500000</title>
        <cusip>172967KU4</cusip>
        <identifiers>
          <isin value="US172967KU42"/>
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        <balance>1675000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1578799.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FGLMC P#G08747 3% 02/01/47</name>
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      <invstOrSec>
        <name>UMBS P#AS8552 3% 12/01/36</name>
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      <invstOrSec>
        <name>ENERGY TRANSFER 5.75% 02/15/33</name>
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        <fairValLevel>2</fairValLevel>
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        <name>REPUBLIC OF CHI 2.55% 07/27/33</name>
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        <invCountry>CL</invCountry>
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        <name>N/A</name>
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        <name>UMBS P#MA3960 3% 03/01/50</name>
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        <name>NATWEST GROUP PLC V/R 09/30/28</name>
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        <name>COMM 2013-CR13 C V/R 12/10/23</name>
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      <invstOrSec>
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        <name>HPLY 2019-HIT C V/R 11/15/21</name>
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      <invstOrSec>
        <name>GENERAL MOTORS FIN 6% 01/09/28</name>
        <lei>N/A</lei>
        <title>GENERAL MOTORS FINL CO REGD 6.00000000</title>
        <cusip>37045XEB8</cusip>
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          <isin value="US37045XEB82"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NAVSL 2020-CA  2.83% 10/15/29</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RC R/P BNP PA  5.160% 07/03/23</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="INTERNAL" value="34XZ7V"/>
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        <curCd>USD</curCd>
        <valUSD>123300000.00000000</valUSD>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="BNP PARIBAS S.A." isCleared="Y"/>
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            <repurchaseCollateral>
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              <invstCat>UST</invstCat>
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      <invstOrSec>
        <name>REPUBLIC O 4.25% 02/14/43/EUR/</name>
        <lei>N/A</lei>
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        <cusip>X7327PAU3</cusip>
        <identifiers>
          <isin value="XS2586944147"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.91642229"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-14</maturityDt>
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      <invstOrSec>
        <name>AEP TEXAS INC 3.95% 06/01/28</name>
        <lei>N/A</lei>
        <title>AEP TEXAS INC REGD SER WI 3.95000000</title>
        <cusip>00108WAH3</cusip>
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          <isin value="US00108WAH34"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DTE ELECTRIC CO 4.05% 05/15/48</name>
        <lei>N/A</lei>
        <title>DTE ELECTRIC CO REGD SER A 4.05000000</title>
        <cusip>23338VAH9</cusip>
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          <isin value="US23338VAH96"/>
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        <balance>558000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>463467.32000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ACE 2005-HE3 M3 V/R 05/25/35</name>
        <lei>N/A</lei>
        <title>ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2005-HE3 CL M3 V/R REGD 5.85543000</title>
        <cusip>004421NE9</cusip>
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          <isin value="US004421NE93"/>
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        <balance>2504763.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2438782.29000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.85543000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NETFLIX INC 3.625% 06/15/25</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC REGD 144A P/P 3.62500000</title>
        <cusip>64110LAY2</cusip>
        <identifiers>
          <isin value="US64110LAY20"/>
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        <balance>3500000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3371748.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UMBS P#BX4267 5.5% 12/01/52</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#BX4267 5.50000000</title>
        <cusip>3140N8W53</cusip>
        <identifiers>
          <isin value="US3140N8W535"/>
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        <curCd>USD</curCd>
        <valUSD>677431.12000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ARCHROCK PARTNE 6.25% 04/01/28</name>
        <lei>N/A</lei>
        <title>ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.25000000</title>
        <cusip>03959KAC4</cusip>
        <identifiers>
          <isin value="US03959KAC45"/>
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        <balance>1000000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>938860.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HUNTINGTON INGAL 4.2% 05/01/30</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>HUNTINGTON INGALLS INDUS REGD SER WI 4.20000000</title>
        <cusip>446413AT3</cusip>
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          <isin value="US446413AT37"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ARROW ELECTRON 6.125% 03/01/26</name>
        <lei>549300YNNLBXT8N8R512</lei>
        <title>ARROW ELECTRONICS INC REGD 6.12500000</title>
        <cusip>04273WAD3</cusip>
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          <isin value="US04273WAD39"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA II P#MA7312 2.5% 04/20/51</name>
        <lei>N/A</lei>
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        <cusip>36179WDR6</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R11.865PCETIP 01/02/25 BOASW LONG</title>
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      <invstOrSec>
        <name>DNB BANK ASA V/R 03/30/28</name>
        <lei>549300GKFG0RYRRQ1414</lei>
        <title>DNB BANK ASA REGD V/R 144A P/P 1.60500000</title>
        <cusip>25601B2B0</cusip>
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          <isin value="US25601B2B00"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>BARCLAYS PLC V/R 06/20/30</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC REGD V/R 5.08800000</title>
        <cusip>06738EBK0</cusip>
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          <isin value="US06738EBK01"/>
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        <balance>1570000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1427676.85000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <name>JABIL INC 1.7% 04/15/26</name>
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        <name>FGLMC P#G67709 3.5% 03/01/48</name>
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        <name>SLMA 2006-10 B V/R 03/25/44</name>
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        <name>AESOP 2019-3A  2.36% 03/20/25</name>
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        <name>SYNCHRONY FINA 4.375% 03/19/24</name>
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        <name>INTESA SANPAOL 6.625% 06/20/33</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNCL 30YR TBA 3.5% AUG 23</name>
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        <name>CAPITAL ONE FINAN V/R 03/01/30</name>
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        <name>FCAT 2020-4 D 2.18% 02/16/27</name>
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        <name>DUKE ENERGY CA 3.875% 03/15/46</name>
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        <name>IMPERIAL BRAND 3.125% 07/26/24</name>
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        <name>WELLS FARGO &amp; COM V/R 04/24/34</name>
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        <name>MICRON TECHNOL 5.327% 02/06/29</name>
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        <name>SYMP 2020-23A AR V/R 01/15/34</name>
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        <name>SAUDI INTERNATI 3.45% 02/02/61</name>
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        <name>T/L APPLOVIN CORPOR 0% 8/15/25</name>
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        <name>T/L FANATICS COMM ZCP 11/24/28</name>
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        <name>SAIL 2005-HE2 M2 V/R 07/25/35</name>
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        <name>FHLT 2004-4 M1 V/R 03/25/35</name>
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      <invstOrSec>
        <name>NORTHERN STATES PW 4% 08/15/45</name>
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        <name>UMBS P#SC0140 2% 05/01/41</name>
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      <invstOrSec>
        <name>UMBS P#FS0173 2% 01/01/52</name>
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        <name>GSMS 2014-GC18 B V/R 01/10/24</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UMBS P#SD0294 4.5% 03/01/50</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FCAT 2021-1 D 1.27% 03/15/27</name>
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      <invstOrSec>
        <name>UMBS P#CA0854 3.5% 12/01/47</name>
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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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        <name>MSBAM 2015-C2 3.732% 07/15/25</name>
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        <curCd>USD</curCd>
        <valUSD>5694625.20000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AMEREN ILLINOIS  5.9% 12/01/52</name>
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          <isin value="US02361DAZ33"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OAKC 2020-7A AR V/R 02/24/37</name>
        <lei>N/A</lei>
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        <cusip>67098WAN1</cusip>
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          <isin value="US67098WAN11"/>
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        <curCd>USD</curCd>
        <valUSD>323790.06000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.32785000</annualizedRt>
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      <invstOrSec>
        <name>CWALT 2007-OA4 A V/R 05/25/47</name>
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        <cusip>02150DAA3</cusip>
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          <isin value="US02150DAA37"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.49043000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UMBS P#QE5878 3.5% 07/01/52</name>
        <lei>N/A</lei>
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        <cusip>3133BFQ78</cusip>
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          <isin value="US3133BFQ780"/>
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        <curCd>USD</curCd>
        <valUSD>2598247.99000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UMBS P#QD5613 2% 02/01/52</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>1912424.03000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RMXIEP07.98 12/10/27 GOLDUS33XXX FLOAT</title>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <fairValLevel>2</fairValLevel>
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        <name>SEAGATE HDD CA 9.625% 12/01/32</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>9.62500000</annualizedRt>
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      <invstOrSec>
        <name>AON CORP 2.8% 05/15/30</name>
        <lei>N/A</lei>
        <title>AON CORP REGD 2.80000000</title>
        <cusip>037389BE2</cusip>
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          <isin value="US037389BE22"/>
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        <valUSD>6040445.52000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>WILLIS NORTH AM 5.35% 05/15/33</name>
        <lei>N/A</lei>
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          <isin value="US970648AM30"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>F/C ICE 3MTH SONIA FU JUN24</name>
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          <ticker value="SFIM4IFLL"/>
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        <units>NC</units>
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        <assetCat>DIR</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <name>MDPK 2020-47A B V/R 01/19/34</name>
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        <name>GNMA II P#MA7473 3% 07/20/51</name>
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        <name>N/A</name>
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        <name>PART 2020-1A E 3.67% 08/15/24</name>
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        <name>LIFE STORAGE L 3.875% 12/15/27</name>
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        <name>SLMA 2012-1 A3 V/R 01/25/21</name>
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        <name>FIN DEPT GOVT SH 6.5% 11/23/32</name>
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        <name>TPMT 2019-4 A1 V/R 07/25/29</name>
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        <name>GENERAL MOTORS F 4.3% 07/13/25</name>
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          <isin value="US37045XAZ96"/>
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      <invstOrSec>
        <name>DEUTSCHE BANK NY V/R 01/18/29</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UMBS P#MA3210 3.5% 12/01/47</name>
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        <name>CSMC 2022-NWPT A V/R 09/09/24</name>
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        <name>BRASKEM NETHERLA 4.5% 01/31/30</name>
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        <name>N/A</name>
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        <name>HARVT 21A A V/R 07/15/31 /EUR/</name>
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        <fairValLevel>2</fairValLevel>
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          <isin value="XS2413632360"/>
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        <fairValLevel>2</fairValLevel>
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        <name>CASH COLLATERAL V/R 12/31/49</name>
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        <name>TRANSOCEAN POS 6.875% 02/01/27</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AESOP 2020-2A  2.02% 02/20/26</name>
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          <couponKind>Fixed</couponKind>
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        <name>HLSY 2020-3A A1A V/R 11/30/32</name>
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        <name>CSMC 2022-RPL1 P V/R 04/25/61</name>
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        <name>BSP 2014-IVA A2A V/R 01/20/32</name>
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        <name>TPMT 2020-2 A2B V/R 04/25/60</name>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PNC FINANCIAL SER V/R 06/12/29</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES REGD V/R 5.58200000</title>
        <cusip>693475BR5</cusip>
        <identifiers>
          <isin value="US693475BR55"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4498728.83000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.58200000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>BANCO MERCANTIL DE  V/R /PERP/</name>
        <lei>N/A</lei>
        <title>BANCO MERCANTIL DE NORTE REGD V/R /PERP/ 144A P/P 6.62500000</title>
        <cusip>05973KAB3</cusip>
        <identifiers>
          <isin value="US05973KAB35"/>
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        <balance>388000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>299730.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2172-01-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>DRSLF 2020-86A A V/R 07/17/34</name>
        <lei>N/A</lei>
        <title>DRYDEN 86 CLO LTD SER 2020-86A CL A1R V/R REGD 144A P/P 6.36029000</title>
        <cusip>26245XAL1</cusip>
        <identifiers>
          <isin value="US26245XAL10"/>
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        <balance>8050000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7906500.70000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.36029000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ILLINOIS ST 6.725% 04/01/35</name>
        <lei>54930048FV8RWPR02D67</lei>
        <title>ILLINOIS ST REGD N/C B/E 6.72500000</title>
        <cusip>452152FA4</cusip>
        <identifiers>
          <isin value="US452152FA44"/>
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        <balance>64615.38000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67840.77000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WELLS FARGO &amp; CO 4.3% 07/22/27</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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        <cusip>94974BGL8</cusip>
        <identifiers>
          <isin value="US94974BGL80"/>
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        <balance>1344000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1289282.86000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY V/R 01/19/38</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY REGD V/R 5.94800000</title>
        <cusip>61747YFB6</cusip>
        <identifiers>
          <isin value="US61747YFB65"/>
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        <balance>2945000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2906838.48000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.94800000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ACAR 2023-2 C 5.96% 02/12/26</name>
        <lei>N/A</lei>
        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-2 SER 2023-2 CL C REGD 144A P/P 5.96000000</title>
        <cusip>02529YAE3</cusip>
        <identifiers>
          <isin value="US02529YAE32"/>
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        <balance>9950000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9829389.09000000</valUSD>
        <pctVal>0.032602871907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.96000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CROWN CASTLE INC 2.5% 07/15/31</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INC REGD 2.50000000</title>
        <cusip>22822VAY7</cusip>
        <identifiers>
          <isin value="US22822VAY74"/>
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        <balance>3665000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3010852.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ODART 2023-1A  7.07% 11/14/27</name>
        <lei>N/A</lei>
        <title>ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 7.07000000</title>
        <cusip>682685AD4</cusip>
        <identifiers>
          <isin value="US682685AD44"/>
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        <balance>1145000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1144518.41000000</valUSD>
        <pctVal>0.003796226477</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SAUDI INTERNATI 3.25% 10/22/30</name>
        <lei>N/A</lei>
        <title>SAUDI INTERNATIONAL BOND REGD REG S EMTN 3.25000000</title>
        <cusip>M6320UBB4</cusip>
        <identifiers>
          <isin value="XS2159975700"/>
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        <balance>990000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>897435.00000000</valUSD>
        <pctVal>0.002976681264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>DEUTSCHE BANK  0.962% 11/08/23</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK NY REGD SER E 0.96200000</title>
        <cusip>251526CM9</cusip>
        <identifiers>
          <isin value="US251526CM97"/>
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        <balance>20885000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20465120.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.96200000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>G2SF 30 YR TBA 4% AUG 23</name>
        <lei>N/A</lei>
        <title>G2SF 30 YR TBA 4% AUG 23       TO BE ANNOUNCED 4.00000000</title>
        <cusip>21H040681</cusip>
        <identifiers>
          <isin value="US21H0406817"/>
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        <balance>5400000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5112914.08000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>MDC HOLDINGS INC 6% 01/15/43</name>
        <lei>5299005FV4VNV75R8R35</lei>
        <title>MDC HOLDINGS INC REGD 6.00000000</title>
        <cusip>552676AQ1</cusip>
        <identifiers>
          <isin value="US552676AQ11"/>
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        <balance>7970000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7188470.17000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>UMBS P#FM3665 4% 09/01/49</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#FM3665 4.00000000</title>
        <cusip>3140X7CB3</cusip>
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          <isin value="US3140X7CB30"/>
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        <balance>4155057.30000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3949164.24000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GOOD 2023-1GS  5.52% 03/21/39</name>
        <lei>N/A</lei>
        <title>GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-1 SER 2023-1GS CL A REGD 144A P/P 5.52000000</title>
        <cusip>38237VAA4</cusip>
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          <isin value="US38237VAA44"/>
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        <curCd>USD</curCd>
        <valUSD>1385162.63000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.52000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 4% 06/30/28</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.00000000</title>
        <cusip>91282CHK0</cusip>
        <identifiers>
          <isin value="US91282CHK09"/>
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        <balance>234640000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>233356812.50000000</valUSD>
        <pctVal>0.774015780338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-30</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>COLD 2020-ICE5 C V/R 11/15/23</name>
        <lei>N/A</lei>
        <title>COLD STORAGE TRUST 2020-ICE5 SER 2020-ICE5 CL C V/R REGD 144A P/P 6.84329000</title>
        <cusip>193051AL3</cusip>
        <identifiers>
          <isin value="US193051AL30"/>
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        <balance>3533850.93000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LLOYDS BANKING GR V/R 08/11/33</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MSAIC 2022-3A A 6.1% 03/20/36</name>
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      <invstOrSec>
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      <invstOrSec>
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        <name>CWALT 2007-HY7C  V/R 08/25/37</name>
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        <cusip>02150VAA3</cusip>
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          <isin value="US02150VAA35"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MSC 2021-230P C V/R 12/15/23</name>
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        <cusip>61772WAJ6</cusip>
        <identifiers>
          <isin value="US61772WAJ62"/>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>VASA 2021-VASA B V/R 07/15/39</name>
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        <cusip>92230AAC0</cusip>
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          <isin value="US92230AAC09"/>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>WFRBS 2014-C24 B V/R 11/15/47</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TWD/USD FWD 20230822 000000902 USD</title>
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        <name>VERUS 2023-4 A1 V/R 05/25/68</name>
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        <name>FHF 2022-1A A 4.43% 01/18/28</name>
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        <name>CBSLT 2020-1 A 1.69% 10/25/51</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>PACIFIC GAS &amp; EL 5.9% 06/15/32</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HCA INC 5.25% 06/15/26</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HOMES 3.625% 04/15/32</name>
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        <title>AMERICAN HOMES 4 RENT REGD 3.62500000</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GLP CAPITAL LP  5.75% 06/01/28</name>
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        <title>GLP CAPITAL LP / FIN II REGD 5.75000000</title>
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          <isin value="US361841AK54"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDS US900123AL40 01.000 SP 12/20/2024 BOFAUS6NGFX LONG</title>
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          <other otherDesc="CLIENT ID" value="SWPC0KRS3"/>
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        <units>NC</units>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BANK OF AMERICA, N.A.</counterpartyName>
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                <issuerName>REPUBLIC OF T 11.875% 01/15/30</issuerName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>ESAIL 2007- V/R 09/13/45 /GBP/</name>
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        <cusip>G3299ZAE9</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>VICI PROPERTIE 5.125% 05/15/32</name>
        <lei>N/A</lei>
        <title>VICI PROPERTIES LP REGD 5.12500000</title>
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        <identifiers>
          <isin value="US925650AD55"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF POLA 5.5% 04/04/53</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF POLAND REGD 5.50000000</title>
        <cusip>731011AW2</cusip>
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          <isin value="US731011AW25"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44246.58000000</valUSD>
        <pctVal>0.000146760451</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>UMBS P#SD7534 2.5% 02/01/51</name>
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        <title>FREDDIE MAC POOL UMBS P#SD7534 2.50000000</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SAN FRANCISCO  2.188% 11/01/32</name>
        <lei>N/A</lei>
        <title>SAN FRANCISCO CA CITY &amp; CNTY P REGD B/E 2.18800000</title>
        <cusip>79771FBF3</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>MLMI 2006-RM2 A2 V/R 05/25/37</name>
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        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2006-RM2 CL A2B V/R REGD 5.35043000</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>PUMA INTERNATIONAL 5% 01/24/26</name>
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          <isin value="XS1751117604"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UMBS P#BU8931 3.5% 04/01/52</name>
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        <title>FANNIE MAE POOL UMBS P#BU8931 3.50000000</title>
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          <isin value="US3140MA4R23"/>
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        <curCd>USD</curCd>
        <valUSD>6187017.40000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PROG 2019-SFR 3.136% 10/17/24</name>
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        <title>PROGRESS RESIDENTIAL 2019-SFR4 TRUST SER 2019-SFR4 CL D REGD 144A P/P 3.13600000</title>
        <cusip>74331AAG7</cusip>
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          <isin value="US74331AAG76"/>
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        <balance>1915000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1820807.85000000</valUSD>
        <pctVal>0.006039395180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
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          <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>AVOLON HOLDING 2.528% 11/18/27</name>
        <lei>N/A</lei>
        <title>AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.52800000</title>
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      <invstOrSec>
        <name>CRELT 2006-1A E V/R 01/20/37</name>
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      <invstOrSec>
        <name>ACCR 2006-2 A4 V/R 09/25/36</name>
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      <invstOrSec>
        <name>UBS GROUP AG V/R 07/15/26</name>
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        <name>FGLMC P#G08849 5% 11/01/48</name>
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        <name>ALLIANT HOLD /  6.75% 10/15/27</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AOTA 2015-1211 C V/R 08/10/25</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SITE CENTERS CO 4.25% 02/01/26</name>
        <lei>W2AVA6SODOQ1LCYJQR54</lei>
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        <name>TPMT 2015-4 M2 V/R 01/25/27</name>
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          <couponKind>Variable</couponKind>
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        <name>CIM 2020-R7 A1A V/R 12/27/61</name>
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          <isin value="US12563GAB41"/>
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        <issuerCat>CORP</issuerCat>
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        <name>US TIPS 2.125% 02/15/41</name>
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        <issuerCat>UST</issuerCat>
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        <name>TMS ISSUER SARL 5.78% 08/23/32</name>
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          <isin value="XS2568343672"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>VODAFONE GROUP  4.25% 09/17/50</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <name>UMBS P#QE4233 3.5% 06/01/52</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <name>RMIT 2021-1 A 1.68% 09/15/25</name>
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        <title>REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1 SER 2021-1 CL A REGD 144A P/P 1.68000000</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-03-17</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MSBAM 2013-C11 B V/R 07/15/23</name>
        <lei>N/A</lei>
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        <cusip>61762TAH9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>DRSLF 2013-30A A V/R 11/15/28</name>
        <lei>N/A</lei>
        <title>DRYDEN 30 SENIOR LOAN FUND SER 2013-30A CL AR V/R REGD 144A P/P 6.14071000</title>
        <cusip>26249BAQ4</cusip>
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          <isin value="US26249BAQ41"/>
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        <curCd>USD</curCd>
        <valUSD>844353.41000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.14071000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HINTT 2020-A C 3.42% 10/09/39</name>
        <lei>N/A</lei>
        <title>HIN TIMESHARE TRUST 2020-A SER 2020-A CL C REGD 144A P/P 3.42000000</title>
        <cusip>40439HAC3</cusip>
        <identifiers>
          <isin value="US40439HAC34"/>
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        <balance>130474.32000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119321.47000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.42000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDS US195325BB02 01.000 SP 12/20/2027 GSILGB2XXXX LONG</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="SWPC0LEP1"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29680.82000000</valUSD>
        <pctVal>-0.00009844762</pctVal>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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                <issuerName>REPUBLIC OF C 10.375% 01/28/33</issuerName>
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      <invstOrSec>
        <name>LIFE STORAGE LP 2.2% 10/15/30</name>
        <lei>N/A</lei>
        <title>LIFE STORAGE LP REGD 2.20000000</title>
        <cusip>53227JAC8</cusip>
        <identifiers>
          <isin value="US53227JAC80"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREAS BDS 3% 08/15/48</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 3.00000000</title>
        <cusip>912810SD1</cusip>
        <identifiers>
          <isin value="US912810SD19"/>
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        <balance>10405000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8778405.91000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>GNMA TBA 30 UR 2.5% JUL 23</name>
        <lei>N/A</lei>
        <title>GNMA TBA 30 UR 2.5% JUL 23     TO BE ANNOUNCED 2.50000000</title>
        <cusip>21H022671</cusip>
        <identifiers>
          <isin value="US21H0226710"/>
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        <curCd>USD</curCd>
        <valUSD>103026702.73000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LRK 2020-A A2FX 1.4% 10/25/28</name>
        <lei>N/A</lei>
        <title>LAUREL ROAD PRIME STUDENT LOAN TRUST 2020-A SER 2020-A CL A2FX REGD 144A P/P 1.40000000</title>
        <cusip>51889CAB8</cusip>
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          <isin value="US51889CAB81"/>
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        <balance>3967062.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3544103.09000000</valUSD>
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        <assetCat>ABS-CBDO</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>SPIRE INC 3.543% 02/27/24</name>
        <lei>549300NXSY15DRY2R511</lei>
        <title>SPIRE INC REGD 3.54300000</title>
        <cusip>84857LAA9</cusip>
        <identifiers>
          <isin value="US84857LAA98"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4910496.25000000</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>2024-02-27</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#CA4571 4% 11/01/49</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#CA4571 4.00000000</title>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>REVVITY INC 2.25% 09/15/31</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>REVVITY INC REGD 2.25000000</title>
        <cusip>714046AN9</cusip>
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          <isin value="US714046AN96"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>MORGAN STANLEY V/R 07/21/32</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <cusip>61747YED3</cusip>
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          <isin value="US61747YED31"/>
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        <curCd>USD</curCd>
        <valUSD>23582901.77000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-07-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.23900000</annualizedRt>
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        <name>JEFFERIES FIN G 4.85% 01/15/27</name>
        <lei>549300HOF34RGOJ5YL07</lei>
        <title>JEFFERIES FIN GROUP INC REGD 4.85000000</title>
        <cusip>47233JAG3</cusip>
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          <isin value="US47233JAG31"/>
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        <valUSD>1469366.07000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>PENSKE TRUCK L 5.875% 11/15/27</name>
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          <isin value="US709599BR43"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AMGEN INC 5.25% 03/02/33</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGEN INC REGD 5.25000000</title>
        <cusip>031162DR8</cusip>
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          <isin value="US031162DR88"/>
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        <balance>4530000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4535778.06000000</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>2033-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHR 5052 KI 4% 12/25/50</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 5052 CL KI 4.00000000</title>
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          <isin value="US3137F7HN83"/>
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        <balance>544191.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>104040.84000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>ALABAMA POWER CO 4.3% 07/15/48</name>
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        <name>HUNGARY 2.125% 09/22/31</name>
        <lei>N/A</lei>
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        <invCountry>HU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>EQUINIX INC 2.15% 07/15/30</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
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        <cusip>29444UBH8</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>SOUTHERN CO GAS  4.4% 05/30/47</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA II P#MA5264 4% 06/20/48</name>
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        <name>WELLTOWER OP LLC 4.5% 01/15/24</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 5161 LI 3% 11/25/51</name>
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        <name>UMBS P#SD8238 4.5% 08/01/52</name>
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        <fairValLevel>2</fairValLevel>
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        <name>VERUS 2021-7 A1 V/R 10/25/66</name>
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        <name>T/L FRONTIER COMM 0% 05/01/2028</name>
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        <cusip>35906EAQ3</cusip>
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        <name>GLOBAL PAYMENTS 4.45% 06/01/28</name>
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        <name>MITCHELLS 6.013% 12/15/28/GBP/</name>
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        <name>AHM 2007-1 GA1C V/R 05/25/47</name>
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        <name>REPUBLIC OF NI 7.875% 02/16/32</name>
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          <isin value="XS1566179039"/>
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        <name>COMMONWEALTH ED 4.35% 11/15/45</name>
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          <isin value="US202795JG61"/>
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        <name>CARMX 2021-1 D 1.28% 02/18/25</name>
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        <name>MAPSL 2018-1A 4.212% 05/15/25</name>
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        <title>MAPS 2018-1 LTD SER 2018-1A CL A REGD 144A P/P 4.21200000</title>
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          <isin value="US56564RAA86"/>
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        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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        <name>COMM 2015-LC19 B V/R 01/10/25</name>
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        <name>BX 2020-VIV3 B V/R 03/09/30</name>
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        <name>UMBS P#FM8196 3.5% 12/01/48</name>
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      <invstOrSec>
        <name>PMF 2018-2B V/R 03/12/55 /GBP/</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EART 2020-3A D 1.73% 04/15/24</name>
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        <name>NAVSL 2019-FA A 2.6% 04/15/28</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#FM8086 3.5% 07/01/51</name>
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          <isin value="US3140XB6Y19"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>COMCAST CORP 3.25% 11/01/39</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BAFC 2015-R7 1A1 V/R 01/26/20</name>
        <lei>N/A</lei>
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        <cusip>05991AAA5</cusip>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>US TIPS 0.5% 04/15/24</name>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GENERAL MOTORS  5.65% 01/17/29</name>
        <lei>N/A</lei>
        <title>GENERAL MOTORS FINL CO REGD 5.65000000</title>
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          <isin value="US37045XCS36"/>
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        <balance>613000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>602901.56000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>OAKC 2019-3A AR V/R 07/02/35</name>
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        <invCountry>KY</invCountry>
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        <name>CIGNA GROUP/THE 3.4% 03/01/27</name>
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        <name>SEMT 2017-CH2 A1 V/R 12/25/47</name>
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        <name>BERRY GLOBAL IN 1.57% 01/15/26</name>
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        <name>EMBECTA CORP 5% 02/15/30</name>
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        <name>CSMC 2006-4 1A3 6% 05/25/36</name>
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        <name>WAMU 2005-AR2 1A V/R 01/25/45</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAT CAPITAL CO 3.557% 08/15/27</name>
        <lei>N/A</lei>
        <title>BAT CAPITAL CORP REGD 3.55700000</title>
        <cusip>05526DBB0</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MSM 2007-8XS A5 V/R 04/25/37</name>
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        <cusip>61754PAF1</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>MODIVCARE INC 5.875% 11/15/25</name>
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        <cusip>743815AE2</cusip>
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          <isin value="US743815AE20"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FIDELITY NATL F 2.45% 03/15/31</name>
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        <cusip>31620RAK1</cusip>
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          <isin value="US31620RAK14"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R03.77PCD03 05/30/33 XGS FIXED</title>
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          <other otherDesc="CLIENT ID" value="BRYJ7NK44GS"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SK HYNIX INC 6.375% 01/17/28</name>
        <lei>988400XAIK6XISWQV045</lei>
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        <cusip>78392BAE7</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS PLC V/R 11/02/33</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC REGD V/R 7.43700000</title>
        <cusip>06738ECE3</cusip>
        <identifiers>
          <isin value="US06738ECE32"/>
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        <balance>4467000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4832802.23000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.43700000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ALTRIA GROUP IN 4.25% 08/09/42</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC REGD 4.25000000</title>
        <cusip>02209SAM5</cusip>
        <identifiers>
          <isin value="US02209SAM52"/>
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        <balance>1701000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1326810.91000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>US TREAS NTS 0.875% 09/30/26</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 0.87500000</title>
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        <identifiers>
          <isin value="US91282CCZ23"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ENTERGY LOUISIAN 4.2% 04/01/50</name>
        <lei>N/A</lei>
        <title>ENTERGY LOUISIANA LLC REGD 4.20000000</title>
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        <identifiers>
          <isin value="US29364WBC10"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>746774.69000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>INTELSAT JAC RTS 12/31/2049</name>
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        <title>INTELSAT JACKSON HOLDINGS S A RIGHTS EXPIRE 12/31/2049 0.00000000</title>
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          <isin value="LU2445091858"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>UMBS P#ZS7403 3% 05/01/31</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC POOL UMBS P#ZS7403 3.00000000</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <name>RAD 2019-5A AR V/R 07/24/32</name>
        <lei>N/A</lei>
        <title>RAD CLO 5 LTD SER 2019-5A CL AR V/R REGD 144A P/P 6.39271000</title>
        <cusip>74923EAA6</cusip>
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          <isin value="US74923EAA64"/>
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        <balance>700000.00000000</balance>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>T/L AEA INTERNATIO 0% 09/07/28</name>
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        <title>T/L AEA INTERNATIONAL HOLDINGS LUXEMBOURG S.A.R.L REGD 0.00000000</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>EMBRAER NETHERL 5.05% 06/15/25</name>
        <lei>N/A</lei>
        <title>EMBRAER NETHERLANDS FINA REGD 5.05000000</title>
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          <isin value="US29082HAA05"/>
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        <curCd>USD</curCd>
        <valUSD>1605550.00000000</valUSD>
        <pctVal>0.005325411428</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ONCOR ELECTRIC D 3.1% 09/15/49</name>
        <lei>N/A</lei>
        <title>ONCOR ELECTRIC DELIVERY REGD SER * 3.10000000</title>
        <cusip>68233JBR4</cusip>
        <identifiers>
          <isin value="US68233JBR41"/>
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        <balance>2631000.00000000</balance>
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        <name>ORACLE CORP 4% 11/15/47</name>
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        <name>CRVNA 2021-N4 D 2.3% 11/10/26</name>
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        <name>L3HARRIS TECH IN 1.8% 01/15/31</name>
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        <name>CWL 2004-14 M4 V/R 06/25/35</name>
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        <name>UMBS P#BM5109 3% 12/01/32</name>
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        <name>FHLT 2003-1 M1 V/R 02/25/33</name>
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        <name>SESAC 2022-1 A2 5.5% 07/25/26</name>
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        <name>AKER BP ASA 3.1% 07/15/31</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <cusip>36191YAL2</cusip>
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        <name>ELM15 2022-2A A1 V/R 04/22/35</name>
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        <name>CEMEX SAB DE CV V/R /PERP/</name>
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        <name>VERUS 2022-4 A1 V/R 04/25/67</name>
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        <name>CSMC 2013-5R 1A6 V/R 02/27/36</name>
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        <cusip>12647CAL1</cusip>
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        <name>N/A</name>
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      <invstOrSec>
        <name>BSPRT 2021-FL7 A V/R 12/15/38</name>
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        <name>AMERICAN TOWER  3.95% 03/15/29</name>
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        <name>GNMA II P#MA3662 3% 05/20/46</name>
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        <name>CASH COLLATERAL ISDA JPM USD</name>
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        <name>SMB 2015-B A3 V/R 07/15/24</name>
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        <name>BAFC 2015-R9 2A1 V/R 02/26/37</name>
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        <title>BANC OF AMERICA FUNDING 2015-R9 TRUST SER 2015-R9 CL 2A1 V/R REGD 144A P/P 5.35543000</title>
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        <fairValLevel>2</fairValLevel>
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        <name>BMO 2023-C5 XA V/R 05/15/33</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UMBS P#BR1615 2% 02/01/51</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CGMS 2021-1A A1 V/R 04/15/34</name>
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          <isin value="US14316MAA99"/>
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        <name>FNS 427 C85 3.5% 08/25/49</name>
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          <isin value="US31423XQP95"/>
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        <curCd>USD</curCd>
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        <name>VICI PROPERTIES 4.95% 02/15/30</name>
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          <isin value="US925650AC72"/>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>IRS R03.44PCD03 05/09/33 XGS FIXED</title>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>BBSG 2016-MRP 3.275% 06/05/26</name>
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        <cusip>055287AA4</cusip>
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          <isin value="US055287AA48"/>
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        <name>GSTNE 2019-FL2 A V/R 08/15/23</name>
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        <cusip>39809LAA2</cusip>
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          <isin value="US39809LAA26"/>
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        <name>CASL 2018-A A2 4.13% 01/25/30</name>
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        <name>UMBS P#CA9090 2.5% 02/01/51</name>
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        <name>NAVTR 2021-1 A V/R 11/15/28</name>
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        <name>GLOBAL PAYMENTS  1.2% 03/01/26</name>
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        <name>UMBS P#BM3799 3% 08/01/47</name>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DEUTSCHE BANK NY V/R 11/26/25</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CENTERPOINT ENE 4.95% 04/01/33</name>
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          <isin value="US15189XBB38"/>
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        <fairValLevel>2</fairValLevel>
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        <name>FS RIALTO ISSUE V/R 10/19/2039</name>
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        <fairValLevel>2</fairValLevel>
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        <name>US T BILL ZCP 11/24/23</name>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>EVERGY METRO 4.95% 04/15/33</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP INC V/R 11/05/30</name>
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          <isin value="US17308CC539"/>
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        <fairValLevel>2</fairValLevel>
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        <name>DEUTSCHE BAN V/R 11/19/30/EUR/</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MARSH &amp; MCLENNA 5.45% 03/15/53</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UMBS P#FS0646 2% 02/01/52</name>
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        <debtSec>
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        <name>REPUBLIC OF ARGE S/UP 07/09/35</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>AR</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>SYMP 2020-24A A V/R 01/23/32</name>
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        <name>FSMT 2017-2 B1 V/R 10/25/47</name>
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        <name>GNMA II P#MA4127 3.5% 12/20/46</name>
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        <name>UMBS P#AS0406 3% 09/01/43</name>
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        <name>FHLT 2005-E 2A4 V/R 01/25/36</name>
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      <invstOrSec>
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        <name>UNITEDHEALTH G 4.375% 03/15/42</name>
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        <name>STEWART INFORMAT 3.6% 11/15/31</name>
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        <name>N/A</name>
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        <name>T/L OPEN TEXT CORP 0% 05/30/25</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX 2022-GPA A V/R 08/09/24</name>
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          <isin value="US05608UAA60"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALCOA NEDERLAND  5.5% 12/15/27</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#MA4599 3% 05/01/52</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#MA4599 3.00000000</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VOLT 2021-NPL3 A V/R 01/25/24</name>
        <lei>N/A</lei>
        <title>VOLT XCIV LLC SER 2021-NPL3 CL A1 V/R REGD 144A P/P 2.23950000</title>
        <cusip>92873AAA6</cusip>
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          <isin value="US92873AAA60"/>
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        <curCd>USD</curCd>
        <valUSD>5656169.60000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-27</maturityDt>
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      <invstOrSec>
        <name>TPMT 2019-4 M1 V/R 11/25/33</name>
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        <cusip>89178BAC8</cusip>
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          <isin value="US89178BAC81"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-10-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>UMBS P#BM4185 4.5% 09/01/46</name>
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        <cusip>3140J8UK7</cusip>
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          <isin value="US3140J8UK76"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>UMBS P#SD2306 5% 02/01/53</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC POOL UMBS P#SD2306 5.00000000</title>
        <cusip>3132DPR34</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC V/R 08/18/31</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC REGD V/R 2.35700000</title>
        <cusip>404280CK3</cusip>
        <identifiers>
          <isin value="US404280CK33"/>
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        <balance>2300000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1835898.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.35700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CMLTI 2020-EXP2  V/R 08/25/50</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST INC SER 2020-EXP2 CL A4 V/R REGD 144A P/P 2.50000000</title>
        <cusip>17328PAX1</cusip>
        <identifiers>
          <isin value="US17328PAX15"/>
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        <curCd>USD</curCd>
        <valUSD>913178.16000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CROWN CASTLE INC 3.3% 07/01/30</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INC REGD 3.30000000</title>
        <cusip>22822VAR2</cusip>
        <identifiers>
          <isin value="US22822VAR24"/>
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        <balance>8362000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7385953.99000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
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      <invstOrSec>
        <name>BX 2022-LBA6 A V/R 01/15/27</name>
        <lei>N/A</lei>
        <title>BX TRUST 2022-LBA6 SER 2022-LBA6 CL A V/R REGD 144A P/P 6.14699000</title>
        <cusip>12433EAA9</cusip>
        <identifiers>
          <isin value="US12433EAA91"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.14699000</annualizedRt>
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        <name>CSX CORP 4.75% 11/15/48</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
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        <cusip>126408HN6</cusip>
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          <isin value="US126408HN64"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>COMCAST CORP 4% 03/01/48</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
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          <isin value="US20030NCK54"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>CASH COLLATERAL CME FOB USD</name>
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        <name>SMB 2018-B A2A 3.6% 08/15/27</name>
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      <invstOrSec>
        <name>UMBS P#CA2039 4% 07/01/48</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#CA2039 4.00000000</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OFFICE CHERIFIEN 4.5% 10/22/25</name>
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      <invstOrSec>
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        <name>UMBS P#BJ8592 4% 04/01/48</name>
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        <name>UMBS P#CB2966 2% 03/01/37</name>
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      <invstOrSec>
        <name>GSMS 2022-AGSS A V/R 11/15/27</name>
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        <name>MODIVCARE ESCROW I 5% 10/01/29</name>
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          <couponKind>Fixed</couponKind>
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        <name>UMBS P#BM3385 4% 06/01/45</name>
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        <name>RAYTHEON TECH  5.375% 02/27/53</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SIXST 2020-16A A V/R 10/20/32</name>
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        <cusip>83012DAA1</cusip>
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        <name>EATON 2014-1RA A V/R 07/15/30</name>
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        <name>SDART 2023-2 B 5.24% 04/15/26</name>
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        <name>OZLM 2014-6A A1S V/R 04/17/31</name>
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        <cusip>67108LAW3</cusip>
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        <name>ECMC 2017-2A A V/R 05/25/67</name>
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      <invstOrSec>
        <name>UMBS P#MA4698 3% 08/01/52</name>
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        <title>FANNIE MAE POOL UMBS P#MA4698 3.00000000</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MANA 2007-A3 A1 V/R 04/25/37</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PSTAT 2020-1A B V/R 02/20/28</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VICI PROPERTIE 5.625% 05/15/52</name>
        <lei>N/A</lei>
        <title>VICI PROPERTIES LP REGD 5.62500000</title>
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        <identifiers>
          <isin value="US925650AE39"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>NORTHERN STATES  2.6% 06/01/51</name>
        <lei>N/A</lei>
        <title>NORTHERN STATES PWR-MINN REGD 2.60000000</title>
        <cusip>665772CS6</cusip>
        <identifiers>
          <isin value="US665772CS69"/>
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        <curCd>USD</curCd>
        <valUSD>1131075.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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      <invstOrSec>
        <name>CITIGROUP INC V/R 04/23/29</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>172967LW9</cusip>
        <identifiers>
          <isin value="US172967LW98"/>
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        <balance>1315000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1237864.34000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-23</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>DILLARDS INC 7.75% 05/15/27</name>
        <lei>529900FGYKMWL6019P91</lei>
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        <identifiers>
          <isin value="US254063AW09"/>
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        <balance>85000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>87499.55000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>US TIPS 1.5% 02/15/53</name>
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          <isin value="US912810TP30"/>
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        <curCd>USD</curCd>
        <valUSD>659545.14000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CENTENE CORP 4.25% 12/15/27</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
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        <cusip>15135BAR2</cusip>
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          <isin value="US15135BAR24"/>
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        <balance>14078000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13162296.49000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FORDO 2020-C A 0.41% 07/15/25</name>
        <lei>N/A</lei>
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        <cusip>34533YAD2</cusip>
        <identifiers>
          <isin value="US34533YAD22"/>
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        <curCd>USD</curCd>
        <valUSD>3853960.60000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.41000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CSC HOLDINGS L 5.375% 02/01/28</name>
        <lei>N/A</lei>
        <title>CSC HOLDINGS LLC REGD 144A P/P 5.37500000</title>
        <cusip>126307AS6</cusip>
        <identifiers>
          <isin value="US126307AS68"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>425876.57000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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      <invstOrSec>
        <name>HCA INC 3.375% 03/15/29</name>
        <lei>N/A</lei>
        <title>HCA INC REGD 144A P/P 3.37500000</title>
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          <isin value="US404119CE79"/>
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        <curCd>USD</curCd>
        <valUSD>8309131.60000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JBS USA/FOOD/FI 5.75% 04/01/33</name>
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          <isin value="US46590XAH98"/>
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        <valUSD>7303434.42000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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      <invstOrSec>
        <name>TIA 2016-1A AR V/R 07/20/31</name>
        <lei>N/A</lei>
        <title>TIAA CLO I LTD SER 2016-1A CL AR V/R REGD 144A P/P 6.45043000</title>
        <cusip>87271LAJ1</cusip>
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          <isin value="US87271LAJ17"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>FGLMC P#G08726 3% 10/01/46</name>
        <lei>N/A</lei>
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          <isin value="US3128MJYY06"/>
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        <curCd>USD</curCd>
        <valUSD>2304182.10000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PUERTO RICO ELE 6.05% 07/01/32</name>
        <lei>5493003BRB67HF8ST418</lei>
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        <cusip>74526QZS4</cusip>
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          <isin value="US74526QZS47"/>
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        <balance>100000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37500.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>PR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>BARGE 2018-1A A S/UP 05/15/23</name>
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        <title>HARLEY MARINE FINANCING LLC SER 2018-1A CL A2 S/UP REGD 144A P/P 6.68200000</title>
        <cusip>41284LAA2</cusip>
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          <isin value="US41284LAA26"/>
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        <curCd>USD</curCd>
        <valUSD>664518.60000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>BOEING CO 4.875% 05/01/25</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO REGD 4.87500000</title>
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          <isin value="US097023CT04"/>
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        <balance>3005000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2962296.46000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <lei>N/A</lei>
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          <isin value="US912828H458"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-15</maturityDt>
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      <invstOrSec>
        <name>UMBS P#FM5771 4% 04/01/50</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#FM5771 4.00000000</title>
        <cusip>3140X9MV4</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#SD7554 2.5% 04/01/52</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC POOL UMBS P#SD7554 2.50000000</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA II P#MA4383 4% 04/20/47</name>
        <lei>N/A</lei>
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        <cusip>36179S2Q9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#CB2863 2.5% 02/01/52</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#CB2863 2.50000000</title>
        <cusip>3140QNFD9</cusip>
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          <isin value="US3140QNFD99"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FGLMC P#G07957 4% 01/01/45</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC GOLD POOL P#G07957 4.00000000</title>
        <cusip>3128MAE62</cusip>
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          <isin value="US3128MAE628"/>
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        <curCd>USD</curCd>
        <valUSD>774635.02000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MOTOROLA SOLUTIO 5.5% 09/01/44</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
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        <cusip>620076BE8</cusip>
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          <isin value="US620076BE80"/>
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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>2044-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FIDELITY NATL FI 4.5% 08/15/28</name>
        <lei>549300CAZYIH39SYQ287</lei>
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        <cusip>31620RAH8</cusip>
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        <curCd>USD</curCd>
        <valUSD>14684660.52000000</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>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS BDS 2.75% 11/15/47</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 2.75000000</title>
        <cusip>912810RZ3</cusip>
        <identifiers>
          <isin value="US912810RZ30"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25621719.21000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>ENERGY TRANSFER  5.3% 04/15/47</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <cusip>29273RBL2</cusip>
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          <isin value="US29273RBL24"/>
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        <curCd>USD</curCd>
        <valUSD>2382300.08000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BDS 2022-FL12 A V/R 08/19/38</name>
        <lei>N/A</lei>
        <title>BDS 2022-FL12 LLC SER 2022-FL12 CL A V/R REGD 144A P/P 7.22709000</title>
        <cusip>07336CAA1</cusip>
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          <isin value="US07336CAA18"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GENM CAPITAL L 3.882% 04/19/31</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>IQVIA INC 5.7% 05/15/28</name>
        <lei>N/A</lei>
        <title>IQVIA INC REGD 144A P/P 5.70000000</title>
        <cusip>46266TAB4</cusip>
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          <isin value="US46266TAB44"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#CB2554 2.5% 01/01/52</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#CB2554 2.50000000</title>
        <cusip>3140QMZU1</cusip>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>UMBS P#QE5066 3.5% 06/01/52</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC POOL UMBS P#QE5066 3.50000000</title>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TCN 2021-SFR1 2.894% 07/17/26</name>
        <lei>N/A</lei>
        <title>TRICON RESIDENTIAL 2021-SFR1 TRUST SER 2021-SFR1 CL E2 REGD 144A P/P 2.89400000</title>
        <cusip>89614YAF3</cusip>
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          <isin value="US89614YAF34"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2038-07-17</maturityDt>
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      <invstOrSec>
        <name>AVIATION CAPIT 6.375% 07/15/30</name>
        <lei>N/A</lei>
        <title>AVIATION CAPITAL GROUP REGD 144A P/P 6.37500000</title>
        <cusip>05366DAA6</cusip>
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          <isin value="US05366DAA63"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <fairValLevel>2</fairValLevel>
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        <name>REPUBLIC OF VEN 7.65% 04/21/25/OFAC FAIL/</name>
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      <invstOrSec>
        <name>UMBS P#MA4176 2% 11/01/40</name>
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        <name>CHARTER COMM OPT 2.3% 02/01/32</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SDART 2020-1 C 4.11% 01/15/24</name>
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        <name>ALABAMA POWER C 3.75% 03/01/45</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UMBS P#BW3384 3% 07/01/52</name>
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      <invstOrSec>
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        <name>JMP 2017-1A AR V/R 07/17/29</name>
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        <name>T/L CONNECTW 0% 09/29/2028</name>
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        <name>N/A</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>META PLATFORMS  4.95% 05/15/33</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CON EDISON CO O 3.85% 06/15/46</name>
        <lei>N/A</lei>
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          <isin value="US209111FH17"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DEUTSCHE BANK NY V/R 09/18/24</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK NY REGD V/R 2.22200000</title>
        <cusip>251526CC1</cusip>
        <identifiers>
          <isin value="US251526CC16"/>
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        <balance>4895000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ICAHN ENTERPRIS 6.25% 05/15/26</name>
        <lei>N/A</lei>
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          <isin value="US451102BT32"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GRUPO BIMBO SA 3.875% 06/27/24</name>
        <lei>5493000RIXURZEBFEV60</lei>
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          <isin value="USP4949BAJ37"/>
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        <invCountry>MX</invCountry>
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      <invstOrSec>
        <name>HCA INC 5.375% 02/01/25</name>
        <lei>N/A</lei>
        <title>HCA INC REGD 5.37500000</title>
        <cusip>404119BR9</cusip>
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          <isin value="US404119BR91"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#AI1888 4.5% 05/01/41</name>
        <lei>N/A</lei>
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        <cusip>3138AFC24</cusip>
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          <isin value="US3138AFC245"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>REPUBLIC OF  ZCP 11/23/23/ARS/</name>
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        <title>REPUBLIC OF ARGENTINA /ARS/ REGD ZCP 0.00000000</title>
        <cusip>N/A</cusip>
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          <isin value="ARARGE520DT9"/>
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        <assetCat>STIV</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>AR</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>BXP 2017-GM A 3.379% 06/13/27</name>
        <lei>N/A</lei>
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        <cusip>056083AA6</cusip>
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          <isin value="US056083AA67"/>
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        <curCd>USD</curCd>
        <valUSD>3404201.50000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#MA4026 4% 05/01/50</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#MA4026 4.00000000</title>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COMMONWEALTH ED 3.85% 03/15/52</name>
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      <invstOrSec>
        <name>CIM 2023-R1 A1A V/R 04/25/62</name>
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        <name>FGLMC P#G08710 3% 06/01/46</name>
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          <isin value="US3128MJYG99"/>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
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        <name>CREDIT AGRICOL 4.375% 03/17/25</name>
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          <isin value="US225313AF24"/>
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        <name>FGLMC P#G08750 3% 03/01/47</name>
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          <isin value="US3128MJZQ62"/>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES INC.</counterpartyName>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>LLOYDS BANKING  4.45% 05/08/25</name>
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      </invstOrSec>
      <invstOrSec>
        <name>EQUITABLE FINANC 1.7% 11/12/26</name>
        <lei>N/A</lei>
        <title>EQUITABLE FINANCIAL LIFE REGD 144A P/P 1.70000000</title>
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      <invstOrSec>
        <name>AT&amp;T INC 5.4% 02/15/34</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANK OF AMERICA C V/R 07/23/30</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHENIERE ENERGY 3.25% 01/31/32</name>
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      <invstOrSec>
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          <couponKind>Fixed</couponKind>
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        <name>UMBS P#QA7719 4% 03/01/50</name>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30YR TBA 5% JUL 23</name>
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        <name>PROG 2023-SFR1 4.65% 03/09/28</name>
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        <name>T/L DTI HOLDCO 0% 04/21/2029</name>
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      <invstOrSec>
        <name>UMBS P#RB5145 2% 02/01/42</name>
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        <name>EXPEDIA GROUP I 2.95% 03/15/31</name>
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      <invstOrSec>
        <name>GNR 2019-44 CA 3.5% 12/20/48</name>
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        <name>FMBT 2019-FBLU 3.75% 12/10/24</name>
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        <name>WESTERN MIDSTRE 5.45% 04/01/44</name>
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          <isin value="US958254AD64"/>
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      <invstOrSec>
        <name>UMBS P#QF8036 5.5% 02/01/53</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SPRINT CAPITAL  8.75% 03/15/32</name>
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          <isin value="US852060AT99"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>N/A</name>
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          <other otherDesc="CLIENT ID" value="SWPC0KVK5"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="INTERNAL" value="1296071404"/>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDS US195325BB02 01.000 BP 06/20/2028 BARBK LONG</title>
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          <other otherDesc="CLIENT ID" value="BRYF4XQV7"/>
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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>US T BILL ZCP 10/19/23</name>
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          <isin value="US912797FB88"/>
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        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#SB0510 1.5% 04/01/36</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC POOL UMBS P#SB0510 1.50000000</title>
        <cusip>3132CWR71</cusip>
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          <isin value="US3132CWR718"/>
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        <name>NEW YORK CITY  5.508% 08/01/37</name>
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        <name>CIM 2021-R1 A2 V/R 08/25/56</name>
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      <invstOrSec>
        <name>GNMA II P#MA4451 3.5% 05/20/47</name>
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        <name>GSMS 2013-GC16 B V/R 11/10/46</name>
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        <title>GS MORTGAGE SECURITIES TRUST 2013-GC16 SER 2013-GC16 CL B V/R REGD 5.16100000</title>
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          <isin value="US36248GAJ94"/>
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        <fairValLevel>2</fairValLevel>
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        <name>HERTZ 2022-1A  4.85% 06/25/25</name>
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          <isin value="US42806MAM10"/>
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        <name>FARMERS EXCHANGE  V/R 11/01/53</name>
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        <name>AMERICAN TOWER C 2.3% 09/15/31</name>
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        <name>UMBS P#BW1391 3.5% 12/01/52</name>
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        <name>JETBLUE AIRWAYS CO 4% 11/15/32</name>
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        <name>PENSKE TRUCK LEA 5.7% 02/01/28</name>
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        <name>BX 2021-LBA AV V/R 02/15/23</name>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VERIZON COMMUN 2.987% 10/30/56</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PLMRS 2013-2A A2 V/R 10/17/31</name>
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        <cusip>69688AAQ4</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>AMMST 2021-MF 2.574% 08/15/31</name>
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        <cusip>03882KAJ1</cusip>
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          <isin value="US03882KAJ16"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>TRANSDIGM INC 6.75% 08/15/28</name>
        <lei>N/A</lei>
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        <cusip>893647BR7</cusip>
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          <isin value="US893647BR70"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#CB2079 2% 11/01/51</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#CB2079 2.00000000</title>
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          <isin value="US3140QMJZ82"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GSMBS 2021-GR2 A V/R 02/25/52</name>
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        <cusip>36262JAD7</cusip>
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          <isin value="US36262JAD72"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2698483.15000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UMBS P#CA6314 3% 07/01/50</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#CA6314 3.00000000</title>
        <cusip>3140QEAQ5</cusip>
        <identifiers>
          <isin value="US3140QEAQ58"/>
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        <balance>1975277.32000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1752367.10000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>REPUBLIC OF PE 2.844% 06/20/30</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF PERU REGD 2.84400000</title>
        <cusip>715638DA7</cusip>
        <identifiers>
          <isin value="US715638DA73"/>
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        <balance>1370000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1198914.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.84400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>DUKE ENERGY CAR 3.95% 03/15/48</name>
        <lei>N/A</lei>
        <title>DUKE ENERGY CAROLINAS REGD 3.95000000</title>
        <cusip>26442CAU8</cusip>
        <identifiers>
          <isin value="US26442CAU80"/>
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        <balance>1542000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1256451.99000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REVVITY INC 2.55% 03/15/31</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>REVVITY INC REGD 2.55000000</title>
        <cusip>714046AH2</cusip>
        <identifiers>
          <isin value="US714046AH29"/>
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        <balance>11115000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9159519.93000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>PUMA INTERNATI 5.125% 10/06/24</name>
        <lei>N/A</lei>
        <title>PUMA INTERNATIONAL FINAN REGD 144A P/P 5.12500000</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1696810743"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>521707.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
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        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>ALEXANDRIA REAL ESTATE E REGD 3.95000000</title>
        <cusip>015271AJ8</cusip>
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          <isin value="US015271AJ82"/>
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        <curCd>USD</curCd>
        <valUSD>239764.06000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>PETROLEOS DE VEN 5.5% 04/12/37 /OFAC BLOCK/</name>
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        <cusip>P7807HAB1</cusip>
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          <isin value="XS0294367205"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>DISH NETWORK CORP ZCP 12/15/25</name>
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          <isin value="US25470MAF68"/>
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        <curCd>USD</curCd>
        <valUSD>1427760.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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            <dbtSecRefInstrument>
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              <title>DISH NETWORK CORP</title>
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      <invstOrSec>
        <name>AMER AIRLN 15-2  4.4% 09/22/23</name>
        <lei>N/A</lei>
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        <cusip>02377BAC0</cusip>
        <identifiers>
          <isin value="US02377BAC00"/>
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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>2023-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>NORFOLK SOUTHER 4.55% 06/01/53</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>NORFOLK SOUTHERN CORP REGD 4.55000000</title>
        <cusip>655844CP1</cusip>
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          <isin value="US655844CP18"/>
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        <balance>1125000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1015926.86000000</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>2053-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>SABINE PASS LIQU 4.5% 05/15/30</name>
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      <invstOrSec>
        <name>UMBS P#BM4299 3% 03/01/30</name>
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        <name>T/L IQVIA INC ZCP 06/11/25</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMAC 2006-FRE2  V/R 02/25/36</name>
        <lei>N/A</lei>
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        <cusip>46626LHC7</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>MSBAM 2012-CK 3.277% 10/15/22</name>
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          <isin value="US553514AC45"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MORGAN STANLEY 4.754% 04/21/26</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30YR TBA 4.5% AUG 23</name>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CNO FINANCIAL G 5.25% 05/30/25</name>
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        <cusip>12621EAK9</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>DISH DBS CORP 5.75% 12/01/28</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>INVITATION HOMES 2.3% 11/15/28</name>
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        <name>CON EDISON CO OF 3.2% 12/01/51</name>
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        <name>GNMA II P#MA4322 4% 03/20/47</name>
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        <name>ROCKEFELLER FO 2.492% 10/01/50</name>
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        <name>T/L TRANS UNION 0% 12/01/2028</name>
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        <name>DTAOT 2021-1A  1.16% 09/15/24</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>US TREAS BDS 4% 11/15/52</name>
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        <title>UNITED STATES TREASURY BOND 4.00000000</title>
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        <issuerCat>UST</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <name>BARCLAYS PLC V/R 05/07/26</name>
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          <isin value="US06738EBL83"/>
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        <fairValLevel>2</fairValLevel>
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        <name>COMM 2015-DC1 AM V/R 01/10/25</name>
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        <cusip>12629NAH8</cusip>
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          <isin value="US12629NAH89"/>
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        <name>N/A</name>
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      <invstOrSec>
        <name>ORACLE CORP 4.1% 03/25/61</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>NEW YORK CITY  5.267% 05/01/27</name>
        <lei>N/A</lei>
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        <issuerCat>MUN</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>WARNERMEDIA HOL 5.05% 03/15/42</name>
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        <name>AMER AIRLINE 19 3.85% 02/15/28</name>
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        <name>UMBS P#QE3971 3% 06/01/52</name>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2021-RPL6 2.75% 10/25/60</name>
        <lei>N/A</lei>
        <title>CSMC 2021-RPL6 TRUST SER 2021-RPL6 CL M1 REGD 144A P/P 2.75000000</title>
        <cusip>12657GAD7</cusip>
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          <isin value="US12657GAD79"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>SHNTN 2015-1A  4.75% 11/15/27</name>
        <lei>N/A</lei>
        <title>SHENTON AIRCRAFT INVESTMENT I LTD SER 2015-1A CL A REGD 144A P/P 4.75000000</title>
        <cusip>82321UAA1</cusip>
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          <isin value="US82321UAA16"/>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BARC 2022-RPL1  S/UP 02/25/26</name>
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        <cusip>06745CAA8</cusip>
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          <isin value="US06745CAA80"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ELFI 2021-A B V/R 12/26/46</name>
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        <title>ELFI GRADUATE LOAN PROGRAM 2021-A LLC SER 2021-A CL B V/R REGD 144A P/P 2.09000000</title>
        <cusip>28628BAB4</cusip>
        <identifiers>
          <isin value="US28628BAB45"/>
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        <curCd>USD</curCd>
        <valUSD>393098.45000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.09000000</annualizedRt>
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        <name>AIRCASTLE LTD 4.125% 05/01/24</name>
        <lei>549300PNK8AKY3OIKP58</lei>
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        <cusip>00928QAQ4</cusip>
        <identifiers>
          <isin value="US00928QAQ47"/>
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        <balance>5440000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5293419.64000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>AESOP 2021-2A  2.35% 02/20/27</name>
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        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-2A CL C REGD 144A P/P 2.35000000</title>
        <cusip>05377RET7</cusip>
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          <isin value="US05377RET77"/>
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        <balance>3030000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2585511.42000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.35000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GNMA II P#MA5528 4% 10/20/48</name>
        <lei>N/A</lei>
        <title>GINNIE MAE II POOL P#MA5528 4.00000000</title>
        <cusip>36179UD90</cusip>
        <identifiers>
          <isin value="US36179UD903"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>363927.98000000</valUSD>
        <pctVal>0.001207104246</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>RAAC 2006-RP4 M1 V/R 01/25/46</name>
        <lei>N/A</lei>
        <title>RAAC SERIES 2006-RP4 TRUST SER 2006-RP4 CL M1 V/R REGD 144A P/P 5.70043000</title>
        <cusip>74919TAB7</cusip>
        <identifiers>
          <isin value="US74919TAB70"/>
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        <balance>8101217.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7978368.01000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CENOVUS ENERGY  6.75% 11/15/39</name>
        <lei>549300F4XPHJ7NOSP309</lei>
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        <cusip>15135UAF6</cusip>
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          <isin value="US15135UAF66"/>
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        <valUSD>4007692.38000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HAROT 2020-3 A 0.37% 11/20/23</name>
        <lei>N/A</lei>
        <title>HONDA AUTO RECEIVABLES 2020-3 OWNER TRUST SER 2020-3 CL A3 REGD 0.37000000</title>
        <cusip>43813KAC6</cusip>
        <identifiers>
          <isin value="US43813KAC62"/>
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        <balance>1731233.94000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMB 8% 04/20/33</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF COLOMBIA REGD 8.00000000</title>
        <cusip>195325EF8</cusip>
        <identifiers>
          <isin value="US195325EF88"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CHARTER COMM O 6.484% 10/23/45</name>
        <lei>N/A</lei>
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        <cusip>161175BA1</cusip>
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          <isin value="US161175BA14"/>
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        <valUSD>322460.48000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.48400000</annualizedRt>
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        <name>HPA 2021-1 E 2.577% 09/17/29</name>
        <lei>N/A</lei>
        <title>HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL E REGD 144A P/P 2.57700000</title>
        <cusip>437300AJ5</cusip>
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          <isin value="US437300AJ59"/>
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        <valUSD>623850.53000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CEMEX SAB DE C 3.875% 07/11/31</name>
        <lei>549300RIG2CXWN6IV731</lei>
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        <cusip>151290BZ5</cusip>
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          <isin value="US151290BZ57"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>KRW/USD FWD 20230731 000011091 USD</title>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UMBS P#MA4280 1.5% 03/01/51</name>
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        <title>FANNIE MAE POOL UMBS P#MA4280 1.50000000</title>
        <cusip>31418DXJ6</cusip>
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          <isin value="US31418DXJ61"/>
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        <valUSD>4345419.36000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
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      <invstOrSec>
        <name>GUARDIAN LIFE  1.625% 09/16/28</name>
        <lei>635400NHILJ5JEKILC36</lei>
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        <cusip>40139LBE2</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OWL ROCK CAPIT 2.875% 06/11/28</name>
        <lei>2549000BD79OOCPF2L94</lei>
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        <cusip>69121KAG9</cusip>
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          <isin value="US69121KAG94"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>CREDIT SUISSE  3.625% 09/09/24</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE NEW YORK REGD MTN 3.62500000</title>
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          <isin value="US22546QAP28"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NXP BV/NXP FDG/N 4.3% 06/18/29</name>
        <lei>N/A</lei>
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        <cusip>62954HAV0</cusip>
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          <isin value="US62954HAV06"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EXTRA SPACE STOR 3.9% 04/01/29</name>
        <lei>N/A</lei>
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          <isin value="US30225VAH06"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#MA4993 4% 04/01/53</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#MA4993 4.00000000</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>PACIFIC GAS &amp; EL 6.7% 04/01/53</name>
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          <isin value="US694308KK29"/>
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        <curCd>USD</curCd>
        <valUSD>510502.32000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UKRAINE GOVERN 7.375% 09/25/34</name>
        <lei>N/A</lei>
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        <cusip>X5S005ZQ7</cusip>
        <identifiers>
          <isin value="XS1577952952"/>
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        <balance>1137000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>259900.01000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>UA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHARTER COMM OPT 4.4% 04/01/33</name>
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          <isin value="US161175CJ14"/>
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        <curCd>USD</curCd>
        <valUSD>3598797.63000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>NEW YORK LIFE G 2.35% 07/14/26</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
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        <cusip>64952WCH4</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BSMF 2007-AR4 2A V/R 04/25/37</name>
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        <cusip>07401YAQ8</cusip>
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          <isin value="US07401YAQ89"/>
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        <curCd>USD</curCd>
        <valUSD>7834205.83000000</valUSD>
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          <couponKind>Variable</couponKind>
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        <name>AVIATION CAPITAL 5.5% 12/15/24</name>
        <lei>N/A</lei>
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          <isin value="US05369AAH41"/>
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        <issuerCat>CORP</issuerCat>
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        <name>DIAMONDBACK EN 3.125% 03/24/31</name>
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        <cusip>25278XAR0</cusip>
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          <isin value="US25278XAR08"/>
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        <name>ENERGEAN ISRAEL  8.5% 09/30/33</name>
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          <isin value="IL0011971442"/>
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        <invCountry>IL</invCountry>
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      <invstOrSec>
        <name>UMBS P#AL8571 5.5% 03/01/40</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>T/L SS&amp;C TECHNOLOG 0% 04/16/25</name>
        <lei>N/A</lei>
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          <isin value="US78466DBE31"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-16</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>MSAC 2005-WMC2 V/R 02/25/35</name>
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        <name>VOLT 2021-NPL6 A V/R 03/25/24</name>
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        <name>GSTNE 2021-FL3 A V/R 07/15/39</name>
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      <invstOrSec>
        <name>GLP CAPITAL LP  3.25% 01/15/32</name>
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        <name>RALI 2006-QS9 1A3 6% 07/25/36</name>
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        <cusip>75115CAC1</cusip>
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        <name>ENERGY TRANSFER  4.4% 03/15/27</name>
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        <name>WARNERMEDIA HO 3.755% 03/15/27</name>
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        <name>N/A</name>
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        <name>SAIL 2004-8 M1 V/R 09/25/34</name>
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        <name>HGVT 2017-AA A 2.66% 12/26/28</name>
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        <name>AH4R 2015-SFR 5.639% 04/17/25</name>
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        <name>DTE ELECTRIC CO 5.4% 04/01/53</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>T/L ORGANON &amp; CO 0% 06/02/28</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SAST 2007-2 A1 V/R 05/25/37</name>
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        <cusip>80556YAA3</cusip>
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        <curCd>USD</curCd>
        <valUSD>14712295.39000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UMBS P#MA4158 2% 10/01/50</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#MA4158 2.00000000</title>
        <cusip>31418DTQ5</cusip>
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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>CSC HOLDINGS LLC 7.5% 04/01/28</name>
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        <title>CSC HOLDINGS LLC REGD P/P 7.50000000</title>
        <cusip>126307AY3</cusip>
        <identifiers>
          <isin value="US126307AY37"/>
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        <curCd>USD</curCd>
        <valUSD>569972.40000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNICREDIT SPA 7.83% 12/04/23</name>
        <lei>549300TRUWO2CD2G5692</lei>
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        <cusip>904678AG4</cusip>
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          <isin value="US904678AG48"/>
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        <curCd>USD</curCd>
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        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#CA6342 2.5% 07/01/50</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#CA6342 2.50000000</title>
        <cusip>3140QEBL5</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>ALLY FINANCIAL I 2.2% 11/02/28</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINANCIAL INC REGD 2.20000000</title>
        <cusip>02005NBP4</cusip>
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        <curCd>USD</curCd>
        <valUSD>3380013.89000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>OAKC 2016-13A BR V/R 10/25/34</name>
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        <title>OHA CREDIT PARTNERS XIII LTD SER 2016-13A CL BR V/R REGD 144A P/P 6.96143000</title>
        <cusip>67110NAP0</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>MIDO 2018-8A A1R V/R 02/20/31</name>
        <lei>N/A</lei>
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        <cusip>59801MAL2</cusip>
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          <isin value="US59801MAL28"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>CAYENNE AVI LLC PFD 144A/REST/</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="CLIENT ID" value="92918X9A5"/>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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        <name>ATENTO LUXCO 1 SA 8% 02/10/26</name>
        <lei>N/A</lei>
        <title>ATENTO LUXCO 1 SA REGD REG S 8.00000000</title>
        <cusip>L0427PAD8</cusip>
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          <isin value="USL0427PAD89"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ENERGY TRANSFER  5.5% 06/01/27</name>
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        <cusip>29278NAN3</cusip>
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          <isin value="US29278NAN30"/>
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        <name>SOUTHWESTERN ELE 4.1% 09/15/28</name>
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          <isin value="US845437BR25"/>
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        <name>ICAHN ENTERPRIS 5.25% 05/15/27</name>
        <lei>N/A</lei>
        <title>ICAHN ENTERPRISES/FIN REGD SER WI 5.25000000</title>
        <cusip>451102BZ9</cusip>
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          <isin value="US451102BZ91"/>
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        <fairValLevel>2</fairValLevel>
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        <name>GSMBS 2021-NQM1  V/R 07/25/61</name>
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        <title>GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021 SER 2021-NQM1 CL A1 V/R REGD 144A P/P 1.01700000</title>
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          <isin value="US36262EAA47"/>
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        <name>CARVANA CO 4.875% 09/01/29</name>
        <lei>5493003WEAK2PJ5WS063</lei>
        <title>CARVANA CO REGD 144A P/P 4.87500000</title>
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          <isin value="US146869AH51"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>T/L COMMSCOPE INC 0% 04/06/26</name>
        <lei>N/A</lei>
        <title>T/L COMMSCOPE INC REGD 0.00000000</title>
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          <isin value="US20337EAQ44"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CROWN CASTLE IN 2.25% 01/15/31</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MED 2021-MDLN C V/R 11/15/23</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>6.99400000</annualizedRt>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMB 3% 01/30/30</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF COLOMBIA REGD 3.00000000</title>
        <cusip>195325DR3</cusip>
        <identifiers>
          <isin value="US195325DR36"/>
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        <curCd>USD</curCd>
        <valUSD>776532.99000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>UMBS P#CA2204 4.5% 08/01/48</name>
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        <curCd>USD</curCd>
        <valUSD>384376.01000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>TPMT 2018-4 A2 V/R 06/25/58</name>
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        <cusip>89175TAB4</cusip>
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          <isin value="US89175TAB44"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>SHIMAO GROUP HOL 5.6% 07/15/26</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>UMBS P#CB3105 2% 03/01/52</name>
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        <curCd>USD</curCd>
        <valUSD>1846346.78000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>VMWARE INC 2.2% 08/15/31</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMWARE INC REGD 2.20000000</title>
        <cusip>928563AL9</cusip>
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          <isin value="US928563AL97"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>KLA CORP 5% 03/15/49</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLA CORP REGD 5.00000000</title>
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        <curCd>USD</curCd>
        <valUSD>1413245.58000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <name>SLMA 2014-1 A3 V/R 03/25/23</name>
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        <title>SLM STUDENT LOAN TRUST 2014-1 SER 2014-1 CL A3 V/R 5.75043000</title>
        <cusip>78448EAC9</cusip>
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        <curCd>USD</curCd>
        <valUSD>1877668.21000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>5.75043000</annualizedRt>
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        <name>OZLM 2014-7RA A1 V/R 07/17/29</name>
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        <cusip>67108WBE8</cusip>
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        <name>TAKE-TWO INTERACTI 4% 04/14/32</name>
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        <cusip>874054AH2</cusip>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>CSC HOLDINGS LLC 4.5% 11/15/31</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>LOGAN GROUP CO  4.85% 12/14/26</name>
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          <isin value="XS2272214458"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <couponKind>Fixed</couponKind>
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        <name>CASL 2017-A A1 V/R 11/25/29</name>
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        <title>COLLEGE AVENUE STUDENT LOANS LLC SER 2017-A CL A1 V/R REGD 144A P/P 6.80043000</title>
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          <isin value="US194204AA11"/>
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        <name>MVWOT 2019-1A  3.33% 03/20/27</name>
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        <name>AEP TEXAS INC 5.25% 05/15/52</name>
        <lei>N/A</lei>
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        <name>T-MOBILE USA INC 3.5% 04/15/31</name>
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        <name>N/A</name>
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        <title>IRS PSOFRR01.25 12/16/50 GOLDUS33XXX FLOAT</title>
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        <name>FARMERS INS EXCH V/R 11/01/57</name>
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        <name>WFCM 2016-LC2 3.367% 09/15/26</name>
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        <name>US TREAS NTS 4.75% 06/30/25</name>
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        <title>UNITED STATES TREASURY NOTE 4.75000000</title>
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        <issuerCat>UST</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>LEVEL 3 FINANC 3.625% 01/15/29</name>
        <lei>N/A</lei>
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          <isin value="US527298BS18"/>
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        <name>SUTTER HEALTH 3.361% 08/15/50</name>
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        <name>T/L CARNIVAL COR 0% 10/18/28</name>
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      <invstOrSec>
        <name>UMBS P#BR7802 2% 04/01/51</name>
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        <cusip>31417SC40</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MOODY'S CORPOR 4.875% 12/17/48</name>
        <lei>549300GCEDD8YCF5WU84</lei>
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        <cusip>615369AQ8</cusip>
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          <isin value="US615369AQ83"/>
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        <balance>1679000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1572790.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC V/R 06/04/31</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
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        <cusip>404280CH0</cusip>
        <identifiers>
          <isin value="US404280CH04"/>
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        <curCd>USD</curCd>
        <valUSD>28470051.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-04</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ILLINOIS ST 5.1% 06/01/33</name>
        <lei>54930048FV8RWPR02D67</lei>
        <title>ILLINOIS ST REGD N/C B/E 5.10000000</title>
        <cusip>452151LF8</cusip>
        <identifiers>
          <isin value="US452151LF83"/>
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        <balance>5305000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5213261.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.10000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TOPAZ SOLAR FA 4.875% 09/30/39</name>
        <lei>N/A</lei>
        <title>TOPAZ SOLAR FARMS LLC REGD 144A P/P 4.87500000</title>
        <cusip>89054XAD7</cusip>
        <identifiers>
          <isin value="US89054XAD75"/>
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        <balance>410812.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>375892.98000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EQT CORP 3.125% 05/15/26</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT CORP REGD 144A P/P 3.12500000</title>
        <cusip>26884LAM1</cusip>
        <identifiers>
          <isin value="US26884LAM19"/>
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        <balance>4583000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4213656.03000000</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>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</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>GNMA II P#MA3106 4% 09/20/45</name>
        <lei>N/A</lei>
        <title>GINNIE MAE II POOL P#MA3106 4.00000000</title>
        <cusip>36179RNX3</cusip>
        <identifiers>
          <isin value="US36179RNX34"/>
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        <balance>669195.92000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>644536.67000000</valUSD>
        <pctVal>0.002137848680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FIFTH THIRD BAN 2.55% 05/05/27</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>FIFTH THIRD BANCORP REGD 2.55000000</title>
        <cusip>316773DA5</cusip>
        <identifiers>
          <isin value="US316773DA59"/>
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        <balance>1020000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>900952.27000000</valUSD>
        <pctVal>0.002988347616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>HORZN 2019-1  3.721% 07/15/26</name>
        <lei>N/A</lei>
        <title>HORIZON AIRCRAFT FINANCE II LTD SER 2019-1 CL A REGD 144A P/P 3.72100000</title>
        <cusip>44040HAA0</cusip>
        <identifiers>
          <isin value="US44040HAA05"/>
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        <balance>1085304.82000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>926835.12000000</valUSD>
        <pctVal>0.003074197838</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.72100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>DTAOT 2019-3A  2.96% 02/15/23</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2019-3 SER 2019-3A CL D REGD 144A P/P 2.96000000</title>
        <cusip>26253KAD6</cusip>
        <identifiers>
          <isin value="US26253KAD63"/>
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        <balance>661269.59000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>656136.15000000</valUSD>
        <pctVal>0.002176322725</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.96000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FORDF 2020-2 B 1.32% 09/15/25</name>
        <lei>N/A</lei>
        <title>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2020-2 CL B REGD 1.32000000</title>
        <cusip>34528QHR8</cusip>
        <identifiers>
          <isin value="US34528QHR83"/>
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        <balance>4235000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3828349.79000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.32000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>TRINI 2021- V/R 07/15/59 /GBP/</name>
        <lei>N/A</lei>
        <title>TRINITY SQUARE 2021-1 PLC SER 2021-1A CL C V/R REGD 144A P/P /GBP/ 6.03982000</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2318722050"/>
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        <balance>3286000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.78740159"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REPUBLIC OF PA 2.252% 09/29/32</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF PANAMA REGD 2.25200000</title>
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          <isin value="US698299BN37"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#CA9444 2.5% 03/01/36</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#CA9444 2.50000000</title>
        <cusip>3140QHP66</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA II P#MA7536 3.5% 08/20/51</name>
        <lei>N/A</lei>
        <title>GINNIE MAE II POOL P#MA7536 3.50000000</title>
        <cusip>36179WLR7</cusip>
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        <valUSD>8498120.21000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#BV5623 3% 06/01/52</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#BV5623 3.00000000</title>
        <cusip>3140MKG97</cusip>
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          <isin value="US3140MKG973"/>
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        <curCd>USD</curCd>
        <valUSD>57878565.64000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>TEACHERS INSUR &amp; 3.3% 05/15/50</name>
        <lei>N/A</lei>
        <title>TEACHERS INSUR &amp; ANNUITY REGD 144A P/P 3.30000000</title>
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          <isin value="US878091BG18"/>
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        <balance>3665000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2534621.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>HARBR 1 A1 V/R 01/28/54 /GBP/</name>
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        <name>STICHTING AK  S/UP /PERP//EUR/</name>
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        <name>CSMC 2020-NET 2.256% 08/15/25</name>
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        <name>CSMC 2014-USA 4.184% 09/15/25</name>
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        <name>SEMT 2018-CH3 A1 V/R 01/25/25</name>
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        <name>UMBS P#FM9452 2% 11/01/51</name>
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        <name>F/C US 10YR NOTE (CBT)SEP23</name>
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        <name>N/A</name>
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        <name>T/L SCIENTIFIC 0% 04/14/29</name>
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        <name>CREDIT AGRICOLE S V/R 01/10/33</name>
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        <name>NEUB 2017-16SA A V/R 04/15/34</name>
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        <name>GLOBAL PAYMENTS  2.9% 11/15/31</name>
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        <name>UMBS P#SB8507 2% 02/01/36</name>
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        <name>BANK OF AMERIC 4.183% 11/25/27</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <name>ENERGY TRANSFER  5.4% 10/01/47</name>
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        <name>FMG RESOURCES  4.375% 04/01/31</name>
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        <name>MABS 2004-WMC1 M V/R 02/25/34</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NAVSL 2018-BA  3.61% 09/15/26</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NGPL PIPECO LLC 3.25% 07/15/31</name>
        <lei>N/A</lei>
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        <balance>7256000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5975769.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DISH NETWORK C 2.375% 03/15/24</name>
        <lei>529900U350CWHH15G169</lei>
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          <isin value="US25470MAD11"/>
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        <curCd>USD</curCd>
        <valUSD>6664600.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>DISH NETWORK CORP-A</title>
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            <currencyInfo convRatio="12.00000000" curCd="USD"/>
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      <invstOrSec>
        <name>UNION ELECTRIC  5.45% 03/15/53</name>
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          <isin value="US906548CW07"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>CGCMT 2013-375P  V/R 05/10/23</name>
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        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P SER 2013-375P CL C V/R REGD 144A P/P 3.63483000</title>
        <cusip>17320QAJ8</cusip>
        <identifiers>
          <isin value="US17320QAJ85"/>
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        <balance>9030000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7904461.07000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP 4% 10/01/27</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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          <isin value="US86765BAU35"/>
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        <balance>5865000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5491973.45000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>SYNCHRONY FINAN 4.25% 08/15/24</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYNCHRONY FINANCIAL REGD 4.25000000</title>
        <cusip>87165BAD5</cusip>
        <identifiers>
          <isin value="US87165BAD55"/>
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        <balance>5145000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4960455.95000000</valUSD>
        <pctVal>0.016453220893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>UBER TECHNOLOGIES ZCP 12/15/25</name>
        <lei>549300B2FTG34FILDR98</lei>
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        <identifiers>
          <isin value="US90353TAJ97"/>
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        <balance>6365000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5805048.74000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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              <title>UBER TECHNOLOGIES INC</title>
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      <invstOrSec>
        <name>FSMT 2020-1INV A V/R 08/25/41</name>
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          <isin value="US33851YAL02"/>
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          <couponKind>Variable</couponKind>
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        <name>ARES 2021-59A B1 V/R 04/25/34</name>
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          <isin value="US04018EAC57"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>T/L REALPAGE INC 0% 4/24/28</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TPMT 2017-4 M2 V/R 06/25/57</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UMBS P#CB3606 3.5% 05/01/52</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#CB3606 3.50000000</title>
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        <balance>4039362.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3681790.04000000</valUSD>
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        <name>FGLMC P#G08748 3.5% 02/01/47</name>
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        <name>SAMI 2007-AR3 2A V/R 06/25/37</name>
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        <cusip>694308KC0</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>PUBLIC SERVICE  2.05% 08/01/50</name>
        <lei>N/A</lei>
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        <cusip>74456QCE4</cusip>
        <identifiers>
          <isin value="US74456QCE44"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>VICI PROPERTIE 3.875% 02/15/29</name>
        <lei>N/A</lei>
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        <cusip>92564RAL9</cusip>
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          <isin value="US92564RAL96"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COMM 2020-CBM 3.402% 02/10/25</name>
        <lei>N/A</lei>
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        <cusip>20049AAF5</cusip>
        <identifiers>
          <isin value="US20049AAF57"/>
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        <name>MF1 2020-FL4 A V/R 10/15/25</name>
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        <name>SOFI 2017-E C 4.16% 07/26/26</name>
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        <name>US TREAS NTS 0.375% 09/30/27</name>
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        <issuerCat>UST</issuerCat>
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        <name>POST 2023-1A A V/R 04/20/36</name>
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        <name>PG&amp;E WILDFIRE  4.263% 06/01/36</name>
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        <name>T/L HILTON WORLDWI 0% 6/22/26</name>
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        <name>UMBS P#BW1196 3.5% 09/01/52</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>REALTY INCOME C 3.25% 01/15/31</name>
        <lei>549300CUWDAUZSH43859</lei>
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        <cusip>756109AX2</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>OCCIDENTAL PETR 6.45% 09/15/36</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM COR REGD 6.45000000</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>NISOURCE INC 5.25% 03/30/28</name>
        <lei>549300D8GOWWH0SJB189</lei>
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        <cusip>65473PAN5</cusip>
        <identifiers>
          <isin value="US65473PAN50"/>
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        <curCd>USD</curCd>
        <valUSD>2927682.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ROCKT 2019-2A AR V/R 08/20/32</name>
        <lei>N/A</lei>
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        <cusip>77341GAJ9</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CAS 2023-R02 1M1 V/R 01/25/43</name>
        <lei>N/A</lei>
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        <cusip>20755AAB8</cusip>
        <identifiers>
          <isin value="US20755AAB89"/>
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        <curCd>USD</curCd>
        <valUSD>6828301.33000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
          <annualizedRt>7.36655000</annualizedRt>
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      <invstOrSec>
        <name>BSCMS 2006-T24 B V/R 10/12/41</name>
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        <cusip>07388NAH9</cusip>
        <identifiers>
          <isin value="US07388NAH98"/>
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        <curCd>USD</curCd>
        <valUSD>382848.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PMXIER07.36 08/21/37 GOLDUS33XXX FLOAT</title>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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      <invstOrSec>
        <name>MF1 2022-FL10 A V/R 09/17/37</name>
        <lei>N/A</lei>
        <title>MF1 2022-FL10 LLC SER 2022-FL10 CL A V/R REGD 144A P/P 7.71129000</title>
        <cusip>55285BAA3</cusip>
        <identifiers>
          <isin value="US55285BAA35"/>
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        <balance>793000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>795175.20000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>WILLIAMS COMPANI 2.6% 03/15/31</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COMPANIES INC REGD 2.60000000</title>
        <cusip>969457BY5</cusip>
        <identifiers>
          <isin value="US969457BY52"/>
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        <balance>4619000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3828061.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>PETROLEOS MEXI 4.875% 01/18/24</name>
        <lei>N/A</lei>
        <title>PETROLEOS MEXICANOS REGD 4.87500000</title>
        <cusip>71654QBH4</cusip>
        <identifiers>
          <isin value="US71654QBH48"/>
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        <balance>374000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>367550.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>UMBS P#FS1331 2% 03/01/37</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#FS1331 2.00000000</title>
        <cusip>3140XGPR4</cusip>
        <identifiers>
          <isin value="US3140XGPR42"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3077948.97000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>HAROT 2020-1 A 1.61% 05/22/23</name>
        <lei>N/A</lei>
        <title>HONDA AUTO RECEIVABLES 2020-1 OWNER TRUST SER 2020-1 CL A3 REGD 1.61000000</title>
        <cusip>43813RAC1</cusip>
        <identifiers>
          <isin value="US43813RAC16"/>
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        <balance>98119.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>97905.33000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>UMBS P#BJ2315 4% 03/01/48</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#BJ2315 4.00000000</title>
        <cusip>3140H3SD9</cusip>
        <identifiers>
          <isin value="US3140H3SD94"/>
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        <curCd>USD</curCd>
        <valUSD>109382.12000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>DISCOVER BANK 2.45% 09/12/24</name>
        <lei>N/A</lei>
        <title>DISCOVER BANK REGD 2.45000000</title>
        <cusip>25466AAQ4</cusip>
        <identifiers>
          <isin value="US25466AAQ40"/>
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        <balance>1310000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1240593.71000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>T/L ARCHES BUYER 0% 12/06/27</name>
        <lei>N/A</lei>
        <title>T/L ARCHES BUYER INC REGD 0.00000000</title>
        <cusip>03952HAD6</cusip>
        <identifiers>
          <isin value="US03952HAD61"/>
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        <balance>729795.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>703113.82000000</valUSD>
        <pctVal>0.002332141865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.45249000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>SRFC 2023-1A C 7% 08/20/30</name>
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        <name>CITIGROUP INC V/R 06/09/27</name>
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        <name>N/A</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>UMBS P#AL9412 3% 11/01/36</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#AL9412 3.00000000</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#RA1906 4% 12/01/49</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC POOL UMBS P#RA1906 4.00000000</title>
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        <curCd>USD</curCd>
        <valUSD>1529050.55000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AVIATION CAPITA 6.25% 04/15/28</name>
        <lei>N/A</lei>
        <title>AVIATION CAPITAL GROUP REGD 144A P/P 6.25000000</title>
        <cusip>05369AAN1</cusip>
        <identifiers>
          <isin value="US05369AAN19"/>
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        <curCd>USD</curCd>
        <valUSD>3800665.73000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>T/L BAKELITE UK 0% 02/02/29</name>
        <lei>N/A</lei>
        <title>T/L BAKELITE UK INTERMEDIATE   LTD REGD 0.00000000</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LOANX" value="LX202368"/>
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        <balance>2280960.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2237234.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.39187000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA II P#MA5195 5.5% 05/20/48</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>970646.17000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AIR LEASE CORP 3.375% 07/01/25</name>
        <lei>5493004NW4M4P8TMMK63</lei>
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        <cusip>00914AAH5</cusip>
        <identifiers>
          <isin value="US00914AAH59"/>
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        <balance>5355000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5075322.70000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GENERAL MOTORS  4.35% 04/09/25</name>
        <lei>N/A</lei>
        <title>GENERAL MOTORS FINL CO REGD 4.35000000</title>
        <cusip>37045XCK0</cusip>
        <identifiers>
          <isin value="US37045XCK00"/>
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        <curCd>USD</curCd>
        <valUSD>1478296.51000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-09</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>VOLT 2021-NPL8 A V/R 04/25/51</name>
        <lei>N/A</lei>
        <title>VOLT XCIX LLC SER 2021-NPL8 CL A1 V/R REGD 144A P/P 2.11570000</title>
        <cusip>92872VAA1</cusip>
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          <isin value="US92872VAA17"/>
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        <curCd>USD</curCd>
        <valUSD>11085113.10000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.11570000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UNITED AIR 2018- 4.6% 03/01/26</name>
        <lei>N/A</lei>
        <title>UNITED AIR 2018-1 B PTT REGD SER B 4.60000000</title>
        <cusip>90932NAA1</cusip>
        <identifiers>
          <isin value="US90932NAA19"/>
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        <curCd>USD</curCd>
        <valUSD>3736743.84000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SIRIUS XM RADIO  5.5% 07/01/29</name>
        <lei>N/A</lei>
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        <cusip>82967NBC1</cusip>
        <identifiers>
          <isin value="US82967NBC11"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CARMX 2020-3 D 2.53% 06/17/24</name>
        <lei>N/A</lei>
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        <identifiers>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PETROLEOS DE VENEZ 9% 11/17/22 /OFAC BLOCK/</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>VE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US RENAL CARE 10.625% 07/15/27</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>US TIPS 0.375% 07/15/23</name>
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        <issuerCat>UST</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC V/R 04/18/26</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UMBS P#AZ4779 4% 10/01/45</name>
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          <maturityDt>2045-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>GNMA II P#MA4721 4.5% 09/20/47</name>
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        <name>JPMAC 2007-CH3 A V/R 03/25/37</name>
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        <name>CXHE 2006-A M3 V/R 06/25/36</name>
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      <invstOrSec>
        <name>UMBS P#CA8895 2.5% 02/01/51</name>
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      <invstOrSec>
        <name>TRANSCONT GAS P 7.85% 02/01/26</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EXELON CORP 5.1% 06/15/45</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UMBS P#FM3619 4.5% 01/01/50</name>
        <lei>N/A</lei>
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        <cusip>3140X7AV1</cusip>
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      <invstOrSec>
        <name>ALABAMA POWER C 3.45% 10/01/49</name>
        <lei>N/A</lei>
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        <cusip>010392FT0</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BBIRD 2016-1A A V/R 12/15/24</name>
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        <cusip>09228YAB8</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-16</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>RAYTHEON TECH CO 6.7% 08/01/28</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RAYTHEON TECH CORP REGD 6.70000000</title>
        <cusip>913017AT6</cusip>
        <identifiers>
          <isin value="US913017AT69"/>
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        <balance>1393000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1494595.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.70000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DEFT 2020-2 D 1.92% 06/22/23</name>
        <lei>N/A</lei>
        <title>DELL EQUIPMENT FINANCE TRUST 2020-2 SER 2020-2 CL D REGD 144A P/P 1.92000000</title>
        <cusip>24704GAF0</cusip>
        <identifiers>
          <isin value="US24704GAF00"/>
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        <balance>500000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>498741.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.92000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BECTON DICKINS 3.363% 06/06/24</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON &amp; CO REGD 3.36300000</title>
        <cusip>075887BV0</cusip>
        <identifiers>
          <isin value="US075887BV02"/>
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        <balance>864000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>845184.24000000</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>2024-06-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.36300000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>INDONESIA  8.25% 05/15/29/IDR/</name>
        <lei>N/A</lei>
        <title>INDONESIA GOVERNMENT /IDR/ REGD SER FR78 8.25000000</title>
        <cusip>Y6S86ZKJ7</cusip>
        <identifiers>
          <isin value="IDG000012907"/>
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        <balance>6883000000.00000000</balance>
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        <currencyConditional curCd="IDR" exchangeRt="14992.50000000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>NEW YORK CITY N 2.69% 05/01/33</name>
        <lei>N/A</lei>
        <title>NEW YORK CITY NY TRANSITIONAL REGD B/E 2.69000000</title>
        <cusip>64971XLY2</cusip>
        <identifiers>
          <isin value="US64971XLY21"/>
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        <valUSD>1053856.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.69000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA II P#MA3172 3% 10/20/45</name>
        <lei>N/A</lei>
        <title>GINNIE MAE II POOL P#MA3172 3.00000000</title>
        <cusip>36179RQZ5</cusip>
        <identifiers>
          <isin value="US36179RQZ54"/>
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        <curCd>USD</curCd>
        <valUSD>2233550.24000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <name>BONOS DE T 6.15% 08/12/32/PEN/</name>
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        <cusip>P6S32DDY6</cusip>
        <identifiers>
          <isin value="PEP01000C5E9"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.15000000</annualizedRt>
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      <invstOrSec>
        <name>CLIF 2023-1A A 6.31% 11/18/23</name>
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        <title>CLI FUNDING VIII LLC SER 2023-1A CL A REGD 144A P/P 6.31000000</title>
        <cusip>12565KAG2</cusip>
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          <isin value="US12565KAG22"/>
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        <curCd>USD</curCd>
        <valUSD>13352433.53000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2048-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.31000000</annualizedRt>
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      <invstOrSec>
        <name>NXP BV/NXP FDG/N 3.4% 05/01/30</name>
        <lei>N/A</lei>
        <title>NXP BV/NXP FDG/NXP USA REGD 3.40000000</title>
        <cusip>62954HAY4</cusip>
        <identifiers>
          <isin value="US62954HAY45"/>
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        <balance>2076000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1836778.16000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
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      <invstOrSec>
        <name>IMPERIAL BRANDS 4.25% 07/21/25</name>
        <lei>N/A</lei>
        <title>IMPERIAL BRANDS FIN PLC REGD P/P 4.25000000</title>
        <cusip>453140AF2</cusip>
        <identifiers>
          <isin value="US453140AF21"/>
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        <balance>4170000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3999358.68000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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      <invstOrSec>
        <name>CSC HOLDINGS L 3.375% 02/15/31</name>
        <lei>N/A</lei>
        <title>CSC HOLDINGS LLC REGD 144A P/P 3.37500000</title>
        <cusip>126307BF3</cusip>
        <identifiers>
          <isin value="US126307BF39"/>
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        <balance>8660000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5861870.86000000</valUSD>
        <pctVal>0.019443103028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AON CORP 4.5% 12/15/28</name>
        <lei>N/A</lei>
        <title>AON CORP REGD 4.50000000</title>
        <cusip>037389BB8</cusip>
        <identifiers>
          <isin value="US037389BB82"/>
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        <balance>602000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>579218.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MDPK 2017-26A AR V/R 07/29/30</name>
        <lei>N/A</lei>
        <title>MADISON PARK FUNDING XXVI LTD SER 2017-26A CL AR V/R REGD 144A P/P 6.49914000</title>
        <cusip>55819YAA8</cusip>
        <identifiers>
          <isin value="US55819YAA82"/>
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        <balance>2904174.32000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2884481.11000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.49914000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRAS 2021-3A A V/R 12/29/29</name>
        <lei>N/A</lei>
        <title>STRATUS CLO 2021-3 LTD SER 2021-3A CL A V/R REGD 144A P/P 6.20043000</title>
        <cusip>86315WAA6</cusip>
        <identifiers>
          <isin value="US86315WAA62"/>
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        <balance>25607217.05000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25359441.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.20043000</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>HYUNDAI CAPITAL  1.8% 10/15/25</name>
        <lei>N/A</lei>
        <title>HYUNDAI CAPITAL AMERICA REGD 144A P/P 1.80000000</title>
        <cusip>44891ABN6</cusip>
        <identifiers>
          <isin value="US44891ABN63"/>
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        <balance>5395000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4921247.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SNDPT 2016-3A AR V/R 01/23/29</name>
        <lei>N/A</lei>
        <title>SOUND POINT CLO XIV LTD SER 2016-3A CL AR2 V/R REGD 144A P/P 6.26271000</title>
        <cusip>83609NAN0</cusip>
        <identifiers>
          <isin value="US83609NAN03"/>
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        <balance>375136.81000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>374057.92000000</valUSD>
        <pctVal>0.001240704009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.26271000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ARIZONA PUBLIC  5.55% 08/01/33</name>
        <lei>N/A</lei>
        <title>ARIZONA PUBLIC SERVICE REGD 5.55000000</title>
        <cusip>040555DG6</cusip>
        <identifiers>
          <isin value="US040555DG61"/>
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        <balance>7110000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7115142.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.55000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNMA 30YR TBA 6% JUL 23</name>
        <lei>N/A</lei>
        <title>FNMA 30YR TBA 6% JUL 23        TO BE ANNOUNCED 6.00000000</title>
        <cusip>01F060675</cusip>
        <identifiers>
          <isin value="US01F0606750"/>
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        <balance>-18099800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-18259587.39000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WP CAREY INC 2.4% 02/01/31</name>
        <lei>54930042CRNE713E3Q67</lei>
        <title>WP CAREY INC REGD 2.40000000</title>
        <cusip>92936UAG4</cusip>
        <identifiers>
          <isin value="US92936UAG40"/>
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        <balance>2789000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2241891.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.40000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SPECTRUM BRANDS  5.5% 07/15/30</name>
        <lei>N/A</lei>
        <title>SPECTRUM BRANDS INC REGD 144A P/P 5.50000000</title>
        <cusip>84762LAW5</cusip>
        <identifiers>
          <isin value="US84762LAW54"/>
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        <balance>1617000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1475512.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>GRUMA SAB DE C 4.875% 12/01/24</name>
        <lei>5493000XJLJ6C4T0PG82</lei>
        <title>GRUMA SAB DE CV REGD 4.87500000</title>
        <cusip>P4948KAD7</cusip>
        <identifiers>
          <isin value="USP4948KAD74"/>
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        <balance>256000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>253401.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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      <invstOrSec>
        <name>CONSUMERS ENERGY 3.1% 08/15/50</name>
        <lei>N/A</lei>
        <title>CONSUMERS ENERGY CO REGD 3.10000000</title>
        <cusip>210518DF0</cusip>
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          <isin value="US210518DF00"/>
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        <curCd>USD</curCd>
        <valUSD>525603.66000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30YR TBA 3.0% JUL23</name>
        <lei>N/A</lei>
        <title>FNMA 30YR TBA 3.0% JUL23       TO BE ANNOUNCED 3.00000000</title>
        <cusip>01F030678</cusip>
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          <isin value="US01F0306781"/>
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        <curCd>USD</curCd>
        <valUSD>177584225.97000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AT&amp;T INC 2.55% 12/01/33</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T INC REGD 2.55000000</title>
        <cusip>00206RMM1</cusip>
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          <isin value="US00206RMM15"/>
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        <balance>3587000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R03.38PKWDC 09/20/26 XGS FIXED</title>
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          <other otherDesc="CLIENT ID" value="BRYJ30E45GS"/>
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      <invstOrSec>
        <name>TUCSON ELECTRIC 3.05% 03/15/25</name>
        <lei>N/A</lei>
        <title>TUCSON ELECTRIC POWER CO REGD SER WI 3.05000000</title>
        <cusip>898813AP5</cusip>
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          <isin value="US898813AP54"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CANADIAN NATL R 6.25% 03/15/38</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>CANADIAN NATL RESOURCES REGD 6.25000000</title>
        <cusip>136385AL5</cusip>
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          <isin value="US136385AL51"/>
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        <balance>1345000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1369102.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-15</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>RUSSIAN FEDERAT 4.25% 06/23/27</name>
        <lei>N/A</lei>
        <title>RUSSIAN FEDERATION REGD REG S 4.25000000</title>
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          <isin value="RU000A0JXTS9"/>
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        <curCd>USD</curCd>
        <valUSD>440000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>RU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GSMS 2022-SHIP A V/R 08/15/23</name>
        <lei>N/A</lei>
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        <cusip>36269CAA1</cusip>
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          <isin value="US36269CAA18"/>
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        <balance>2110000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2095501.35000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>5.87799000</annualizedRt>
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      <invstOrSec>
        <name>SANDS CHINA LT 5.625% 08/08/25</name>
        <lei>N/A</lei>
        <title>SANDS CHINA LTD REGD SER WI 5.62500000</title>
        <cusip>80007RAF2</cusip>
        <identifiers>
          <isin value="US80007RAF29"/>
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        <balance>6939000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6769809.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>ROCKT 2017-3A A V/R 10/20/30</name>
        <lei>N/A</lei>
        <title>ROCKFORD TOWER CLO 2017-3 LTD SER 2017-3A CL A V/R REGD 144A P/P 6.44043000</title>
        <cusip>77341DAA5</cusip>
        <identifiers>
          <isin value="US77341DAA54"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6712305.57000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FLORIDA POWER &amp; 3.15% 10/01/49</name>
        <lei>N/A</lei>
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          <isin value="US341081FX06"/>
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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>ALTRIA GROUP INC 3.4% 02/04/41</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC REGD 3.40000000</title>
        <cusip>02209SBM4</cusip>
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          <isin value="US02209SBM44"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#FS1330 2% 03/01/37</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL UMBS P#FS1330 2.00000000</title>
        <cusip>3140XGPQ6</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UMBS P#QE5484 3% 07/01/52</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC POOL UMBS P#QE5484 3.00000000</title>
        <cusip>3133BFCV0</cusip>
        <identifiers>
          <isin value="US3133BFCV05"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>858399.47000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>HUDSON PACIFIC  3.25% 01/15/30</name>
        <lei>N/A</lei>
        <title>HUDSON PACIFIC PROPERTIE REGD 3.25000000</title>
        <cusip>44409MAC0</cusip>
        <identifiers>
          <isin value="US44409MAC01"/>
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        <curCd>USD</curCd>
        <valUSD>1228918.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>NXP BV/NXP FUND 5.35% 03/01/26</name>
        <lei>N/A</lei>
        <title>NXP BV/NXP FUNDING LLC REGD 5.35000000</title>
        <cusip>62947QBB3</cusip>
        <identifiers>
          <isin value="US62947QBB32"/>
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        <balance>2223000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2208024.38000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.35000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp;  V/R 06/01/29</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO REGD V/R 2.06900000</title>
        <cusip>46647PCJ3</cusip>
        <identifiers>
          <isin value="US46647PCJ30"/>
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        <balance>1210000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1037731.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.06900000</annualizedRt>
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      <invstOrSec>
        <name>MSBAM 2014-C1 3.741% 07/15/24</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2014-C17 CL A5 REGD 3.74100000</title>
        <cusip>61763UAZ5</cusip>
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          <isin value="US61763UAZ57"/>
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        <balance>974000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>944489.36000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ATMOS ENERGY CO 5.75% 10/15/52</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>ATMOS ENERGY CORP REGD 5.75000000</title>
        <cusip>049560AY1</cusip>
        <identifiers>
          <isin value="US049560AY17"/>
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        <balance>536000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>567292.00000000</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>2052-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DISH DBS CORP 5.125% 06/01/29</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP REGD 5.12500000</title>
        <cusip>25470XBD6</cusip>
        <identifiers>
          <isin value="US25470XBD66"/>
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        <balance>2380000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1105143.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HUMANA INC 3.7% 03/23/29</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUMANA INC REGD 3.70000000</title>
        <cusip>444859BT8</cusip>
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          <isin value="US444859BT81"/>
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        <valUSD>10569198.08000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-03-23</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GRIFOLS ESCROW  4.75% 10/15/28</name>
        <lei>N/A</lei>
        <title>GRIFOLS ESCROW ISSUER REGD 144A P/P 4.75000000</title>
        <cusip>39843UAA0</cusip>
        <identifiers>
          <isin value="US39843UAA07"/>
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        <balance>5459000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4737756.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CRELT 2006-1A D V/R 01/20/37</name>
        <lei>N/A</lei>
        <title>CAPITALSOURCE REAL ESTATE LOAN TRUST SER 2006-1A CL D V/R REGD 144A P/P 5.96100000</title>
        <cusip>140560AE3</cusip>
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          <isin value="US140560AE34"/>
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        <balance>1200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>995730.00000000</valUSD>
        <pctVal>0.003302713662</pctVal>
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    <explntrNotes>
      <explntrNote note="ISO country code not reported for forwards, swaps or supranationals." noteItem="C.5.a"/>
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    <signature>
      <ncom:dateSigned>2023-07-28</ncom:dateSigned>
      <ncom:nameOfApplicant>Bridge Builder Trust</ncom:nameOfApplicant>
      <ncom:signature>Aaron Masek</ncom:signature>
      <ncom:signerName>Aaron Masek</ncom:signerName>
      <ncom:title>Principal Financial Officer</ncom:title>
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  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
