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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>86284.4</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>14641.25</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Kaman Corporation</name>
        <lei>5493003YK076OLTEQF95</lei>
        <title>KAMN 3.25 05/01/24</title>
        <cusip>483548AF0</cusip>
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          <isin value="US483548AF00"/>
          <ticker value="KAMN"/>
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        <balance>353000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337930.36</valUSD>
        <pctVal>0.1511325435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEACOR Holdings Inc.</name>
        <lei>549300IQTYSR1SC4II14</lei>
        <title>CKH 3.25 05/15/30</title>
        <cusip>811904AN1</cusip>
        <identifiers>
          <isin value="US811904AN18"/>
          <ticker value="CKH"/>
        </identifiers>
        <balance>894000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>662704.23</valUSD>
        <pctVal>0.2963811120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG FIRSTENER</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG FIRSTENER</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US3379321074"/>
          <ticker value="FE"/>
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        <balance>-4982</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-144478</valUSD>
        <pctVal>-0.0646148740</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FIRSTENERGY CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-144478</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>33638.17</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BAUSCH HE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BAUSCH HE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA0717341071"/>
          <ticker value="BHC"/>
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        <balance>-4182</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-76405.14</valUSD>
        <pctVal>-0.0341706591</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BAUSCH HEALTH COS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
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            <notionalAmt>-76405.14</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>933.67</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG UNION PAC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UNION PAC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9078181081"/>
          <ticker value="UNP"/>
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        <balance>1262</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>218767.7</valUSD>
        <pctVal>0.0978394452</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNION PACIFIC CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>218767.7</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2872.93</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CLOROX CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CLOROX CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1890541097"/>
          <ticker value="CLX"/>
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        <balance>1537</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>363515.87</valUSD>
        <pctVal>0.1625751472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CLOROX COMPANY" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>363515.87</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>16036.54</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Retrophin Inc</name>
        <lei>N/A</lei>
        <title>RTRX 2.5 09/15/25</title>
        <cusip>761299AB2</cusip>
        <identifiers>
          <isin value="US761299AB20"/>
          <ticker value="RTRX"/>
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        <balance>368000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>311324.32</valUSD>
        <pctVal>0.1392335283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>II-VI Incorporated</name>
        <lei>549300O5C25A0MMHHU33</lei>
        <title>IIVI 0.25 09/01/22</title>
        <cusip>902104AB4</cusip>
        <identifiers>
          <isin value="US902104AB41"/>
          <ticker value="IIVI"/>
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        <balance>560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>712119.52</valUSD>
        <pctVal>0.3184811046</pctVal>
        <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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          <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>CFD_EQS FIN LEG RANGE RES</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG RANGE RES</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US75281A1097"/>
          <ticker value="RRC"/>
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        <balance>-2456</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15865.76</valUSD>
        <pctVal>-0.0070956414</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MARSH &amp; M</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MARSH &amp; M</title>
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          <isin value="US5717481023"/>
          <ticker value="MMC"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.0271164401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG SEMPRA EN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SEMPRA EN</title>
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          <isin value="US8168511090"/>
          <ticker value="SRE"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WASTE MAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WASTE MAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US94106L1098"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-266547.2</valUSD>
        <pctVal>-0.1192078637</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <unrealizedAppr>-6491.83</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG INTL BUSI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG INTL BUSI</title>
        <cusip>000000000</cusip>
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          <isin value="US4592001014"/>
          <ticker value="IBM"/>
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        <curCd>USD</curCd>
        <valUSD>-250428.78</valUSD>
        <pctVal>-0.1119992252</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG SYSCO COR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SYSCO COR</title>
        <cusip>000000000</cusip>
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          <isin value="US8718291078"/>
          <ticker value="SYY"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20822.9</valUSD>
        <pctVal>-0.0093126224</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-20822.9</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>553.90</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KKR REAL ESTATE FINANCE TRUST INC</name>
        <lei>549300K23AYZDZ2REL62</lei>
        <title>KREF 6.125 05/15/23</title>
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          <isin value="US48251KAB61"/>
          <ticker value="KREF"/>
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        <balance>694000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>680987.5</valUSD>
        <pctVal>0.3045579360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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>
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      </invstOrSec>
      <invstOrSec>
        <name>Cerence Inc</name>
        <lei>5493002WL2W5WMS89568</lei>
        <title>Cerence Inc COM</title>
        <cusip>156727109</cusip>
        <identifiers>
          <isin value="US1567271093"/>
          <ticker value="CRNC"/>
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        <balance>-2819</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-111801.54</valUSD>
        <pctVal>-0.0500009857</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG INTEL COR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG INTEL COR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4581401001"/>
          <ticker value="INTC"/>
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        <balance>979</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>46727.67</valUSD>
        <pctVal>0.0208980087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>46727.67</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9336.21</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BRIXMOR P</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BRIXMOR P</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US11120U1051"/>
          <ticker value="BRX"/>
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        <balance>4473</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>51484.23</valUSD>
        <pctVal>0.0230252843</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG RITE AID</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG RITE AID</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7677548726"/>
          <ticker value="RAD"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG EQUITY RE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EQUITY RE</title>
        <cusip>000000000</cusip>
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          <isin value="US29476L1070"/>
          <ticker value="EQR"/>
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        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MATTEL IN</name>
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        <title>CFD_EQS FIN LEG MATTEL IN</title>
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          <isin value="US5770811025"/>
          <ticker value="MAT"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-83469.43</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG NUCOR COR</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Joyy Inc</name>
        <lei>549300N6CHVU5CQZPW24</lei>
        <title>Joyy Inc SPON ADS EACH REP 20 ORD SHS CL A</title>
        <cusip>46591M109</cusip>
        <identifiers>
          <isin value="US46591M1099"/>
          <ticker value="YY"/>
        </identifiers>
        <balance>-4383</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-349851.06</valUSD>
        <pctVal>-0.1564638363</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pra Group Inc</name>
        <lei>549300Q5HW3JSSB86K27</lei>
        <title>PRAA 3 08/01/20</title>
        <cusip>73640QAB1</cusip>
        <identifiers>
          <isin value="US73640QAB14"/>
          <ticker value="PRAA"/>
        </identifiers>
        <balance>306000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>306000</valUSD>
        <pctVal>0.1368523334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Walgreens Boots Alliance, Inc.</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>Walgreens Boots Alliance, Inc. COM</title>
        <cusip>931427108</cusip>
        <identifiers>
          <isin value="US9314271084"/>
          <ticker value="WBA"/>
        </identifiers>
        <balance>2254</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91760.34</valUSD>
        <pctVal>0.0410379629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>APELLIS PHARMACEUTICALS INC</name>
        <lei>N/A</lei>
        <title>APELLIS PHARMACEUTICALS INC COM</title>
        <cusip>03753U106</cusip>
        <identifiers>
          <isin value="US03753U1060"/>
          <ticker value="APLS"/>
        </identifiers>
        <balance>-5969</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-154537.41</valUSD>
        <pctVal>-0.0691137424</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Air Transport Services Group Inc.</name>
        <lei>5493000F3MSFGIXTQE27</lei>
        <title>ATSG 1.125 10/15/24</title>
        <cusip>00922RAB1</cusip>
        <identifiers>
          <isin value="US00922RAB15"/>
          <ticker value="ATSG"/>
        </identifiers>
        <balance>501000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501465.65</valUSD>
        <pctVal>0.2242704064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Granite Point Mortgage Trust Inc</name>
        <lei>529900VX2HQZ76AYIE02</lei>
        <title>GPMT 6.375 10/01/23</title>
        <cusip>38741LAC1</cusip>
        <identifiers>
          <isin value="US38741LAC19"/>
          <ticker value="GPMT"/>
        </identifiers>
        <balance>418000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>311932.5</valUSD>
        <pctVal>0.1395055245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG DR HORTON</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DR HORTON</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US23331A1097"/>
          <ticker value="DHI"/>
        </identifiers>
        <balance>-4218</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-279062.88</valUSD>
        <pctVal>-0.1248052494</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DR HORTON INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-279062.88</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-27521.81</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ARROW ELE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ARROW ELE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0427351004"/>
          <ticker value="ARW"/>
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        <balance>3907</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>279819.34</valUSD>
        <pctVal>0.1251435609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ARROW ELECTRONICS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-28</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>279819.34</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>18555.54</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CONAGRA B</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CONAGRA B</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2058871029"/>
          <ticker value="CAG"/>
        </identifiers>
        <balance>8689</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>325403.05</valUSD>
        <pctVal>0.1455299565</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CONAGRA BRANDS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>325403.05</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6810.39</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PUBLIC SE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PUBLIC SE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7445731067"/>
          <ticker value="PEG"/>
        </identifiers>
        <balance>-794</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-44416.36</valUSD>
        <pctVal>-0.0198643219</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PUBLIC SERVICE ENTERPRISE GP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-44416.36</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2346.99</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG COCA-COLA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG COCA-COLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1912161007"/>
          <ticker value="KO"/>
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        <balance>-4693</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-221697.32</valUSD>
        <pctVal>-0.0991496587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COCA-COLA CO/THE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <unrealizedAppr>4853.86</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SOUTHWEST</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SOUTHWEST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8454671095"/>
          <ticker value="SWN"/>
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        <balance>-2411</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5858.73</valUSD>
        <pctVal>-0.0026201989</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CAMPBELL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CAMPBELL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1344291091"/>
          <ticker value="CPB"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CAMPBELL SOUP CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>336332.45</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>569.41</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BALL CORP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BALL CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0584981064"/>
          <ticker value="BLL"/>
        </identifiers>
        <balance>-3757</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-276627.91</valUSD>
        <pctVal>-0.1237162581</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BALL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-28</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-276627.91</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5622.56</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG NXP SEMIC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NXP SEMIC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0009538784"/>
          <ticker value="NXPI"/>
        </identifiers>
        <balance>553</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>64994.09</valUSD>
        <pctVal>0.0290672970</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NXP SEMICONDUCTORS NV" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>64994.09</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-187.92</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WPX ENERG</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WPX ENERG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US98212B1035"/>
          <ticker value="WPX"/>
        </identifiers>
        <balance>76</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>453.72</valUSD>
        <pctVal>0.0002029171</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WPX ENERGY INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>453.72</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>15.16</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>iStar Inc</name>
        <lei>QFFLKWYYS3UPWD86E794</lei>
        <title>STAR 3.125 09/15/22</title>
        <cusip>45031UCB5</cusip>
        <identifiers>
          <isin value="US45031UCB52"/>
          <ticker value="STAR"/>
        </identifiers>
        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>348176.99</valUSD>
        <pctVal>0.1557151423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXACT SCIENCES CORPORATION</name>
        <lei>549300VM3X1FYD4N9Z14</lei>
        <title>EXAS 0.375 03/15/27</title>
        <cusip>30063PAB1</cusip>
        <identifiers>
          <isin value="US30063PAB13"/>
          <ticker value="EXAS"/>
        </identifiers>
        <balance>620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>681393.04</valUSD>
        <pctVal>0.3047393056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AVANGRID</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AVANGRID</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US05351W1036"/>
          <ticker value="AGR"/>
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        <balance>1639</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>81605.81</valUSD>
        <pctVal>0.0364965540</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AVANGRID INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>81605.81</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8119.44</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SERVICE C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SERVICE C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8175651046"/>
          <ticker value="SCI"/>
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        <balance>364</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15783.04</valUSD>
        <pctVal>0.0070586466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SERVICE CORP INTERNATIONAL" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <notionalAmt>15783.04</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1564.44</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ligand Pharmaceuticals Incorporated</name>
        <lei>5493008K7TB0IKP37H79</lei>
        <title>LGND 0.75 05/15/23</title>
        <cusip>53220KAF5</cusip>
        <identifiers>
          <isin value="US53220KAF57"/>
          <ticker value="LGND"/>
        </identifiers>
        <balance>796000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>725556.91</valUSD>
        <pctVal>0.3244907065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</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>Avaya Holdings Corp</name>
        <lei>549300NZS2OZN6Q63A60</lei>
        <title>AVYA 2.25 06/15/23</title>
        <cusip>05351XAB7</cusip>
        <identifiers>
          <isin value="US05351XAB73"/>
          <ticker value="AVYA"/>
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        <balance>334000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>285403</valUSD>
        <pctVal>0.1276407403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MARATHON</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MARATHON</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US56585A1025"/>
          <ticker value="MPC"/>
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        <balance>826</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>31553.2</valUSD>
        <pctVal>0.0141115328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MARATHON PETROLEUM CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-31.22</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SPIRIT AE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SPIRIT AE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8485741099"/>
          <ticker value="SPR"/>
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        <balance>-2401</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46987.57</valUSD>
        <pctVal>-0.0210142438</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SPIRIT AEROSYSTEMS HOLD-CL A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-46987.57</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>11954.59</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SCIENTIFI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SCIENTIFI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US80874P1093"/>
          <ticker value="SGMS"/>
        </identifiers>
        <balance>-649</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11402.93</valUSD>
        <pctVal>-0.0050997306</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SCIENTIFIC GAMES CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-11402.93</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-896.04</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG VMWARE IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG VMWARE IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9285634021"/>
          <ticker value="VMW"/>
        </identifiers>
        <balance>-456</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-63935.76</valUSD>
        <pctVal>-0.0285939802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VMWARE INC-CLASS A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-63935.76</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-235.14</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG COMCAST C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG COMCAST C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US20030N1019"/>
          <ticker value="CMCSA"/>
        </identifiers>
        <balance>-4081</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-174666.8</valUSD>
        <pctVal>-0.0781162064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COMCAST CORP-CLASS A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-174666.8</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3390.55</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG OLIN CORP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG OLIN CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6806652052"/>
          <ticker value="OLN"/>
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        <balance>-15921</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-178952.04</valUSD>
        <pctVal>-0.0800326936</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OLIN CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-178952.04</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2999.45</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CANADIAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CANADIAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA1363851017"/>
          <ticker value="CNQ"/>
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        <balance>-7520</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-132803.2</valUSD>
        <pctVal>-0.0593935549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CANADIAN NATURAL RESOURCES" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-132803.2</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4213.14</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG DELL TECH</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DELL TECH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US24703L2025"/>
          <ticker value="DELL"/>
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        <balance>-5041</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-301603.03</valUSD>
        <pctVal>-0.1348858772</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DELL TECHNOLOGIES -C" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-301603.03</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-22099.27</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Invitae Corporation</name>
        <lei>549300MYI59DZW1WIX92</lei>
        <title>NVTA 2 09/01/24</title>
        <cusip>46185LAA1</cusip>
        <identifiers>
          <isin value="US46185LAA17"/>
          <ticker value="NVTA"/>
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        <balance>551000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>671480.34</valUSD>
        <pctVal>0.3003060503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Zillow Group Inc</name>
        <lei>2549002XEELQDIR6FU05</lei>
        <title>Z 2.75 05/15/25</title>
        <cusip>98954MAH4</cusip>
        <identifiers>
          <isin value="US98954MAH43"/>
          <ticker value="Z"/>
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        <balance>642000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>842068.62</valUSD>
        <pctVal>0.3765982208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Bilibili Inc</name>
        <lei>5493008V60M52L3PIS45</lei>
        <title>BILI 1.25 06/15/27 144A</title>
        <cusip>090040AC0</cusip>
        <identifiers>
          <isin value="US090040AC09"/>
          <ticker value="BILI"/>
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        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>412266.52</valUSD>
        <pctVal>0.1843778930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</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>Splunk Inc</name>
        <lei>549300XGDSGBP6UEI867</lei>
        <title>SPLK 1.125 06/15/27</title>
        <cusip>848637AE4</cusip>
        <identifiers>
          <isin value="US848637AE49"/>
          <ticker value="SPLK"/>
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        <balance>167000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189009.64</valUSD>
        <pctVal>0.0845307525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</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>CFD_EQS FIN LEG YUM BRAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG YUM BRAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9884981013"/>
          <ticker value="YUM"/>
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        <balance>2778</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>252936.9</valUSD>
        <pctVal>0.1131209313</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="YUM! BRANDS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <curCd>USD</curCd>
            <unrealizedAppr>10406.23</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG GAP INC/T</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG GAP INC/T</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US3647601083"/>
          <ticker value="GPS"/>
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        <balance>-1175</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15709.75</valUSD>
        <pctVal>-0.0070258691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-15709.75</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-516.33</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wisdomtree Invts I</name>
        <lei>549300WIU8IS7UFO7871</lei>
        <title>WETF 4.25 06/15/23</title>
        <cusip>97717PAA2</cusip>
        <identifiers>
          <isin value="US97717PAA21"/>
          <ticker value="WETF"/>
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        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227372.92</valUSD>
        <pctVal>0.1016879564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>International Business Machines Corporation</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>International Business Machines Corporation COM</title>
        <cusip>459200101</cusip>
        <identifiers>
          <isin value="US4592001014"/>
          <ticker value="IBM"/>
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        <balance>776</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95401.44</valUSD>
        <pctVal>0.0426663715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG VISTRA EN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG VISTRA EN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US92840M1027"/>
          <ticker value="VST"/>
        </identifiers>
        <balance>13496</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>251835.36</valUSD>
        <pctVal>0.1126282897</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VISTRA ENERGY CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>251835.36</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-10383.35</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG TESLA INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TESLA INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US88160R1014"/>
          <ticker value="TSLA"/>
        </identifiers>
        <balance>-22</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-31476.72</valUSD>
        <pctVal>-0.0140773287</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TESLA INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-31476.72</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1370.58</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>Amgen Inc. COM</title>
        <cusip>031162100</cusip>
        <identifiers>
          <isin value="US0311621009"/>
          <ticker value="AMGN"/>
        </identifiers>
        <balance>375</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91751.25</valUSD>
        <pctVal>0.0410338976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Archer-Daniels-Midland Company</name>
        <lei>549300LO13MQ9HYSTR83</lei>
        <title>Archer-Daniels-Midland Company COM</title>
        <cusip>039483102</cusip>
        <identifiers>
          <isin value="US0394831020"/>
          <ticker value="ADM"/>
        </identifiers>
        <balance>584</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25012.72</valUSD>
        <pctVal>0.0111864350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ameren Corporation</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>Ameren Corporation COM</title>
        <cusip>023608102</cusip>
        <identifiers>
          <isin value="US0236081024"/>
          <ticker value="AEE"/>
        </identifiers>
        <balance>1209</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97010.16</valUSD>
        <pctVal>0.0433858391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Automatic Data Processing, Inc.</name>
        <lei>HGBOLILQXWER4SAL2I23</lei>
        <title>Automatic Data Processing, Inc. COM</title>
        <cusip>053015103</cusip>
        <identifiers>
          <isin value="US0530151036"/>
          <ticker value="ADP"/>
        </identifiers>
        <balance>617</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82005.47</valUSD>
        <pctVal>0.0366752939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AMERISOUR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMERISOUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US03073E1055"/>
          <ticker value="ABC"/>
        </identifiers>
        <balance>-1845</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-184850.55</valUSD>
        <pctVal>-0.0826706834</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AMERISOURCEBERGEN CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-184850.55</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2572.48</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG EXPEDIA G</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EXPEDIA G</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US30212P3038"/>
          <ticker value="EXPE"/>
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        <balance>-4717</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-382124.17</valUSD>
        <pctVal>-0.1708973344</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EXPEDIA GROUP INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-382124.17</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>17735.75</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Parcel Service, Inc.</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>United Parcel Service, Inc. CL B</title>
        <cusip>911312106</cusip>
        <identifiers>
          <isin value="US9113121068"/>
          <ticker value="UPS"/>
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        <balance>808</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115350.08</valUSD>
        <pctVal>0.0515879987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cisco Systems, Inc.</name>
        <lei>8E6NF1YAL0WT6CWXXV93</lei>
        <title>Cisco Systems, Inc. COM</title>
        <cusip>17275R102</cusip>
        <identifiers>
          <isin value="US17275R1023"/>
          <ticker value="CSCO"/>
        </identifiers>
        <balance>2017</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95000.7</valUSD>
        <pctVal>0.0424871486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Packaging Corporation of America</name>
        <lei>549300XZP8MFZFY8TJ84</lei>
        <title>Packaging Corporation of America COM</title>
        <cusip>695156109</cusip>
        <identifiers>
          <isin value="US6951561090"/>
          <ticker value="PKG"/>
        </identifiers>
        <balance>926</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89007.12</valUSD>
        <pctVal>0.0398066407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Consolidated Edison, Inc.</name>
        <lei>54930033SBW53OO8T749</lei>
        <title>Consolidated Edison, Inc. COM</title>
        <cusip>209115104</cusip>
        <identifiers>
          <isin value="US2091151041"/>
          <ticker value="ED"/>
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        <balance>1259</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96728.97</valUSD>
        <pctVal>0.0432600825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CMS Energy Corporation</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS Energy Corporation COM</title>
        <cusip>125896100</cusip>
        <identifiers>
          <isin value="US1258961002"/>
          <ticker value="CMS"/>
        </identifiers>
        <balance>1537</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98644.66</valUSD>
        <pctVal>0.0441168363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Omnicom Group Inc</name>
        <lei>HKUPACFHSSASQK8HLS17</lei>
        <title>Omnicom Group Inc COM</title>
        <cusip>681919106</cusip>
        <identifiers>
          <isin value="US6819191064"/>
          <ticker value="OMC"/>
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        <balance>422</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22674.06</valUSD>
        <pctVal>0.0101405164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Xcel Energy Inc</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>Xcel Energy Inc COM</title>
        <cusip>98389B100</cusip>
        <identifiers>
          <isin value="US98389B1008"/>
          <ticker value="XEL"/>
        </identifiers>
        <balance>1436</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99141.44</valUSD>
        <pctVal>0.0443390111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXACT SCIENCES CORPORATION</name>
        <lei>549300VM3X1FYD4N9Z14</lei>
        <title>EXACT SCIENCES CORPORATION COM</title>
        <cusip>30063P105</cusip>
        <identifiers>
          <isin value="US30063P1057"/>
          <ticker value="EXAS"/>
        </identifiers>
        <balance>-3596</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-340721</valUSD>
        <pctVal>-0.1523806010</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG VIACOMCBS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG VIACOMCBS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US92556H2067"/>
          <ticker value="VIAC"/>
        </identifiers>
        <balance>-7740</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-201781.8</valUSD>
        <pctVal>-0.0902428437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VIACOMCBS INC - CLASS B" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-201781.8</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-21429.80</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG NEWELL BR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NEWELL BR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6512291062"/>
          <ticker value="NWL"/>
        </identifiers>
        <balance>3022</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>49560.8</valUSD>
        <pctVal>0.0221650690</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NEWELL BRANDS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>49560.8</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1790.71</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>II-VI Incorporated</name>
        <lei>549300O5C25A0MMHHU33</lei>
        <title>II-VI Incorporated COM</title>
        <cusip>902104108</cusip>
        <identifiers>
          <isin value="US9021041085"/>
          <ticker value="IIVI"/>
        </identifiers>
        <balance>-9443</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-478948.96</valUSD>
        <pctVal>-0.2142002705</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National Fuel Gas Company</name>
        <lei>8JB38FFW1Y3C1HM8E841</lei>
        <title>National Fuel Gas Company COM</title>
        <cusip>636180101</cusip>
        <identifiers>
          <isin value="US6361801011"/>
          <ticker value="NFG"/>
        </identifiers>
        <balance>2074</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84142.18</valUSD>
        <pctVal>0.0376308944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NCR Corporation</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR Corporation COM</title>
        <cusip>62886E108</cusip>
        <identifiers>
          <isin value="US62886E1082"/>
          <ticker value="NCR"/>
        </identifiers>
        <balance>-7358</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-135607.94</valUSD>
        <pctVal>-0.0606479184</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Royal Caribbean Cruises Ltd.</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>Royal Caribbean Cruises Ltd. COM USD0.01</title>
        <cusip>V7780T103</cusip>
        <identifiers>
          <isin value="LR0008862868"/>
          <ticker value="RCL"/>
        </identifiers>
        <balance>-4791</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-233369.61</valUSD>
        <pctVal>-0.1043698552</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Southwest Airlines Co.</name>
        <lei>UDTZ87G0STFETI6HGH41</lei>
        <title>Southwest Airlines Co. COM</title>
        <cusip>844741108</cusip>
        <identifiers>
          <isin value="US8447411088"/>
          <ticker value="LUV"/>
        </identifiers>
        <balance>-9485</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-292991.65</valUSD>
        <pctVal>-0.1310346111</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dick's Sporting Goods, Inc.</name>
        <lei>529900SSBV5I4LWSK313</lei>
        <title>Dick's Sporting Goods, Inc. COM</title>
        <cusip>253393102</cusip>
        <identifiers>
          <isin value="US2533931026"/>
          <ticker value="DKS"/>
        </identifiers>
        <balance>-7870</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-359029.4</valUSD>
        <pctVal>-0.1605686639</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG GOODYEAR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG GOODYEAR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US3825501014"/>
          <ticker value="GT"/>
        </identifiers>
        <balance>13346</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>120247.46</valUSD>
        <pctVal>0.0537782532</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GOODYEAR TIRE &amp; RUBBER CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>120247.46</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1065.84</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG EXXON MOB</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EXXON MOB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US30231G1022"/>
          <ticker value="XOM"/>
        </identifiers>
        <balance>-6254</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-263168.32</valUSD>
        <pctVal>-0.1176967277</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EXXON MOBIL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-263168.32</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8919.70</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG GENERAL E</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG GENERAL E</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US3696041033"/>
          <ticker value="GE"/>
        </identifiers>
        <balance>-32379</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-196540.53</valUSD>
        <pctVal>-0.0878987913</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GENERAL ELECTRIC CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-196540.53</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>26018.25</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AT&amp;T INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AT&amp;T INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US00206R1023"/>
          <ticker value="T"/>
        </identifiers>
        <balance>-8225</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-243295.5</valUSD>
        <pctVal>-0.1088090094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AT&amp;T INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-243295.5</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6896.55</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vishay Intertechnology, Inc.</name>
        <lei>5493009O8F3QQJTCQR75</lei>
        <title>Vishay Intertechnology, Inc. COM</title>
        <cusip>928298108</cusip>
        <identifiers>
          <isin value="US9282981086"/>
          <ticker value="VSH"/>
        </identifiers>
        <balance>-4194</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-65803.86</valUSD>
        <pctVal>-0.0294294503</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Winnebago Inds Inc</name>
        <lei>549300B7OYKYJLTE3G11</lei>
        <title>Winnebago Inds Inc COM</title>
        <cusip>974637100</cusip>
        <identifiers>
          <isin value="US9746371007"/>
          <ticker value="WGO"/>
        </identifiers>
        <balance>-4756</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-287309.96</valUSD>
        <pctVal>-0.1284935897</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WALMART I</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WALMART I</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9311421039"/>
          <ticker value="WMT"/>
        </identifiers>
        <balance>1963</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>254012.2</valUSD>
        <pctVal>0.1136018376</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WALMART INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>254012.2</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7297.28</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ENTERGY C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ENTERGY C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US29364G1031"/>
          <ticker value="ETR"/>
        </identifiers>
        <balance>-1952</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-205213.76</valUSD>
        <pctVal>-0.0917777187</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ENTERGY CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-205213.76</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-16074.33</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PennyMac Mortgage Investment Trust</name>
        <lei>549300BSSOQO1ZWDUJ97</lei>
        <title>PennyMac Mortgage Investment Trust COM</title>
        <cusip>70931T103</cusip>
        <identifiers>
          <isin value="US70931T1034"/>
          <ticker value="PMT"/>
        </identifiers>
        <balance>-2172</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-40942.2</valUSD>
        <pctVal>-0.0183105739</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merck &amp; Co., Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>Merck &amp; Co., Inc COM</title>
        <cusip>58933Y105</cusip>
        <identifiers>
          <isin value="US58933Y1055"/>
          <ticker value="MRK"/>
        </identifiers>
        <balance>1178</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94522.72</valUSD>
        <pctVal>0.0422733817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chefs Warehouse In</name>
        <lei>549300JYEDC8C547E980</lei>
        <title>Chefs Warehouse In COM</title>
        <cusip>163086101</cusip>
        <identifiers>
          <isin value="US1630861011"/>
          <ticker value="CHEF"/>
        </identifiers>
        <balance>-7197</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-82981.41</valUSD>
        <pctVal>-0.0371117634</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J2 Global, Inc.</name>
        <lei>5493008OJYGLHD7MXA18</lei>
        <title>J2 Global, Inc. COM</title>
        <cusip>48123V102</cusip>
        <identifiers>
          <isin value="US48123V1026"/>
          <ticker value="JCOM"/>
        </identifiers>
        <balance>-2950</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-167324</valUSD>
        <pctVal>-0.0748322871</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AES CORP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AES CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US00130H1059"/>
          <ticker value="AES"/>
        </identifiers>
        <balance>-3441</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-52406.43</valUSD>
        <pctVal>-0.0234377197</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AES CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-52406.43</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1399.13</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MARATHON</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MARATHON</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5658491064"/>
          <ticker value="MRO"/>
        </identifiers>
        <balance>35297</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>193780.53</valUSD>
        <pctVal>0.0866644369</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MARATHON OIL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>193780.53</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6556.75</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AES CORP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AES CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US00130H1059"/>
          <ticker value="AES"/>
        </identifiers>
        <balance>-18358</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-279592.34</valUSD>
        <pctVal>-0.1250420397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AES CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-279592.34</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2947.73</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SIX FLAGS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SIX FLAGS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US83001A1025"/>
          <ticker value="SIX"/>
        </identifiers>
        <balance>848</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14746.72</valUSD>
        <pctVal>0.0065951733</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SIX FLAGS ENTERTAINMENT CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>14746.72</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1495.98</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Splunk Inc</name>
        <lei>549300XGDSGBP6UEI867</lei>
        <title>Splunk Inc COM</title>
        <cusip>848637104</cusip>
        <identifiers>
          <isin value="US8486371045"/>
          <ticker value="SPLK"/>
        </identifiers>
        <balance>-334</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-70079.88</valUSD>
        <pctVal>-0.0313418141</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NanoString Technologies Inc.</name>
        <lei>549300G4CK0Y3WRDMY89</lei>
        <title>NanoString Technologies Inc. COM</title>
        <cusip>63009R109</cusip>
        <identifiers>
          <isin value="US63009R1095"/>
          <ticker value="NSTG"/>
        </identifiers>
        <balance>-4471</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-161447.81</valUSD>
        <pctVal>-0.0722042795</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BOSTON PR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BOSTON PR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1011211018"/>
          <ticker value="BXP"/>
        </identifiers>
        <balance>1460</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>130071.4</valUSD>
        <pctVal>0.0581718124</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BOSTON PROPERTIES INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>130071.4</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1420.67</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG QUALCOMM</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG QUALCOMM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7475251036"/>
          <ticker value="QCOM"/>
        </identifiers>
        <balance>554</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>58507.94</valUSD>
        <pctVal>0.0261664971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="QUALCOMM INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>58507.94</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6755.46</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG STEEL DYN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG STEEL DYN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8581191009"/>
          <ticker value="STLD"/>
        </identifiers>
        <balance>2498</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>68470.18</valUSD>
        <pctVal>0.0306219082</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="STEEL DYNAMICS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>68470.18</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4371.52</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PARKER HA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PARKER HA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7010941042"/>
          <ticker value="PH"/>
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        <balance>486</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>86955.12</valUSD>
        <pctVal>0.0388889251</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PARKER HANNIFIN CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>86955.12</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1551.11</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CME GROUP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CME GROUP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US12572Q1058"/>
          <ticker value="CME"/>
        </identifiers>
        <balance>575</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>95553.5</valUSD>
        <pctVal>0.0427343773</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CME GROUP INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>95553.5</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-860.34</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MACY'S IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MACY'S IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US55616P1049"/>
          <ticker value="M"/>
        </identifiers>
        <balance>-1232</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7465.92</valUSD>
        <pctVal>-0.0033389823</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-784.600000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MACY'S INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-7465.92</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1389.09</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ENCOMPASS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ENCOMPASS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US29261A1007"/>
          <ticker value="EHC"/>
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        <balance>-1904</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-129624.32</valUSD>
        <pctVal>-0.0579718649</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ENCOMPASS HEALTH CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-129624.32</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5377.27</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG EBAY INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EBAY INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2786421030"/>
          <ticker value="EBAY"/>
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        <balance>3466</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>191600.48</valUSD>
        <pctVal>0.0856894535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EBAY INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>191600.48</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3487.90</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FireEye Inc</name>
        <lei>549300E9D2UJUFLLY524</lei>
        <title>FEYE 1.625 06/01/35 B</title>
        <cusip>31816QAD3</cusip>
        <identifiers>
          <isin value="US31816QAD34"/>
          <ticker value="FEYE"/>
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        <balance>18000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17284.08</valUSD>
        <pctVal>0.0077299565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Colony Capital Inc</name>
        <lei>549300XG87L902AGBO89</lei>
        <title>Colony Capital Inc CL A COM</title>
        <cusip>19626G108</cusip>
        <identifiers>
          <isin value="US19626G1085"/>
          <ticker value="CLNY"/>
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        <balance>-22588</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-43368.96</valUSD>
        <pctVal>-0.0193958934</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Workday Inc</name>
        <lei>549300J0DYC0N31V7G13</lei>
        <title>WDAY 0.25 10/01/22</title>
        <cusip>98138HAF8</cusip>
        <identifiers>
          <isin value="US98138HAF82"/>
          <ticker value="WDAY"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>282372.96</valUSD>
        <pctVal>0.1262856159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</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>Weibo Corporation</name>
        <lei>549300Q9ID4640FE0422</lei>
        <title>WB 1.25 11/15/22</title>
        <cusip>948596AC5</cusip>
        <identifiers>
          <isin value="US948596AC55"/>
          <ticker value="WB"/>
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        <balance>283000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267774.2</valUSD>
        <pctVal>0.1197566147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRG Energy, Inc.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG 2.75 06/01/48</title>
        <cusip>629377CG5</cusip>
        <identifiers>
          <isin value="US629377CG50"/>
          <ticker value="NRG"/>
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        <balance>651000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>681945.93</valUSD>
        <pctVal>0.3049865745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Envestnet Inc</name>
        <lei>549300HLWZ5OKIDM8737</lei>
        <title>ENV 1.75 06/01/23</title>
        <cusip>29404KAB2</cusip>
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          <isin value="US29404KAB26"/>
          <ticker value="ENV"/>
        </identifiers>
        <balance>477000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>632181.78</valUSD>
        <pctVal>0.2827305613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HYATT HOT</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HYATT HOT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4485791028"/>
          <ticker value="H"/>
        </identifiers>
        <balance>1631</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>78288</valUSD>
        <pctVal>0.0350127303</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HYATT HOTELS CORP - CL A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>78288</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9239.27</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MASTERCAR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MASTERCAR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US57636Q1040"/>
          <ticker value="MA"/>
        </identifiers>
        <balance>-22</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6787.66</valUSD>
        <pctVal>-0.0030356441</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MASTERCARD INC - A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-6787.66</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-66.05</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Encore Capital Group Inc.</name>
        <lei>5493000UVC6H49CIH830</lei>
        <title>Encore Capital Group Inc. COM</title>
        <cusip>292554102</cusip>
        <identifiers>
          <isin value="US2925541029"/>
          <ticker value="ECPG"/>
        </identifiers>
        <balance>-6281</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-229444.93</valUSD>
        <pctVal>-0.1026146211</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cheniere Energy Inc</name>
        <lei>MIHC87W9WTYSYZWV1J40</lei>
        <title>Cheniere Energy Inc COM NEW</title>
        <cusip>16411R208</cusip>
        <identifiers>
          <isin value="US16411R2085"/>
          <ticker value="LNG"/>
        </identifiers>
        <balance>-654</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-32359.92</valUSD>
        <pctVal>-0.0144723221</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ALEXANDRI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ALEXANDRI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0152711091"/>
          <ticker value="ARE"/>
        </identifiers>
        <balance>-1054</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-187137.7</valUSD>
        <pctVal>-0.0836935651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALEXANDRIA REAL ESTATE EQUIT" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-187137.7</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-14062.28</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LINCOLN N</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LINCOLN N</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5341871094"/>
          <ticker value="LNC"/>
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        <balance>5767</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>214936.09</valUSD>
        <pctVal>0.0961258348</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LINCOLN NATIONAL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>214936.09</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>130.58</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HALLIBURT</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HALLIBURT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4062161017"/>
          <ticker value="HAL"/>
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        <balance>9130</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>130832.9</valUSD>
        <pctVal>0.0585123780</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HALLIBURTON CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-11</terminationDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG RYDER SYS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG RYDER SYS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7835491082"/>
          <ticker value="R"/>
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        <balance>-1871</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-68534.73</valUSD>
        <pctVal>-0.0306507769</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-68534.73</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>11059.93</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F030694</cusip>
        <identifiers>
          <isin value="US01F0306948"/>
          <ticker value="FNMA"/>
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        <balance>791000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>834910.95</valUSD>
        <pctVal>0.3733970971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>NRG Energy, Inc.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy, Inc. COM NEW</title>
        <cusip>629377508</cusip>
        <identifiers>
          <isin value="US6293775085"/>
          <ticker value="NRG"/>
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        <balance>-6345</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-214524.45</valUSD>
        <pctVal>-0.0959417371</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Liberty Media Corporation</name>
        <lei>549300SZUIU7Z32Q0664</lei>
        <title>LINTA 3.5 01/15/31</title>
        <cusip>530715AN1</cusip>
        <identifiers>
          <isin value="US530715AN13"/>
          <ticker value="LINTA"/>
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        <balance>253386.06</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186876.64</valUSD>
        <pctVal>0.0835768113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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>
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      </invstOrSec>
      <invstOrSec>
        <name>Ligand Pharmaceuticals Incorporated</name>
        <lei>5493008K7TB0IKP37H79</lei>
        <title>Ligand Pharmaceuticals Incorporated COM NEW</title>
        <cusip>53220K504</cusip>
        <identifiers>
          <isin value="US53220K5048"/>
          <ticker value="LGND"/>
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        <balance>-637</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-74643.66</valUSD>
        <pctVal>-0.0333828727</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sabre Corporation</name>
        <lei>529900VKCYZW8GZ4WW58</lei>
        <title>Sabre Corporation COM</title>
        <cusip>78573M104</cusip>
        <identifiers>
          <isin value="US78573M1045"/>
          <ticker value="SABR"/>
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        <balance>-34267</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-259058.52</valUSD>
        <pctVal>-0.1158587025</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Theravance Biopharma Inc</name>
        <lei>5493007VTSXP4Z6MIW52</lei>
        <title>Theravance Biopharma Inc COM USD0.00001 WHEN ISSUED</title>
        <cusip>G8807B106</cusip>
        <identifiers>
          <isin value="KYG8807B1068"/>
          <ticker value="TBPH"/>
        </identifiers>
        <balance>-4964</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-96400.88</valUSD>
        <pctVal>-0.0431133509</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F030678</cusip>
        <identifiers>
          <isin value="US01F0306781"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>176000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186336.46</valUSD>
        <pctVal>0.0833352267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H032688</cusip>
        <identifiers>
          <isin value="US21H0326882"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>675000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>709989.26</valUSD>
        <pctVal>0.3175283887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BOEING CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BOEING CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0970231058"/>
          <ticker value="BA"/>
        </identifiers>
        <balance>-1641</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-259278</valUSD>
        <pctVal>-0.1159568605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BOEING CO/THE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-259278</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>40470.46</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG DELTA AIR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DELTA AIR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2473617023"/>
          <ticker value="DAL"/>
        </identifiers>
        <balance>-7814</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-195115.58</valUSD>
        <pctVal>-0.0872615112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DELTA AIR LINES INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-195115.58</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>24497.14</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>New Relic Inc</name>
        <lei>549300AB8FY2HQILL804</lei>
        <title>New Relic Inc COM</title>
        <cusip>64829B100</cusip>
        <identifiers>
          <isin value="US64829B1008"/>
          <ticker value="NEWR"/>
        </identifiers>
        <balance>-2269</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-160894.79</valUSD>
        <pctVal>-0.0719569525</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fitbit Incorporation</name>
        <lei>549300GYQQ375BZPXK02</lei>
        <title>Fitbit Incorporation CL A</title>
        <cusip>33812L102</cusip>
        <identifiers>
          <isin value="US33812L1026"/>
          <ticker value="FIT"/>
        </identifiers>
        <balance>97899</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>640259.46</valUSD>
        <pctVal>0.2863431409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fortive Corporation</name>
        <lei>549300MU9YQJYHDQEF63</lei>
        <title>Fortive Corporation MANDATORY CONVERTIBLE PREFERRED STOCK SERIES A</title>
        <cusip>34959J207</cusip>
        <identifiers>
          <isin value="US34959J2078"/>
          <ticker value="FTV"/>
        </identifiers>
        <balance>347</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>306824.34</valUSD>
        <pctVal>0.1372210029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Health Catalyst Incorporation</name>
        <lei>N/A</lei>
        <title>Health Catalyst Incorporation COM</title>
        <cusip>42225T107</cusip>
        <identifiers>
          <isin value="US42225T1079"/>
          <ticker value="HCAT"/>
        </identifiers>
        <balance>-3391</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-118345.9</valUSD>
        <pctVal>-0.0529278189</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CHARTER C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CHARTER C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US16119P1084"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>-236</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-136880</valUSD>
        <pctVal>-0.0612168216</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHARTER COMMUNICATIONS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-136880</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6459.84</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG NORDSTROM</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NORDSTROM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6556641008"/>
          <ticker value="JWN"/>
        </identifiers>
        <balance>-17497</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-239533.93</valUSD>
        <pctVal>-0.1071267231</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NORDSTROM INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-239533.93</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>34728.28</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERITOR INC</name>
        <lei>5LTG829X630QFHTFBO82</lei>
        <title>MERITOR INC COM</title>
        <cusip>59001K100</cusip>
        <identifiers>
          <isin value="US59001K1007"/>
          <ticker value="MTOR"/>
        </identifiers>
        <balance>-3903</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-88793.25</valUSD>
        <pctVal>-0.0397109917</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wisdomtree Invts I</name>
        <lei>549300WIU8IS7UFO7871</lei>
        <title>Wisdomtree Invts I COM</title>
        <cusip>97717P104</cusip>
        <identifiers>
          <isin value="US97717P1049"/>
          <ticker value="WETF"/>
        </identifiers>
        <balance>-11907</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-42865.2</valUSD>
        <pctVal>-0.0191705969</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>II-VI Incorporated</name>
        <lei>549300O5C25A0MMHHU33</lei>
        <title>II-VI Incorporated 6.00% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK</title>
        <cusip>902104306</cusip>
        <identifiers>
          <isin value="US9021043065"/>
          <ticker value="IIVI"/>
        </identifiers>
        <balance>1277</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288638.91</valUSD>
        <pctVal>0.1290879358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Match Group Inc New</name>
        <lei>15OMOPB0A8K0EFUVD031</lei>
        <title>Match Group Inc New COM</title>
        <cusip>57667L107</cusip>
        <identifiers>
          <isin value="US57667L1070"/>
          <ticker value="MTCH"/>
        </identifiers>
        <balance>-5522.1552</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-567125.34</valUSD>
        <pctVal>-0.2536353795</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F050684</cusip>
        <identifiers>
          <isin value="US01F0506844"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>725000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>793112.84</valUSD>
        <pctVal>0.3547037348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-15YR</title>
        <cusip>01F040487</cusip>
        <identifiers>
          <isin value="US01F0404875"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211785.16</valUSD>
        <pctVal>0.0947166449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F040685</cusip>
        <identifiers>
          <isin value="US01F0406854"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>2670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2836457.81</valUSD>
        <pctVal>1.2685485948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F042681</cusip>
        <identifiers>
          <isin value="US01F0426811"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>325000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>349413.09</valUSD>
        <pctVal>0.1562679631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CH Robinson Worldw</name>
        <lei>529900WNWN5L0OVDHA79</lei>
        <title>CH Robinson Worldw COM NEW</title>
        <cusip>12541W209</cusip>
        <identifiers>
          <isin value="US12541W2098"/>
          <ticker value="CHRW"/>
        </identifiers>
        <balance>1165</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>109183.8</valUSD>
        <pctVal>0.0488302543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nuance Communications, Inc.</name>
        <lei>AEMSOT3SS15TNMJCE605</lei>
        <title>Nuance Communications, Inc. COM</title>
        <cusip>67020Y100</cusip>
        <identifiers>
          <isin value="US67020Y1001"/>
          <ticker value="NUAN"/>
        </identifiers>
        <balance>-10263</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-280693.05</valUSD>
        <pctVal>-0.1255343100</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Workday Inc</name>
        <lei>549300J0DYC0N31V7G13</lei>
        <title>Workday Inc CL A</title>
        <cusip>98138H101</cusip>
        <identifiers>
          <isin value="US98138H1014"/>
          <ticker value="WDAY"/>
        </identifiers>
        <balance>-1103</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-199554.76</valUSD>
        <pctVal>-0.0892468450</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chegg Inc</name>
        <lei>549300AKX7O8JG0O3G77</lei>
        <title>Chegg Inc COM</title>
        <cusip>163092109</cusip>
        <identifiers>
          <isin value="US1630921096"/>
          <ticker value="CHGG"/>
        </identifiers>
        <balance>-4189</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-339183.33</valUSD>
        <pctVal>-0.1516929091</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H050680</cusip>
        <identifiers>
          <isin value="US21H0506806"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243985.15</valUSD>
        <pctVal>0.1091174415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F030686</cusip>
        <identifiers>
          <isin value="US01F0306864"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26446.29</valUSD>
        <pctVal>0.0118275703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG L BRANDS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG L BRANDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5017971046"/>
          <ticker value="LB"/>
        </identifiers>
        <balance>-9350</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-228233.5</valUSD>
        <pctVal>-0.1020728335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="L BRANDS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-228233.5</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-58848.25</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG APACHE CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG APACHE CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0374111054"/>
          <ticker value="APA"/>
        </identifiers>
        <balance>22713</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>348644.55</valUSD>
        <pctVal>0.1559242491</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="APACHE CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>348644.55</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>34829.90</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F022683</cusip>
        <identifiers>
          <isin value="US01F0226831"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1722000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1809176.25</valUSD>
        <pctVal>0.8091176190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F032682</cusip>
        <identifiers>
          <isin value="US01F0326821"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1724000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1818011.88</valUSD>
        <pctVal>0.8130691765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Perficient Inc</name>
        <lei>549300HTBXKL2755T650</lei>
        <title>Perficient Inc COM</title>
        <cusip>71375U101</cusip>
        <identifiers>
          <isin value="US71375U1016"/>
          <ticker value="PRFT"/>
        </identifiers>
        <balance>-7263</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-284782.23</valUSD>
        <pctVal>-0.1273631134</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T Inc COM</title>
        <cusip>00206R102</cusip>
        <identifiers>
          <isin value="US00206R1023"/>
          <ticker value="T"/>
        </identifiers>
        <balance>3081</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91135.98</valUSD>
        <pctVal>0.0407587305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-15YR</title>
        <cusip>01F030488</cusip>
        <identifiers>
          <isin value="US01F0304885"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1525000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1600475.57</valUSD>
        <pctVal>0.7157804457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H030682</cusip>
        <identifiers>
          <isin value="US21H0306827"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1525000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1612627.93</valUSD>
        <pctVal>0.7212153438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LENNAR CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LENNAR CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5260571048"/>
          <ticker value="LEN"/>
        </identifiers>
        <balance>-1173</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-84866.55</valUSD>
        <pctVal>-0.0379548542</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LENNAR CORP-A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-11</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-84866.55</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4503.63</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ROGERS CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ROGERS CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA7751092007"/>
          <ticker value="RCI"/>
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        <balance>-3069</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-125337.96</valUSD>
        <pctVal>-0.0560548768</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ROGERS COMMUNICATIONS INC-B" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-125337.96</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1800.92</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Grubhub Inc</name>
        <lei>529900CR2K1AJ5W4RR39</lei>
        <title>Grubhub Inc COM</title>
        <cusip>400110102</cusip>
        <identifiers>
          <isin value="US4001101025"/>
          <ticker value="GRUB"/>
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        <balance>6527</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>471510.48</valUSD>
        <pctVal>0.2108735602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Radius Health Inc.</name>
        <lei>549300EV6I2M6E0YVT27</lei>
        <title>Radius Health Inc. COM NEW</title>
        <cusip>750469207</cusip>
        <identifiers>
          <isin value="US7504692077"/>
          <ticker value="RDUS"/>
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        <balance>-4128</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-51806.4</valUSD>
        <pctVal>-0.0231693684</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Farm Credit Banks</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>CAS 2017-C02 2B1</title>
        <cusip>30711XGQ1</cusip>
        <identifiers>
          <isin value="US30711XGQ16"/>
          <ticker value="FFCB"/>
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        <balance>214000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213999.47</valUSD>
        <pctVal>0.0957069504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.684500100000</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>Air Lease Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AL 3.375 07/01/25</title>
        <cusip>00914AAH5</cusip>
        <identifiers>
          <isin value="US00914AAH59"/>
          <ticker value="AL"/>
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        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55837.38</valUSD>
        <pctVal>0.0249721430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</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>Copa Holdings Sa</name>
        <lei>529900BB9UQJV6QQHA59</lei>
        <title>Copa Holdings Sa NPV CLASS 'A'</title>
        <cusip>P31076105</cusip>
        <identifiers>
          <isin value="PAP310761054"/>
          <ticker value="CPA"/>
        </identifiers>
        <balance>-5167</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-214120.48</valUSD>
        <pctVal>-0.0957610697</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Seagate Tech Plc</name>
        <lei>396PBGKP6TE3O062MS44</lei>
        <title>Seagate Tech Plc COM USD0.00001</title>
        <cusip>G7945M107</cusip>
        <identifiers>
          <isin value="IE00B58JVZ52"/>
          <ticker value="STX"/>
        </identifiers>
        <balance>1947</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88043.34</valUSD>
        <pctVal>0.0393756096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>Insmed Inc</name>
        <lei>529900Q55QAG41CCAC11</lei>
        <title>Insmed Inc COM PAR $.01</title>
        <cusip>457669307</cusip>
        <identifiers>
          <isin value="US4576693075"/>
          <ticker value="INSM"/>
        </identifiers>
        <balance>-5682</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-148413.84</valUSD>
        <pctVal>-0.0663750991</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sunpower Corporation</name>
        <lei>549300TXO070764WUH65</lei>
        <title>Sunpower Corporation COM</title>
        <cusip>867652406</cusip>
        <identifiers>
          <isin value="US8676524064"/>
          <ticker value="SPWR"/>
        </identifiers>
        <balance>-3359</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-31339.47</valUSD>
        <pctVal>-0.0140159464</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H042687</cusip>
        <identifiers>
          <isin value="US21H0426872"/>
          <ticker value="GNR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106792.97</valUSD>
        <pctVal>0.0477610037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-15YR</title>
        <cusip>01F032484</cusip>
        <identifiers>
          <isin value="US01F0324842"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>682398.44</valUSD>
        <pctVal>0.3051889505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>GLP Capital L.P. and GLP Financing II, Inc.</name>
        <lei>2549005PXW31DRW8EC44</lei>
        <title>GLPI 4 01/15/31</title>
        <cusip>361841AQ2</cusip>
        <identifiers>
          <isin value="US361841AQ25"/>
          <ticker value="GLPI"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77831.25</valUSD>
        <pctVal>0.0348084581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NetApp Inc.</name>
        <lei>QTX3D84DZDD5JYOCYH15</lei>
        <title>NTAP 1.875 06/22/25</title>
        <cusip>64110DAL8</cusip>
        <identifiers>
          <isin value="US64110DAL82"/>
          <ticker value="NTAP"/>
        </identifiers>
        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88112.66</valUSD>
        <pctVal>0.0394066115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Theravance Biopharma Inc</name>
        <lei>5493007VTSXP4Z6MIW52</lei>
        <title>TBPH 3.25 11/01/23</title>
        <cusip>88339KAA0</cusip>
        <identifiers>
          <isin value="US88339KAA07"/>
          <ticker value="TBPH"/>
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        <balance>322000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304692.5</valUSD>
        <pctVal>0.1362675804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Knowles Corporation</name>
        <lei>5493003EO323TDZQU148</lei>
        <title>KN 3.25 11/01/21</title>
        <cusip>49926DAB5</cusip>
        <identifiers>
          <isin value="US49926DAB55"/>
          <ticker value="KN"/>
        </identifiers>
        <balance>357000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378891</valUSD>
        <pctVal>0.1694513643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H022689</cusip>
        <identifiers>
          <isin value="US21H0226892"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>525000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>554695.31</valUSD>
        <pctVal>0.2480762991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-15YR</title>
        <cusip>01F022485</cusip>
        <identifiers>
          <isin value="US01F0224851"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1889356.1</valUSD>
        <pctVal>0.8449764411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northern Inst Fds</name>
        <lei>549300Y178DO5JBR1S04</lei>
        <title>Northern Inst Fds TREAS PRT PRMR</title>
        <cusip>665279873</cusip>
        <identifiers>
          <isin value="US6652798736"/>
          <ticker value="NTPXX"/>
        </identifiers>
        <balance>16732399.87</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16732399.87</valUSD>
        <pctVal>7.4832286480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2-30YR-Multi</title>
        <cusip>21H040681</cusip>
        <identifiers>
          <isin value="US21H0406817"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1575000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1671468.75</valUSD>
        <pctVal>0.7475307147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Virgin Media Sec Finance PLC</name>
        <lei>213800X3RLP4NOTPY579</lei>
        <title>VMED 4.5 08/15/30 144A</title>
        <cusip>92769XAR6</cusip>
        <identifiers>
          <isin value="US92769XAR61"/>
          <ticker value="VMED"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213980</valUSD>
        <pctVal>0.0956982428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>TMUS 1.5 02/15/26 144A</title>
        <cusip>87264ABG9</cusip>
        <identifiers>
          <isin value="US87264ABG94"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334649.7</valUSD>
        <pctVal>0.1496653344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sailpoint Technologies Holdings Inc</name>
        <lei>N/A</lei>
        <title>Sailpoint Technologies Holdings Inc COM</title>
        <cusip>78781P105</cusip>
        <identifiers>
          <isin value="US78781P1057"/>
          <ticker value="SAIL"/>
        </identifiers>
        <balance>-12602</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-396963</valUSD>
        <pctVal>-0.1775337021</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SFL Corporation Ltd</name>
        <lei>549300RLYYPSB0C7RH77</lei>
        <title>SFL Corporation Ltd COM USD0.01</title>
        <cusip>G7738W106</cusip>
        <identifiers>
          <isin value="BMG7738W1064"/>
          <ticker value="SFL"/>
        </identifiers>
        <balance>-11712</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-97326.72</valUSD>
        <pctVal>-0.0435274142</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gartner Incorporation</name>
        <lei>PP55B5R38BFB8O8HH686</lei>
        <title>IT 4.5 07/01/28 144A</title>
        <cusip>366651AC1</cusip>
        <identifiers>
          <isin value="US366651AC11"/>
          <ticker value="IT"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31500</valUSD>
        <pctVal>0.0140877402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Scientific Games International, Inc.</name>
        <lei>RLTHESQ0RNFQJWPBJN60</lei>
        <title>SGMS 8.625 07/01/25 144A</title>
        <cusip>80874YBG4</cusip>
        <identifiers>
          <isin value="US80874YBG44"/>
          <ticker value="SGMS"/>
        </identifiers>
        <balance>45000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45223.2</valUSD>
        <pctVal>0.0202251649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Eagle Outfitter</name>
        <lei>5299001Z9HXK01DHW793</lei>
        <title>American Eagle Outfitter COM</title>
        <cusip>02553E106</cusip>
        <identifiers>
          <isin value="US02553E1064"/>
          <ticker value="AEO"/>
        </identifiers>
        <balance>-46748</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-467480</valUSD>
        <pctVal>-0.2090710093</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>iStar Inc</name>
        <lei>QFFLKWYYS3UPWD86E794</lei>
        <title>iStar Inc COM</title>
        <cusip>45031U101</cusip>
        <identifiers>
          <isin value="US45031U1016"/>
          <ticker value="STAR"/>
        </identifiers>
        <balance>27237</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>316221.57</valUSD>
        <pctVal>0.1414237246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WLAKE 2020-2A B</title>
        <cusip>96042PAD4</cusip>
        <identifiers>
          <isin value="US96042PAD42"/>
          <ticker value="WLAKE"/>
        </identifiers>
        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261583.11</valUSD>
        <pctVal>0.1169877745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.320000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EQM MIDSTREAM PARTNERS LP</name>
        <lei>549300NELT611CL6XM83</lei>
        <title>EQM 6.5 07/01/27 144A</title>
        <cusip>26885BAH3</cusip>
        <identifiers>
          <isin value="US26885BAH33"/>
          <ticker value="EQM"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22052</valUSD>
        <pctVal>0.0098623126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG EPR PROPE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EPR PROPE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US26884U1097"/>
          <ticker value="EPR"/>
        </identifiers>
        <balance>-7938</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-227264.94</valUSD>
        <pctVal>-0.1016396645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EPR PROPERTIES" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-227264.94</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>27015.92</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CENTURYLI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CENTURYLI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1567001060"/>
          <ticker value="CTL"/>
        </identifiers>
        <balance>44143</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>425979.95</valUSD>
        <pctVal>0.1905109482</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CENTURYLINK INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>425979.95</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-7319.22</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MGIC INVE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MGIC INVE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5528481030"/>
          <ticker value="MTG"/>
        </identifiers>
        <balance>6509</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>53829.43</valUSD>
        <pctVal>0.0240741278</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MGIC INVESTMENT CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>53829.43</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1360.77</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MURPHY OI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MURPHY OI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6267171022"/>
          <ticker value="MUR"/>
        </identifiers>
        <balance>9676</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>127819.96</valUSD>
        <pctVal>0.0571649013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MURPHY OIL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>127819.96</notionalAmt>
            <curCd>USD</curCd>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Upjohn Inc</name>
        <lei>N/A</lei>
        <title>UPJOHN 1.125 06/22/22 144A</title>
        <cusip>91533BAA8</cusip>
        <identifiers>
          <isin value="US91533BAA89"/>
          <ticker value="UPJOHN"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70574.87</valUSD>
        <pctVal>0.0315631884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ViaSat, Inc.</name>
        <lei>UFC8NYMNFSYIHNSM2I38</lei>
        <title>VSAT 6.5 07/15/28 144A</title>
        <cusip>92552VAN0</cusip>
        <identifiers>
          <isin value="US92552VAN01"/>
          <ticker value="VSAT"/>
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        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118128</valUSD>
        <pctVal>0.0528303675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG EDISON IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EDISON IN</title>
        <cusip>000000000</cusip>
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          <isin value="US2810201077"/>
          <ticker value="EIX"/>
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        <balance>-4476</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-249178.92</valUSD>
        <pctVal>-0.1114402505</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-249178.92</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-721.84</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BRISTOL-M</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BRISTOL-M</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1101221083"/>
          <ticker value="BMY"/>
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        <balance>7310</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>428804.6</valUSD>
        <pctVal>0.1917742160</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG 3M CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG 3M CO</title>
        <cusip>000000000</cusip>
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          <isin value="US88579Y1010"/>
          <ticker value="MMM"/>
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        <balance>-1444</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-217278.68</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-11</terminationDt>
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            <notionalAmt>-217278.68</notionalAmt>
            <curCd>USD</curCd>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG XEROX HOL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG XEROX HOL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US98421M1062"/>
          <ticker value="XRX"/>
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        <balance>5096</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>84848.4</valUSD>
        <pctVal>0.0379467370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HANESBRAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HANESBRAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4103451021"/>
          <ticker value="HBI"/>
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        <balance>-336</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <name>CFD_EQS FIN LEG PACKAGING</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PACKAGING</title>
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          <isin value="US6951561090"/>
          <ticker value="PKG"/>
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        <units>NC</units>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>Caesars Entertainment Inc New</name>
        <lei>N/A</lei>
        <title>ERI 6.25 07/01/25 144A</title>
        <cusip>28470RAH5</cusip>
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          <isin value="US28470RAH57"/>
          <ticker value="ERI"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57371.88</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>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>STACR 2018-DNA1 B1</title>
        <cusip>3137G0UB3</cusip>
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          <isin value="US3137G0UB36"/>
          <ticker value="FHLMC"/>
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        <balance>300000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>iStar Inc</name>
        <lei>QFFLKWYYS3UPWD86E794</lei>
        <title>iStar Inc COM</title>
        <cusip>45031U101</cusip>
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          <isin value="US45031U1016"/>
          <ticker value="STAR"/>
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        <balance>-38681</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-449086.41</valUSD>
        <pctVal>-0.2008448468</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OSI Systems Inc</name>
        <lei>DDX3MPX1Y8YD30050X33</lei>
        <title>OSI Systems Inc COM</title>
        <cusip>671044105</cusip>
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          <isin value="US6710441055"/>
          <ticker value="OSIS"/>
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        <balance>-1851</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-131346.96</valUSD>
        <pctVal>-0.0587422809</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Upjohn Inc</name>
        <lei>N/A</lei>
        <title>UPJOHN 2.7 06/22/30 144A</title>
        <cusip>91533BAD2</cusip>
        <identifiers>
          <isin value="US91533BAD29"/>
          <ticker value="UPJOHN"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10649.63</valUSD>
        <pctVal>0.0047628324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 2.75 06/20/25</title>
        <cusip>37045XCX2</cusip>
        <identifiers>
          <isin value="US37045XCX21"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139290.64</valUSD>
        <pctVal>0.0622949317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG TESLA INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TESLA INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US88160R1014"/>
          <ticker value="TSLA"/>
        </identifiers>
        <balance>-188</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-268982.88</valUSD>
        <pctVal>-0.1202971725</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TESLA INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-268982.88</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>20034.23</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CIGNA COR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CIGNA COR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1255231003"/>
          <ticker value="CI"/>
        </identifiers>
        <balance>-23</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3971.87</valUSD>
        <pctVal>-0.0017763388</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CIGNA CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-3971.87</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>191.77</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MARRIOTT</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MARRIOTT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5719032022"/>
          <ticker value="MAR"/>
        </identifiers>
        <balance>-184</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15423.8</valUSD>
        <pctVal>-0.0068979837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MARRIOTT INTERNATIONAL -CL A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-15423.8</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1188.47</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG DISH NETW</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DISH NETW</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US25470M1099"/>
          <ticker value="DISH"/>
        </identifiers>
        <balance>-19111</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-613654.21</valUSD>
        <pctVal>-0.2744444790</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DISH NETWORK CORP-A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-28</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-613654.21</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1215.99</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BOYD GAMI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BOYD GAMI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1033041013"/>
          <ticker value="BYD"/>
        </identifiers>
        <balance>-2416</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-57186.72</valUSD>
        <pctVal>-0.0255756081</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BOYD GAMING CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-57186.72</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4425.70</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BOSTON SC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BOSTON SC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1011371077"/>
          <ticker value="BSX"/>
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        <balance>-3220</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-124195.4</valUSD>
        <pctVal>-0.0555438898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-6312.76</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Upjohn Inc</name>
        <lei>N/A</lei>
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        <cusip>91533BAB6</cusip>
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          <isin value="US91533BAB62"/>
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        <balance>30000</balance>
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        <curCd>USD</curCd>
        <valUSD>30872.54</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.650000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Farm Credit Banks</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>CAS 2018-C02 2B1</title>
        <cusip>30711XC44</cusip>
        <identifiers>
          <isin value="US30711XC442"/>
          <ticker value="FFCB"/>
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        <balance>325000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295928.36</valUSD>
        <pctVal>0.1323479954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.184500500000</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>CFD_EQS FIN LEG ADVANCED</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ADVANCED</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0079031078"/>
          <ticker value="AMD"/>
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        <balance>4486</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>347350.98</valUSD>
        <pctVal>0.1553457259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG UNDER ARM</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UNDER ARM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9043111072"/>
          <ticker value="UAA"/>
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        <balance>-1860</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19567.2</valUSD>
        <pctVal>-0.0087510359</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-19567.2</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-392.09</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Iron Mountain Incorporated</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>IRM 5.25 07/15/30 144A</title>
        <cusip>46284VAJ0</cusip>
        <identifiers>
          <isin value="US46284VAJ08"/>
          <ticker value="IRM"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41950</valUSD>
        <pctVal>0.0187612921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENERGIZER HOLDINGS INC</name>
        <lei>5493000D6NN0V57UME20</lei>
        <title>ENR 4.75 06/15/28 144A</title>
        <cusip>29272WAC3</cusip>
        <identifiers>
          <isin value="US29272WAC38"/>
          <ticker value="ENR"/>
        </identifiers>
        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37541</valUSD>
        <pctVal>0.0167894557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jazz Investments I LTD</name>
        <lei>N/A</lei>
        <title>JAZZ 1.5 08/15/24</title>
        <cusip>472145AD3</cusip>
        <identifiers>
          <isin value="US472145AD36"/>
          <ticker value="JAZZ"/>
        </identifiers>
        <balance>719000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>678106.88</valUSD>
        <pctVal>0.3032696368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pra Group Inc</name>
        <lei>549300Q5HW3JSSB86K27</lei>
        <title>PRAA 3.5 06/01/23</title>
        <cusip>69354NAB2</cusip>
        <identifiers>
          <isin value="US69354NAB29"/>
          <ticker value="PRAA"/>
        </identifiers>
        <balance>473000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495916.83</valUSD>
        <pctVal>0.2217888084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WYNN RESO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WYNN RESO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9831341071"/>
          <ticker value="WYNN"/>
        </identifiers>
        <balance>-2984</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-216131.12</valUSD>
        <pctVal>-0.0966602879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WYNN RESORTS LTD" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-216131.12</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>9922.23</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ALLSTATE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ALLSTATE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0200021014"/>
          <ticker value="ALL"/>
        </identifiers>
        <balance>942</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>88915.38</valUSD>
        <pctVal>0.0397656119</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALLSTATE CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>88915.38</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4003.15</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG DOLLAR GE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DOLLAR GE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2566771059"/>
          <ticker value="DG"/>
        </identifiers>
        <balance>986</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>187734.4</valUSD>
        <pctVal>0.0839604271</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DOLLAR GENERAL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>187734.4</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3708.88</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ABBVIE IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ABBVIE IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US00287Y1091"/>
          <ticker value="ABBV"/>
        </identifiers>
        <balance>2036</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>193236.76</valUSD>
        <pctVal>0.0864212468</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ABBVIE INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>193236.76</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-7446.97</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CM 0.95 06/23/23</title>
        <cusip>13607GRK2</cusip>
        <identifiers>
          <isin value="US13607GRK21"/>
          <ticker value="CM"/>
        </identifiers>
        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70705.34</valUSD>
        <pctVal>0.0316215385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PG&amp;E Corporation</name>
        <lei>8YQ2GSDWYZXO2EDN3511</lei>
        <title>PCG 5.25 07/01/30</title>
        <cusip>69331CAJ7</cusip>
        <identifiers>
          <isin value="US69331CAJ71"/>
          <ticker value="PCG"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104000</valUSD>
        <pctVal>0.0465119042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>5.250000000000</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>CFD_EQS FIN LEG NRG ENERG</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NRG ENERG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6293775085"/>
          <ticker value="NRG"/>
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        <balance>-8619</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-291408.39</valUSD>
        <pctVal>-0.1303265299</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NRG ENERGY INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-11</terminationDt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-291408.39</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1517.23</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG DIAMONDBA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DIAMONDBA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US25278X1090"/>
          <ticker value="FANG"/>
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        <balance>1469</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>58554.34</valUSD>
        <pctVal>0.0261872486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DIAMONDBACK ENERGY INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-11</terminationDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apollo Commercial Real Estate Finance, Inc.</name>
        <lei>549300E0AN7M2AQHSY29</lei>
        <title>ARI 5.375 10/15/23</title>
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          <ticker value="ARI"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>899156.4</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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MFA Financial Inc.</name>
        <lei>YW72IMH2RRC8Z1TGLG58</lei>
        <title>MFA 6.25 06/15/24</title>
        <cusip>55272XAA0</cusip>
        <identifiers>
          <isin value="US55272XAA00"/>
          <ticker value="MFA"/>
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        <balance>912000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>828780</valUSD>
        <pctVal>0.3706551533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>3.000 2046-07-01 USD</title>
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        <identifiers>
          <isin value="US31334YPK72"/>
          <ticker value="FHLMC"/>
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        <balance>95066.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101213.05</valUSD>
        <pctVal>0.0452654970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Caesars Resort Collection LLC/CRC Finco Inc</name>
        <lei>N/A</lei>
        <title>ERI 5.75 07/01/25 144A</title>
        <cusip>12770RAA1</cusip>
        <identifiers>
          <isin value="US12770RAA14"/>
          <ticker value="CZR"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10400</valUSD>
        <pctVal>0.0046511904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG WELLTOWER</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG WELLTOWER</title>
        <cusip>000000000</cusip>
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          <isin value="US95040Q1040"/>
          <ticker value="WELL"/>
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        <balance>2514</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>134649.84</valUSD>
        <pctVal>0.0602194275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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        <name>CFD_EQS FIN LEG NEXTERA E</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG NEXTERA E</title>
        <cusip>000000000</cusip>
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          <isin value="US65339F1012"/>
          <ticker value="NEE"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19929.7</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG BED BATH</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG BED BATH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0758961009"/>
          <ticker value="BBBY"/>
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        <balance>-9299</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG OPEN TEXT</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG OPEN TEXT</title>
        <cusip>000000000</cusip>
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          <isin value="CA6837151068"/>
          <ticker value="OTEX"/>
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        <balance>-2936</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-132208.08</valUSD>
        <pctVal>-0.0591273995</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>Affiliated Managers Group, Inc.</name>
        <lei>2JE75BUE3T1BLCYYGK54</lei>
        <title>Affiliated Managers Group, Inc. COM</title>
        <cusip>008252108</cusip>
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          <ticker value="AMG"/>
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        <curCd>USD</curCd>
        <valUSD>-103872.9</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Callaway Golf Co</name>
        <lei>5493005UB0KFRKBPCU72</lei>
        <title>Callaway Golf Co COM</title>
        <cusip>131193104</cusip>
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          <isin value="US1311931042"/>
          <ticker value="ELY"/>
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        <balance>-11400</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG FLUOR COR</name>
        <lei>529900UT4DG0LG5R9O07</lei>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG COCA-COLA</name>
        <lei>529900UT4DG0LG5R9O07</lei>
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      <invstOrSec>
        <name>Palo Alto Networks Inc</name>
        <lei>549300QXR2YVZV231H43</lei>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FTI Consulting, Inc.</name>
        <lei>549300K17GM8EQD0FQ48</lei>
        <title>FCN 2 08/15/23</title>
        <cusip>302941AP4</cusip>
        <identifiers>
          <isin value="US302941AP45"/>
          <ticker value="FCN"/>
        </identifiers>
        <balance>520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>688480</valUSD>
        <pctVal>0.3079088056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ELI LILLY</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>CFD_EQS FIN LEG ELI LILLY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5324571083"/>
          <ticker value="LLY"/>
        </identifiers>
        <balance>26</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3907.54</valUSD>
        <pctVal>0.0017475685</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ELI LILLY &amp; CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3907.54</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-394.66</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CBRE GROU</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>CFD_EQS FIN LEG CBRE GROU</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US12504L1098"/>
          <ticker value="CBRE"/>
        </identifiers>
        <balance>53</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2321.93</valUSD>
        <pctVal>0.0010384364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CBRE GROUP INC - A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2321.93</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>47.70</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CHURCHILL</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG CHURCHILL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1714841087"/>
          <ticker value="CHDN"/>
        </identifiers>
        <balance>-1073</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-148631.96</valUSD>
        <pctVal>-0.0664726489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHURCHILL DOWNS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-148631.96</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6907.51</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG FIDELITY</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG FIDELITY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US31620M1062"/>
          <ticker value="FIS"/>
        </identifiers>
        <balance>-339</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-49599.09</valUSD>
        <pctVal>-0.0221821935</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FIDELITY NATIONAL INFO SERV" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-49599.09</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1489.41</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PDC ENERG</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PDC ENERG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US69327R1014"/>
          <ticker value="PDCE"/>
        </identifiers>
        <balance>-4537</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-64697.62</valUSD>
        <pctVal>-0.0289347067</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PDC ENERGY INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-64697.62</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5123.34</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AVNET INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AVNET INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0538071038"/>
          <ticker value="AVT"/>
        </identifiers>
        <balance>2335</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>62391.2</valUSD>
        <pctVal>0.0279032069</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AVNET INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>62391.2</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>519.61</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG METLIFE I</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG METLIFE I</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US59156R1086"/>
          <ticker value="MET"/>
        </identifiers>
        <balance>8130</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>307720.5</valUSD>
        <pctVal>0.1376217924</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="METLIFE INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>307720.5</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5101.79</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG FISERV IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG FISERV IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US3377381088"/>
          <ticker value="FISV"/>
        </identifiers>
        <balance>-49</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4889.71</valUSD>
        <pctVal>-0.0021868243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FISERV INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-4889.71</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-93.96</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cree Inc</name>
        <lei>549300OGU88P3AW3TO93</lei>
        <title>Cree Inc COM</title>
        <cusip>225447101</cusip>
        <identifiers>
          <isin value="US2254471012"/>
          <ticker value="CREE"/>
        </identifiers>
        <balance>-1220</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-84082.4</valUSD>
        <pctVal>-0.0376041590</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Granite Const</name>
        <lei>549300OM4BWMCIXVCZ39</lei>
        <title>Granite Const COM</title>
        <cusip>387328107</cusip>
        <identifiers>
          <isin value="US3873281071"/>
          <ticker value="GVA"/>
        </identifiers>
        <balance>-11281</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-191325.76</valUSD>
        <pctVal>-0.0855665905</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG STARBUCKS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG STARBUCKS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8552441094"/>
          <ticker value="SBUX"/>
        </identifiers>
        <balance>21</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1607.13</valUSD>
        <pctVal>0.0007187565</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CAMDEN PR</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG CAMDEN PR</title>
        <cusip>000000000</cusip>
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          <isin value="US1331311027"/>
          <ticker value="CPT"/>
        </identifiers>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1089.72</valUSD>
        <pctVal>0.0004873553</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>1089.72</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>15.80</unrealizedAppr>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Penn National Gaming, Inc.</name>
        <lei>N/A</lei>
        <title>PENN 2.75 05/15/26</title>
        <cusip>707569AU3</cusip>
        <identifiers>
          <isin value="US707569AU31"/>
          <ticker value="PENN"/>
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        <balance>258000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>425861.25</valUSD>
        <pctVal>0.1904578620</pctVal>
        <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>
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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>Under Armour, Inc.</name>
        <lei>549300D4549QKWETZ406</lei>
        <title>UA 1.5 06/01/24</title>
        <cusip>904311AB3</cusip>
        <identifiers>
          <isin value="US904311AB38"/>
          <ticker value="UA"/>
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        <balance>167000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199250.77</valUSD>
        <pctVal>0.0891108916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CENOVUS E</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG CENOVUS E</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA15135U1093"/>
          <ticker value="CVE"/>
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        <balance>-27730</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-123675.8</valUSD>
        <pctVal>-0.0553115092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CENOVUS ENERGY INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-123675.8</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2930.56</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CVS HEALT</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG CVS HEALT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1266501006"/>
          <ticker value="CVS"/>
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        <balance>5393</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>339435.42</valUSD>
        <pctVal>0.1518056512</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CVS HEALTH CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>339435.42</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2227.88</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG RYMAN HOS</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG RYMAN HOS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US78377T1079"/>
          <ticker value="RHP"/>
        </identifiers>
        <balance>-2513</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-80466.26</valUSD>
        <pctVal>-0.0359869132</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RYMAN HOSPITALITY PROPERTIES" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-80466.26</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-659.66</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MEREDITH</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG MEREDITH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5894331017"/>
          <ticker value="MDP"/>
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        <balance>-3089</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-44358.04</valUSD>
        <pctVal>-0.0198382395</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MEREDITH CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-11</terminationDt>
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            <unrealizedAppr>-417.57</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG VERISK AN</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG VERISK AN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US92345Y1064"/>
          <ticker value="VRSK"/>
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        <balance>-1191</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-224753.61</valUSD>
        <pctVal>-0.1005165228</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LIFE STOR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LIFE STOR</title>
        <cusip>000000000</cusip>
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          <isin value="US53223X1072"/>
          <ticker value="LSI"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG DARDEN RE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DARDEN RE</title>
        <cusip>000000000</cusip>
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          <isin value="US2371941053"/>
          <ticker value="DRI"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG SALLY BEA</name>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Royal Caribbean Cruises Ltd.</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
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        <valUSD>519698.23</valUSD>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>Helix Energy Solutions Group, Inc.</name>
        <lei>416AP2JOUTCWEGSOZW41</lei>
        <title>Helix Energy Solutions Group, Inc. COM</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG BAXTER IN</name>
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          <isin value="US0718131099"/>
          <ticker value="BAX"/>
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        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG LABORATOR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LABORATOR</title>
        <cusip>000000000</cusip>
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          <isin value="US50540R4092"/>
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        <assetCat>DE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <name>CFD_EQS FIN LEG TYSON FOO</name>
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          <isin value="US9024941034"/>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CENTURYLI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CENTURYLI</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CFD_EQS FIN LEG RESTAURAN</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <name>CFD_EQS FIN LEG LEGGETT &amp;</name>
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        <name>CFD_EQS FIN LEG MASCO COR</name>
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            <terminationDt>2030-06-12</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>7945.24</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>881.70</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WESTERN U</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WESTERN U</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9598021098"/>
          <ticker value="WU"/>
        </identifiers>
        <balance>5159</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>125260.52</valUSD>
        <pctVal>0.0560202433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WESTERN UNION CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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            </floatingPmntDesc>
            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>125260.52</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>13730.79</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CNX RESOU</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CNX RESOU</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US12653C1080"/>
          <ticker value="CNX"/>
        </identifiers>
        <balance>545</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5259.25</valUSD>
        <pctVal>0.0023520936</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CNX RESOURCES CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>5259.25</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>467.96</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FTI Consulting, Inc.</name>
        <lei>549300K17GM8EQD0FQ48</lei>
        <title>FTI Consulting, Inc. COM</title>
        <cusip>302941109</cusip>
        <identifiers>
          <isin value="US3029411093"/>
          <ticker value="FCN"/>
        </identifiers>
        <balance>-3571</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-426520.24</valUSD>
        <pctVal>-0.1907525820</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>International Flavors &amp; Fragrances Inc.</name>
        <lei>BZLRL03D3GPGMOGFO832</lei>
        <title>International Flavors &amp; Fragrances Inc. COM</title>
        <cusip>459506101</cusip>
        <identifiers>
          <isin value="US4595061015"/>
          <ticker value="IFF"/>
        </identifiers>
        <balance>-694</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-87409.3</valUSD>
        <pctVal>-0.0390920479</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MACY'S IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MACY'S IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US55616P1049"/>
          <ticker value="M"/>
        </identifiers>
        <balance>-10404</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-63048.24</valUSD>
        <pctVal>-0.0281970548</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MACY'S INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-63048.24</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7203.27</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MCDONALD'</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MCDONALD'</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5801351017"/>
          <ticker value="MCD"/>
        </identifiers>
        <balance>1785</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>346789.8</valUSD>
        <pctVal>0.1550947495</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MCDONALD'S CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>346789.8</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>10207.66</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Western Union Company</name>
        <lei>28ID94QU1140NC23S047</lei>
        <title>The Western Union Company COM</title>
        <cusip>959802109</cusip>
        <identifiers>
          <isin value="US9598021098"/>
          <ticker value="WU"/>
        </identifiers>
        <balance>4248</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103141.44</valUSD>
        <pctVal>0.0461279305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Envestnet Inc</name>
        <lei>549300HLWZ5OKIDM8737</lei>
        <title>Envestnet Inc COM</title>
        <cusip>29404K106</cusip>
        <identifiers>
          <isin value="US29404K1060"/>
          <ticker value="ENV"/>
        </identifiers>
        <balance>-4484</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-364100.8</valUSD>
        <pctVal>-0.1628367454</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AMERICAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMERICAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0258161092"/>
          <ticker value="AXP"/>
        </identifiers>
        <balance>1469</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>137087.08</valUSD>
        <pctVal>0.0613094339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AMERICAN EXPRESS CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
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            </floatingPmntDesc>
            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>137087.08</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5503.05</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HP INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HP INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US40434L1052"/>
          <ticker value="HPQ"/>
        </identifiers>
        <balance>4956</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>87126.48</valUSD>
        <pctVal>0.0389655624</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HP INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>87126.48</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1050.93</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG REINSURAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG REINSURAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7593516047"/>
          <ticker value="RGA"/>
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        <balance>1518</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>129409.5</valUSD>
        <pctVal>0.0578757910</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="REINSURANCE GROUP OF AMERICA" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>129409.5</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>14831.74</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG TRIMBLE I</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TRIMBLE I</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8962391004"/>
          <ticker value="TRMB"/>
        </identifiers>
        <balance>-2712</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-120711.12</valUSD>
        <pctVal>-0.0539856158</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TRIMBLE INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
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            </floatingPmntDesc>
            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-120711.12</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3923.92</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BROADRIDG</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BROADRIDG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US11133T1034"/>
          <ticker value="BR"/>
        </identifiers>
        <balance>-152</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20419.68</valUSD>
        <pctVal>-0.0091322904</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BROADRIDGE FINANCIAL SOLUTIO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-20419.68</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-678.08</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AMERICAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMERICAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0268747849"/>
          <ticker value="AIG"/>
        </identifiers>
        <balance>1717</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>55184.38</valUSD>
        <pctVal>0.0246801019</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AMERICAN INTERNATIONAL GROUP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-24</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>55184.38</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>629.02</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kaman Corporation</name>
        <lei>5493003YK076OLTEQF95</lei>
        <title>Kaman Corporation COM</title>
        <cusip>483548103</cusip>
        <identifiers>
          <isin value="US4835481031"/>
          <ticker value="KAMN"/>
        </identifiers>
        <balance>-1882</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-74320.18</valUSD>
        <pctVal>-0.0332382028</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Legg Mason Inc</name>
        <lei>OWUNCC6U1ZJXMZKFBJ36</lei>
        <title>Legg Mason Inc COM</title>
        <cusip>524901105</cusip>
        <identifiers>
          <isin value="US5249011058"/>
          <ticker value="LM"/>
        </identifiers>
        <balance>66624</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3330533.76</valUSD>
        <pctVal>1.4895141067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PUBLIC SE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PUBLIC SE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7445731067"/>
          <ticker value="PEG"/>
        </identifiers>
        <balance>-4755</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-265994.7</valUSD>
        <pctVal>-0.1189607692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PUBLIC SERVICE ENTERPRISE GP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-265994.7</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-22240.50</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AMGEN INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMGEN INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0311621009"/>
          <ticker value="AMGN"/>
        </identifiers>
        <balance>977</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>239042.59</valUSD>
        <pctVal>0.1069069812</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AMGEN INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>239042.59</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6936.64</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BUILDERS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BUILDERS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US12008R1077"/>
          <ticker value="BLDR"/>
        </identifiers>
        <balance>3121</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>73936.49</valUSD>
        <pctVal>0.0330666052</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BUILDERS FIRSTSOURCE INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>73936.49</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7202.98</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WALGREENS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WALGREENS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9314271084"/>
          <ticker value="WBA"/>
        </identifiers>
        <balance>-973</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-39610.83</valUSD>
        <pctVal>-0.0177151455</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WALGREENS BOOTS ALLIANCE INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-39610.83</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-18.16</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boingo Wireless Incorporation</name>
        <lei>54930058LPWPZZCRMC04</lei>
        <title>Boingo Wireless Incorporation COM</title>
        <cusip>09739C102</cusip>
        <identifiers>
          <isin value="US09739C1027"/>
          <ticker value="WIFI"/>
        </identifiers>
        <balance>-1972</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-28495.4</valUSD>
        <pctVal>-0.0127439934</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jazz Pharmaceuticals plc</name>
        <lei>635400GAUMJCLEZRRV50</lei>
        <title>Jazz Pharmaceuticals plc COM USD0.0001</title>
        <cusip>G50871105</cusip>
        <identifiers>
          <isin value="IE00B4Q5ZN47"/>
          <ticker value="JAZZ"/>
        </identifiers>
        <balance>-1438</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-155663.5</valUSD>
        <pctVal>-0.0696173634</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>Chevron Corporation COM</title>
        <cusip>166764100</cusip>
        <identifiers>
          <isin value="US1667641005"/>
          <ticker value="CVX"/>
        </identifiers>
        <balance>-11586</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-972528.84</valUSD>
        <pctVal>-0.4349439251</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Penn National Gaming, Inc.</name>
        <lei>N/A</lei>
        <title>Penn National Gaming, Inc. COM</title>
        <cusip>707569109</cusip>
        <identifiers>
          <isin value="US7075691094"/>
          <ticker value="PENN"/>
        </identifiers>
        <balance>-8800</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-297880</valUSD>
        <pctVal>-0.1332208271</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AMERICAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMERICAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US03027X1000"/>
          <ticker value="AMT"/>
        </identifiers>
        <balance>341</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>89133.99</valUSD>
        <pctVal>0.0398633808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AMERICAN TOWER CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>89133.99</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>543.93</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG EQUINIX I</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EQUINIX I</title>
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          <ticker value="EQIX"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-139029.96</valUSD>
        <pctVal>-0.0621783479</pctVal>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <notionalAmt>-139029.96</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-11321.27</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG RANGE RES</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG RANGE RES</title>
        <cusip>000000000</cusip>
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          <isin value="US75281A1097"/>
          <ticker value="RRC"/>
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        <balance>-4023</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25988.58</valUSD>
        <pctVal>-0.0116228687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RANGE RESOURCES CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-25988.58</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>678.97</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PROLOGIS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PROLOGIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US74340W1036"/>
          <ticker value="PLD"/>
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        <balance>-2559</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-269769.78</valUSD>
        <pctVal>-0.1206490977</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <notionalAmt>-269769.78</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-26305.33</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Theravance Inc</name>
        <lei>549300ACOX4QTBES6535</lei>
        <title>INVA 2.125 01/15/23</title>
        <cusip>88338TAB0</cusip>
        <identifiers>
          <isin value="US88338TAB08"/>
          <ticker value="INVA"/>
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        <balance>558000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>550543.64</valUSD>
        <pctVal>0.2462195484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nuance Communications, Inc.</name>
        <lei>AEMSOT3SS15TNMJCE605</lei>
        <title>NUAN 1 12/15/35</title>
        <cusip>67020YAK6</cusip>
        <identifiers>
          <isin value="US67020YAK64"/>
          <ticker value="NUAN"/>
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        <balance>397000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498065.48</valUSD>
        <pctVal>0.2227497488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HUNT (JB)</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HUNT (JB)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4456581077"/>
          <ticker value="JBHT"/>
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        <balance>1618</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>209369.2</valUSD>
        <pctVal>0.0936361555</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HUNT (JB) TRANSPRT SVCS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MID-AMERI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MID-AMERI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US59522J1034"/>
          <ticker value="MAA"/>
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        <balance>1550</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>184744.5</valUSD>
        <pctVal>0.0826232546</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MID-AMERICA APARTMENT COMM" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG SCIENTIFI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SCIENTIFI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US80874P1093"/>
          <ticker value="SGMS"/>
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        <balance>-30</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-527.1</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG COMCAST C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG COMCAST C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US20030N1019"/>
          <ticker value="CMCSA"/>
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        <balance>-10714</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-458559.2</valUSD>
        <pctVal>-0.2050813612</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG VERIZON C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG VERIZON C</title>
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        <identifiers>
          <isin value="US92343V1044"/>
          <ticker value="VZ"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VERIZON COMMUNICATIONS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CORNING I</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CORNING I</title>
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          <isin value="US2193501051"/>
          <ticker value="GLW"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Farm Credit Banks</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>CAS 2018-C01 1B1</title>
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          <ticker value="FFCB"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CIGNA COR</name>
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          <isin value="US1255231003"/>
          <ticker value="CI"/>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG ALTRIA GR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ALTRIA GR</title>
        <cusip>000000000</cusip>
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          <isin value="US02209S1033"/>
          <ticker value="MO"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>411870.35</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG REPUBLIC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG REPUBLIC</title>
        <cusip>000000000</cusip>
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          <isin value="US7607591002"/>
          <ticker value="RSG"/>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-24</terminationDt>
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            <unrealizedAppr>162.02</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG HUNTSMAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HUNTSMAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4470111075"/>
          <ticker value="HUN"/>
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        <balance>-3778</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-69893</valUSD>
        <pctVal>-0.0312582358</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <notionalAmt>-69893</notionalAmt>
            <curCd>USD</curCd>
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        <securityLending>
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      <invstOrSec>
        <name>Two Harbors Investment Corp.</name>
        <lei>549300ZUIBT6KH4HU823</lei>
        <title>TWO 6.25 01/15/22</title>
        <cusip>90187BAA9</cusip>
        <identifiers>
          <isin value="US90187BAA98"/>
          <ticker value="TWO"/>
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        <balance>664000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>656530</valUSD>
        <pctVal>0.2936198120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTERN ASSET MORTGAGE CAPITAL</name>
        <lei>549300JOQRROR5SZYY83</lei>
        <title>WMC 6.75 10/01/22</title>
        <cusip>95790DAA3</cusip>
        <identifiers>
          <isin value="US95790DAA37"/>
          <ticker value="WMC"/>
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        <balance>491000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>363536.4</valUSD>
        <pctVal>0.1625843289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG BROADCOM</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BROADCOM</title>
        <cusip>000000000</cusip>
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          <isin value="US11135F1012"/>
          <ticker value="AVGO"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG NORTHROP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NORTHROP</title>
        <cusip>000000000</cusip>
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          <isin value="US6668071029"/>
          <ticker value="NOC"/>
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        <units>NC</units>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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      <invstOrSec>
        <name>OSI Systems Inc</name>
        <lei>DDX3MPX1Y8YD30050X33</lei>
        <title>OSIS 1.25 09/01/22</title>
        <cusip>671044AD7</cusip>
        <identifiers>
          <isin value="US671044AD76"/>
          <ticker value="OSIS"/>
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        <balance>674000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>652095</valUSD>
        <pctVal>0.2916363476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Huazhu Group Ltd</name>
        <lei>549300Y5ML31FVN83730</lei>
        <title>Huazhu Group Ltd SPON ADS EACH REP 1 ORD SHS</title>
        <cusip>44332N106</cusip>
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          <isin value="US44332N1063"/>
          <ticker value="HTHT"/>
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        <balance>-5679</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-194960.07</valUSD>
        <pctVal>-0.0871919624</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Noble Energy, Inc.</name>
        <lei>02VFQXG2D1LR5ZH3K186</lei>
        <title>Noble Energy, Inc. COM</title>
        <cusip>655044105</cusip>
        <identifiers>
          <isin value="US6550441058"/>
          <ticker value="NBL"/>
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        <balance>97288</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>971907.12</valUSD>
        <pctVal>0.4346658734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Charles Schwab Corporation</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>The Charles Schwab Corporation COM</title>
        <cusip>808513105</cusip>
        <identifiers>
          <isin value="US8085131055"/>
          <ticker value="SCHW"/>
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        <balance>-106803</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-3540519.45</valUSD>
        <pctVal>-1.5834259749</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG EQUITY RE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EQUITY RE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US29476L1070"/>
          <ticker value="EQR"/>
        </identifiers>
        <balance>2652</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>142226.76</valUSD>
        <pctVal>0.0636080522</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EQUITY RESIDENTIAL" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>142226.76</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-10138.33</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LEGGETT &amp;</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LEGGETT &amp;</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5246601075"/>
          <ticker value="LEG"/>
        </identifiers>
        <balance>-1476</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-59172.84</valUSD>
        <pctVal>-0.0264638602</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LEGGETT &amp; PLATT INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-59172.84</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3024.71</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SEACOR Holdings Inc.</name>
        <lei>549300IQTYSR1SC4II14</lei>
        <title>SEACOR Holdings Inc. COM</title>
        <cusip>811904101</cusip>
        <identifiers>
          <isin value="US8119041015"/>
          <ticker value="CKH"/>
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        <balance>-3116</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-90613.28</valUSD>
        <pctVal>-0.0405249634</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>New York Community Capital Trust V</name>
        <lei>529900HVXOTLY61GL030</lei>
        <title>NYCB 6 11/01/51</title>
        <cusip>64944P307</cusip>
        <identifiers>
          <isin value="US64944P3073"/>
          <ticker value="NYCB"/>
        </identifiers>
        <balance>19170</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>833895</valUSD>
        <pctVal>0.3729427340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENCORE CAPITAL EUROPE FINANCE LTD</name>
        <lei>5493000UVC6H49CIH830</lei>
        <title>ECPG 4.5 09/01/23</title>
        <cusip>29260UAA5</cusip>
        <identifiers>
          <isin value="US29260UAA51"/>
          <ticker value="ECPG"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>409751.8</valUSD>
        <pctVal>0.1832532352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gossamer Bio Inc</name>
        <lei>549300ZOC0N2W6PSFR58</lei>
        <title>Gossamer Bio Inc COM</title>
        <cusip>38341P102</cusip>
        <identifiers>
          <isin value="US38341P1021"/>
          <ticker value="GOSS"/>
        </identifiers>
        <balance>-13878</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-165425.76</valUSD>
        <pctVal>-0.0739833375</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brookfield Asset Management, Inc.</name>
        <lei>549300LC7QMVR79H5O86</lei>
        <title>GLBL 6.125 03/01/26 144A</title>
        <cusip>88104UAC7</cusip>
        <identifiers>
          <isin value="US88104UAC71"/>
          <ticker value="BAMACN"/>
        </identifiers>
        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126250</valUSD>
        <pctVal>0.0564627683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Global Payments</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>GPN 4 06/01/23</title>
        <cusip>891906AE9</cusip>
        <identifiers>
          <isin value="US891906AE92"/>
          <ticker value="GPN"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217777.97</valUSD>
        <pctVal>0.0973968084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG VERISIGN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG VERISIGN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US92343E1029"/>
          <ticker value="VRSN"/>
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        <balance>138</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>29211.84</valUSD>
        <pctVal>0.0130644068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VERISIGN INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-25</terminationDt>
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            <notionalAmt>29211.84</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1517.65</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ALLEGHENY</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ALLEGHENY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US01741R1023"/>
          <ticker value="ATI"/>
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        <balance>2427</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21090.63</valUSD>
        <pctVal>0.0094323592</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALLEGHENY TECHNOLOGIES INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-25</terminationDt>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG GAMING AN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG GAMING AN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US36467J1088"/>
          <ticker value="GLPI"/>
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        <balance>15</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>543.15</valUSD>
        <pctVal>0.0002429129</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GAMING AND LEISURE PROPERTIE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG OUTFRONT</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG OUTFRONT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US69007J1060"/>
          <ticker value="OUT"/>
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        <balance>-1003</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14453.23</valUSD>
        <pctVal>-0.0064639159</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ARCHER-DA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ARCHER-DA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0394831020"/>
          <ticker value="ADM"/>
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        <balance>-527</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22571.41</valUSD>
        <pctVal>-0.0100946083</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BRIXMOR P</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BRIXMOR P</title>
        <cusip>000000000</cusip>
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          <isin value="US11120U1051"/>
          <ticker value="BRX"/>
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        <balance>11408</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>131306.08</valUSD>
        <pctVal>0.0587239982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG EQT CORP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EQT CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US26884L1098"/>
          <ticker value="EQT"/>
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        <balance>6744</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>97922.88</valUSD>
        <pctVal>0.0437940347</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-11</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>8622.03</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LOUISIANA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LOUISIANA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5463471053"/>
          <ticker value="LPX"/>
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        <balance>-3512</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-111225.04</valUSD>
        <pctVal>-0.0497431577</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LOUISIANA-PACIFIC CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-111225.04</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-10063.82</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SENSATA T</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SENSATA T</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BFMBMT84"/>
          <ticker value="ST"/>
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        <balance>-455</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17280.9</valUSD>
        <pctVal>-0.0077285343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SENSATA TECHNOLOGIES HOLDING" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>1138.83</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG EOG RESOU</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EOG RESOU</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US26875P1012"/>
          <ticker value="EOG"/>
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        <balance>1234</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>57812.9</valUSD>
        <pctVal>0.0258556545</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-932.96</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG QUALCOMM</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG QUALCOMM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7475251036"/>
          <ticker value="QCOM"/>
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        <balance>2199</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>232236.39</valUSD>
        <pctVal>0.1038630454</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG DR HORTON</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DR HORTON</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US23331A1097"/>
          <ticker value="DHI"/>
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        <balance>-1078</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>-0.0318966474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>New Relic Inc</name>
        <lei>549300AB8FY2HQILL804</lei>
        <title>NEWR 0.5 05/01/23</title>
        <cusip>64829BAB6</cusip>
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        <balance>718000</balance>
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        <curCd>USD</curCd>
        <valUSD>715321.21</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Workiva Inc</name>
        <lei>529900RTOQ8GRWHY1O58</lei>
        <title>WK 1.125 08/15/26</title>
        <cusip>98139AAA3</cusip>
        <identifiers>
          <isin value="US98139AAA34"/>
          <ticker value="WK"/>
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        <balance>606000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>594370.12</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>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AMERICAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMERICAN</title>
        <cusip>000000000</cusip>
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          <isin value="US0268747849"/>
          <ticker value="AIG"/>
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        <balance>4613</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WYNDHAM D</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WYNDHAM D</title>
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          <isin value="US98310W1080"/>
          <ticker value="WYND"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>216098.4</valUSD>
        <pctVal>0.0966456546</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WYNDHAM DESTINATIONS INC      " floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <notionalAmt>216098.4</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-26755.67</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SIMON PRO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SIMON PRO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8288061091"/>
          <ticker value="SPG"/>
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        <balance>100</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6235</valUSD>
        <pctVal>0.0027884781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SIMON PROPERTY GROUP INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>6235</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-135.78</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG VALERO EN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG VALERO EN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US91913Y1001"/>
          <ticker value="VLO"/>
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        <balance>7257</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>408061.11</valUSD>
        <pctVal>0.1824971081</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VALERO ENERGY CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
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            <notionalAmt>408061.11</notionalAmt>
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            <unrealizedAppr>-8010.16</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Taubman Centers, Inc.</name>
        <lei>N/A</lei>
        <title>Taubman Centers, Inc. COM</title>
        <cusip>876664103</cusip>
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          <isin value="US8766641034"/>
          <ticker value="TCO"/>
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        <balance>45287</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1753512.64</valUSD>
        <pctVal>0.7842231912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tiffany &amp; Co.</name>
        <lei>549300EJG9IEYQL5XT21</lei>
        <title>Tiffany &amp; Co. COM</title>
        <cusip>886547108</cusip>
        <identifiers>
          <isin value="US8865471085"/>
          <ticker value="TIF"/>
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        <balance>22796</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2857706.56</valUSD>
        <pctVal>1.2780516700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LOEWS COR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LOEWS COR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5404241086"/>
          <ticker value="L"/>
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        <balance>-4531</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-164973.71</valUSD>
        <pctVal>-0.0737811672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-12</terminationDt>
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            <notionalAmt>-164973.71</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1384.70</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MOHAWK IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MOHAWK IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6081901042"/>
          <ticker value="MHK"/>
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        <balance>-884</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-70587.4</valUSD>
        <pctVal>-0.0315687922</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MOHAWK INDUSTRIES INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-12</terminationDt>
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        <securityLending>
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      <invstOrSec>
        <name>Intercontinental Exchange Inc</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>ICE 3.75 09/21/28</title>
        <cusip>45866FAJ3</cusip>
        <identifiers>
          <isin value="US45866FAJ30"/>
          <ticker value="ICE"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119250</valUSD>
        <pctVal>0.0533321594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 4.1 03/25/25</title>
        <cusip>126650CW8</cusip>
        <identifiers>
          <isin value="US126650CW89"/>
          <ticker value="CVS"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113668.81</valUSD>
        <pctVal>0.0508360846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Mills, Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GIS 4 04/17/25</title>
        <cusip>370334CF9</cusip>
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          <isin value="US370334CF96"/>
          <ticker value="GIS"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34319.97</valUSD>
        <pctVal>0.0153489150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-17</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Stars Group Holdings BV / Stars Group (US) Co-Borrower LLC</name>
        <lei>549300RNFXC8F8RT6R13</lei>
        <title>TSGICN 7 07/15/26 144A</title>
        <cusip>85572NAA6</cusip>
        <identifiers>
          <isin value="US85572NAA63"/>
          <ticker value="TSGICN"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53975</valUSD>
        <pctVal>0.0241392310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG QUEST DIA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG QUEST DIA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US74834L1008"/>
          <ticker value="DGX"/>
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        <balance>704</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>89457.28</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WHIRLPOOL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WHIRLPOOL</title>
        <cusip>000000000</cusip>
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          <isin value="US9633201069"/>
          <ticker value="WHR"/>
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        <balance>575</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>93794</valUSD>
        <pctVal>0.0419474763</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CINTAS CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CINTAS CO</title>
        <cusip>000000000</cusip>
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          <ticker value="CTAS"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-135841.5</valUSD>
        <pctVal>-0.0607523734</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CINTAS CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-11813.89</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG KB HOME</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG KB HOME</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US48666K1097"/>
          <ticker value="KBH"/>
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        <balance>-4563</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-153499.32</valUSD>
        <pctVal>-0.0686494775</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-153499.32</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-11339.89</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cerence Inc</name>
        <lei>5493002WL2W5WMS89568</lei>
        <title>CRNC 3 06/01/25</title>
        <cusip>156727AA7</cusip>
        <identifiers>
          <isin value="US156727AA75"/>
          <ticker value="CRNC"/>
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        <balance>151000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>195743.34</valUSD>
        <pctVal>0.0875422642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jazz Investments I LTD</name>
        <lei>N/A</lei>
        <title>JAZZ 2 06/15/26</title>
        <cusip>472145AE1</cusip>
        <identifiers>
          <isin value="US472145AE19"/>
          <ticker value="JAZZ"/>
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        <balance>201000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206904.38</valUSD>
        <pctVal>0.0925338144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Q2 Holdings Inc</name>
        <lei>549300M9RKR9DZXWS696</lei>
        <title>QTWO 0.75 06/01/26</title>
        <cusip>74736LAD1</cusip>
        <identifiers>
          <isin value="US74736LAD10"/>
          <ticker value="QTWO"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>620469.59</valUSD>
        <pctVal>0.2774925203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</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>Halozyme Therapeut</name>
        <lei>529900242I3SV9AGM753</lei>
        <title>Halozyme Therapeut COM</title>
        <cusip>40637H109</cusip>
        <identifiers>
          <isin value="US40637H1095"/>
          <ticker value="HALO"/>
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        <balance>-16375</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-445236.25</valUSD>
        <pctVal>-0.1991229403</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AMERICAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMERICAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0255371017"/>
          <ticker value="AEP"/>
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        <balance>2934</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>254905.92</valUSD>
        <pctVal>0.1140015358</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AMERICAN ELECTRIC POWER" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG PERKINELM</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PERKINELM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7140461093"/>
          <ticker value="PKI"/>
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        <balance>-1736</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG TARGET CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TARGET CO</title>
        <cusip>000000000</cusip>
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          <isin value="US87612E1064"/>
          <ticker value="TGT"/>
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        <curCd>USD</curCd>
        <valUSD>483505.08</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG DIGITAL R</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DIGITAL R</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2538681030"/>
          <ticker value="DLR"/>
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        <balance>-738</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-118478.52</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG DELL TECH</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DELL TECH</title>
        <cusip>000000000</cusip>
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          <isin value="US24703L2025"/>
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        <valUSD>-36675.79</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG GENERAL M</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG GENERAL M</title>
        <cusip>000000000</cusip>
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          <isin value="US3703341046"/>
          <ticker value="GIS"/>
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        <units>NC</units>
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        <valUSD>226253.52</valUSD>
        <pctVal>0.1011873273</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-4936.92</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG DEERE &amp; C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DEERE &amp; C</title>
        <cusip>000000000</cusip>
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          <isin value="US2441991054"/>
          <ticker value="DE"/>
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        <balance>1783</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>314360.73</valUSD>
        <pctVal>0.1405915014</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DEERE &amp; CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>314360.73</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>31923.98</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG STEEL DYN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG STEEL DYN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8581191009"/>
          <ticker value="STLD"/>
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        <balance>8275</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>226817.75</valUSD>
        <pctVal>0.1014396678</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="STEEL DYNAMICS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>226817.75</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2988.35</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>TFC 4 05/01/25</title>
        <cusip>867914BS1</cusip>
        <identifiers>
          <isin value="US867914BS12"/>
          <ticker value="TFC"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57187.25</valUSD>
        <pctVal>0.0255758451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TR 2017-3</name>
        <lei>N/A</lei>
        <title>DRIVE 2018-2 C</title>
        <cusip>26208JAF0</cusip>
        <identifiers>
          <isin value="US26208JAF03"/>
          <ticker value="DRIVE"/>
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        <balance>130139.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131013.86</valUSD>
        <pctVal>0.0585933087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.630000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LAMB WEST</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LAMB WEST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5132721045"/>
          <ticker value="LW"/>
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        <balance>-2509</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-150740.72</valUSD>
        <pctVal>-0.0674157493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LAMB WESTON HOLDINGS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-150740.72</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>17287.71</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HOME DEPO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HOME DEPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4370761029"/>
          <ticker value="HD"/>
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        <balance>1095</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>290711.55</valUSD>
        <pctVal>0.1300148823</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HOME DEPOT INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <notionalAmt>290711.55</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8103.13</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Infinera Corporation</name>
        <lei>549300ZOF66WPV3H0H17</lei>
        <title>Infinera Corporation COM</title>
        <cusip>45667G103</cusip>
        <identifiers>
          <isin value="US45667G1031"/>
          <ticker value="INFN"/>
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        <balance>-22192</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-175094.88</valUSD>
        <pctVal>-0.0783076565</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Air Transport Services Group Inc.</name>
        <lei>5493000F3MSFGIXTQE27</lei>
        <title>Air Transport Services Group Inc. COM</title>
        <cusip>00922R105</cusip>
        <identifiers>
          <isin value="US00922R1059"/>
          <ticker value="ATSG"/>
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        <balance>-7963</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-194058.31</valUSD>
        <pctVal>-0.0867886685</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG COLGATE-P</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG COLGATE-P</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1941621039"/>
          <ticker value="CL"/>
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        <balance>-859</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-66314.8</valUSD>
        <pctVal>-0.0296579579</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <curCd>USD</curCd>
            <unrealizedAppr>-2296.71</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG VALERO EN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG VALERO EN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US91913Y1001"/>
          <ticker value="VLO"/>
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        <balance>2109</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>118589.07</valUSD>
        <pctVal>0.0530365717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VALERO ENERGY CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-1451.07</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Flexion Therapeutics Inc</name>
        <lei>549300X8HYW1HZKCDG90</lei>
        <title>Flexion Therapeutics Inc COM</title>
        <cusip>33938J106</cusip>
        <identifiers>
          <isin value="US33938J1060"/>
          <ticker value="FLXN"/>
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        <balance>-5909</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-80185.13</valUSD>
        <pctVal>-0.0358611835</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Knowles Corporation</name>
        <lei>5493003EO323TDZQU148</lei>
        <title>Knowles Corporation COM</title>
        <cusip>49926D109</cusip>
        <identifiers>
          <isin value="US49926D1090"/>
          <ticker value="KN"/>
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        <balance>-8719</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-133051.94</valUSD>
        <pctVal>-0.0595047989</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CATERPILL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CATERPILL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1491231015"/>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CONOCOPHI</name>
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        <name>CFD_EQS FIN LEG TARGET CO</name>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG HOST HOTE</name>
        <lei>N/A</lei>
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          <isin value="US44107P1049"/>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CHEVRON C</name>
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        <assetCat>DE</assetCat>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG KIMCO REA</name>
        <lei>N/A</lei>
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          <isin value="US49446R1095"/>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Springleaf Finance Corporation</name>
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      <invstOrSec>
        <name>Western Midstream Operating LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WES 4.75 08/15/28</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Motorola Solutions Inc</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>Motorola Solutions Inc COM NEW</title>
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      <invstOrSec>
        <name>Redwood Trust, Inc.</name>
        <lei>DRBV4N1ERQLEMIF11G78</lei>
        <title>RWT 4.75 08/15/23</title>
        <cusip>758075AC9</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>2U Inc</name>
        <lei>5493008RVTXVR43PYF84</lei>
        <title>2U Inc COM</title>
        <cusip>90214J101</cusip>
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          <isin value="US90214J1016"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Retrophin Inc</name>
        <lei>N/A</lei>
        <title>Retrophin Inc COM</title>
        <cusip>761299106</cusip>
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        <balance>-3796</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG KROGER CO</name>
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        <units>NC</units>
        <curCd>USD</curCd>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PRUDENTIA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PRUDENTIA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7443201022"/>
          <ticker value="PRU"/>
        </identifiers>
        <balance>2260</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>143216.2</valUSD>
        <pctVal>0.0640505593</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PRUDENTIAL FINANCIAL INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>143216.2</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4692.89</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northern Inst Fds</name>
        <lei>549300Y178DO5JBR1S04</lei>
        <title>Northern Inst Fds TREAS PRT PRMR</title>
        <cusip>665279873</cusip>
        <identifiers>
          <isin value="US6652798736"/>
          <ticker value="NTPXX"/>
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        <balance>31282.12</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31282.12</valUSD>
        <pctVal>0.0139902978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LENNAR CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LENNAR CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5260571048"/>
          <ticker value="LEN"/>
        </identifiers>
        <balance>-3429</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-248088.15</valUSD>
        <pctVal>-0.1109524256</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LENNAR CORP-A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-248088.15</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-18182.45</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Masonite International Corporation</name>
        <lei>549300H0H07ZFT4JYM32</lei>
        <title>DOOR 5.75 09/15/26 144A</title>
        <cusip>575385AB5</cusip>
        <identifiers>
          <isin value="US575385AB52"/>
          <ticker value="DOOR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104788</valUSD>
        <pctVal>0.0468643213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Campbell Soup Company</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CPB 3.95 03/15/25</title>
        <cusip>134429BF5</cusip>
        <identifiers>
          <isin value="US134429BF51"/>
          <ticker value="CPB"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112818.39</valUSD>
        <pctVal>0.0504557514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG DOVER COR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DOVER COR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2600031080"/>
          <ticker value="DOV"/>
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        <balance>1317</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>135558.81</valUSD>
        <pctVal>0.0606259460</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DOVER CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>966.22</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ORACLE CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ORACLE CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US68389X1054"/>
          <ticker value="ORCL"/>
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        <balance>-1234</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-68425.3</valUSD>
        <pctVal>-0.0306018365</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ORACLE CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <notionalAmt>-68425.3</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1123.25</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BRIGHTHOU</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BRIGHTHOU</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US10922N1037"/>
          <ticker value="BHF"/>
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        <balance>697</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19752.98</valUSD>
        <pctVal>0.0088341222</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BRIGHTHOUSE FINANCIAL INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>19752.98</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>591.37</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SPECTRUM</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SPECTRUM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US84790A1051"/>
          <ticker value="SPB"/>
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        <balance>3112</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>168545.92</valUSD>
        <pctVal>0.0753787662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SPECTRUM BRANDS HOLDINGS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <curCd>USD</curCd>
            <unrealizedAppr>26914.06</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Farm Credit Banks</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>CAS 2017-C05 1B1</title>
        <cusip>30711XNW0</cusip>
        <identifiers>
          <isin value="US30711XNW01"/>
          <ticker value="FFCB"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138166.28</valUSD>
        <pctVal>0.0617920844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.784500000000</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>Service Properties Trust</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>SVC 4.375 02/15/30</title>
        <cusip>44106MAY8</cusip>
        <identifiers>
          <isin value="US44106MAY84"/>
          <ticker value="SVC"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61218.75</valUSD>
        <pctVal>0.0273788522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CME GROUP</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US12572Q1058"/>
          <ticker value="CME"/>
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        <balance>207</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>34399.26</valUSD>
        <pctVal>0.0153843758</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CME GROUP INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <unrealizedAppr>-400.34</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG TYSON FOO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TYSON FOO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9024941034"/>
          <ticker value="TSN"/>
        </identifiers>
        <balance>-3475</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-213538.75</valUSD>
        <pctVal>-0.0955009027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TYSON FOODS INC-CL A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-213538.75</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-11750.35</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SBA COMMU</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SBA COMMU</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US78410G1040"/>
          <ticker value="SBAC"/>
        </identifiers>
        <balance>-3</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-934.62</valUSD>
        <pctVal>-0.0004179900</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SBA COMMUNICATIONS CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-934.62</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-55.92</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BRINK'S C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BRINK'S C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1096961040"/>
          <ticker value="BCO"/>
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        <balance>903</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>40048.05</valUSD>
        <pctVal>0.0179106833</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BRINK'S CO/THE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-12</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>40048.05</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5009.74</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ROPER TEC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ROPER TEC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7766961061"/>
          <ticker value="ROP"/>
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        <balance>-456</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-197197.2</valUSD>
        <pctVal>-0.0881924738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ROPER TECHNOLOGIES INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-197197.2</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-15854.47</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG RITE AID</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG RITE AID</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7677548726"/>
          <ticker value="RAD"/>
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        <balance>26</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>394.16</valUSD>
        <pctVal>0.0001762801</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RITE AID CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>394.16</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-17.65</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Radius Health Inc.</name>
        <lei>549300EV6I2M6E0YVT27</lei>
        <title>RDUS 3 09/01/24</title>
        <cusip>750469AA6</cusip>
        <identifiers>
          <isin value="US750469AA69"/>
          <ticker value="RDUS"/>
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        <balance>806000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>603538.18</valUSD>
        <pctVal>0.2699202884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Apollo Commercial Real Estate Finance, Inc.</name>
        <lei>549300E0AN7M2AQHSY29</lei>
        <title>ARI 4.75 08/23/22</title>
        <cusip>03762UAB1</cusip>
        <identifiers>
          <isin value="US03762UAB17"/>
          <ticker value="ARI"/>
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        <balance>498000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>439907.73</valUSD>
        <pctVal>0.1967398672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-23</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CELANESE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CELANESE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1508701034"/>
          <ticker value="CE"/>
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        <balance>177</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17204.4</valUSD>
        <pctVal>0.0076943212</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CELANESE CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <unrealizedAppr>934.81</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG BRINK'S C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BRINK'S C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1096961040"/>
          <ticker value="BCO"/>
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        <balance>5455</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>241929.25</valUSD>
        <pctVal>0.1081979817</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BRINK'S CO/THE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>National Vision Holdings Inc</name>
        <lei>549300JHURCBLI5ROA42</lei>
        <title>National Vision Holdings Inc COM</title>
        <cusip>63845R107</cusip>
        <identifiers>
          <isin value="US63845R1077"/>
          <ticker value="EYE"/>
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        <balance>-5639</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-180391.61</valUSD>
        <pctVal>-0.0806765123</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Infinera Corporation</name>
        <lei>549300ZOF66WPV3H0H17</lei>
        <title>INFN 2.125 09/01/24</title>
        <cusip>45667GAC7</cusip>
        <identifiers>
          <isin value="US45667GAC78"/>
          <ticker value="INFN"/>
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        <balance>365000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>373584.71</valUSD>
        <pctVal>0.1670782330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Berry Global Inc</name>
        <lei>549300AP2Q7ERHX6RI89</lei>
        <title>BERY 4.5 02/15/26 144A</title>
        <cusip>08576PAA9</cusip>
        <identifiers>
          <isin value="US08576PAA93"/>
          <ticker value="BERY"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76902.75</valUSD>
        <pctVal>0.0343932052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <curCd>USD</curCd>
        <valUSD>57758.79</valUSD>
        <pctVal>0.0258314549</pctVal>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG DEVON ENE</name>
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          <isin value="US25179M1036"/>
          <ticker value="DVN"/>
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        <balance>27711</balance>
        <units>NC</units>
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        <valUSD>290688.39</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG AUTONATIO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AUTONATIO</title>
        <cusip>000000000</cusip>
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          <isin value="US05329W1027"/>
          <ticker value="AN"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20227.96</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG T-MOBILE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG T-MOBILE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8725901040"/>
          <ticker value="TMUS"/>
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        <balance>-2137</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-229471.06</valUSD>
        <pctVal>-0.1026263072</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="T-MOBILE US INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-229471.06</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1726.71</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG FLEX LTD</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG FLEX LTD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="SG9999000020"/>
          <ticker value="FLEX"/>
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        <balance>-2456</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28219.44</valUSD>
        <pctVal>-0.0126205759</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FLEX LTD" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-28219.44</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3239.93</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Coherus Biosciences Inc</name>
        <lei>5493007IL8W5MV932D26</lei>
        <title>Coherus Biosciences Inc COM</title>
        <cusip>19249H103</cusip>
        <identifiers>
          <isin value="US19249H1032"/>
          <ticker value="CHRS"/>
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        <balance>-8560</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-150570.4</valUSD>
        <pctVal>-0.0673395771</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lumentum Holdings Incorporation</name>
        <lei>549300JLWRRC38DWEF52</lei>
        <title>Lumentum Holdings Incorporation COM</title>
        <cusip>55024U109</cusip>
        <identifiers>
          <isin value="US55024U1097"/>
          <ticker value="LITE"/>
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        <balance>-4168</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-386915.44</valUSD>
        <pctVal>-0.1730401334</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 3.2 02/23/23</title>
        <cusip>38141GWT7</cusip>
        <identifiers>
          <isin value="US38141GWT74"/>
          <ticker value="GS"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106381.11</valUSD>
        <pctVal>0.0475768076</pctVal>
        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V3.559 04/23/24</title>
        <cusip>46647PAP1</cusip>
        <identifiers>
          <isin value="US46647PAP18"/>
          <ticker value="JPM"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215590.14</valUSD>
        <pctVal>0.0964183455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG QORVO INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG QORVO INC</title>
        <cusip>000000000</cusip>
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          <isin value="US74736K1016"/>
          <ticker value="QRVO"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG HP INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HP INC</title>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Tabula Rasa Healthcare Inc</name>
        <lei>549300K6KY242XRMEF28</lei>
        <title>TRHC 1.75 02/15/26</title>
        <cusip>873379AB7</cusip>
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          <ticker value="TRHC"/>
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        <balance>458000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>First Majestic Sil</name>
        <lei>529900PWCU5DUH1DYR51</lei>
        <title>FRCN 1.875 03/01/23</title>
        <cusip>32076VAB9</cusip>
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          <isin value="US32076VAB99"/>
          <ticker value="FRCN"/>
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        <balance>259000</balance>
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        <curCd>USD</curCd>
        <valUSD>387023.7</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vishay Intertechnology, Inc.</name>
        <lei>5493009O8F3QQJTCQR75</lei>
        <title>VSH 2.25 06/15/25</title>
        <cusip>928298AP3</cusip>
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        <balance>389000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372978.38</valUSD>
        <pctVal>0.1668070641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>Philip Morris International Inc. COM</title>
        <cusip>718172109</cusip>
        <identifiers>
          <isin value="US7181721090"/>
          <ticker value="PM"/>
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        <balance>1317</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>101158.77</valUSD>
        <pctVal>0.0452412213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Topbuild Corporation</name>
        <lei>5493007YSKHOL4RWII46</lei>
        <title>BLD 5.625 05/01/26 144A</title>
        <cusip>89055FAA1</cusip>
        <identifiers>
          <isin value="US89055FAA12"/>
          <ticker value="BLD"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207000</valUSD>
        <pctVal>0.0925765785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Unilever Capital Corporation</name>
        <lei>MYF1DAS6G5WY7PRWCU78</lei>
        <title>UNANA 3.375 03/22/25</title>
        <cusip>904764BB2</cusip>
        <identifiers>
          <isin value="US904764BB21"/>
          <ticker value="UNANA"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111995.99</valUSD>
        <pctVal>0.0500879496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SHERWIN-W</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SHERWIN-W</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8243481061"/>
          <ticker value="SHW"/>
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        <balance>-99</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-64144.08</valUSD>
        <pctVal>-0.0286871471</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ELI LILLY</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ELI LILLY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5324571083"/>
          <ticker value="LLY"/>
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        <balance>76</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11422.04</valUSD>
        <pctVal>0.0051082772</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ELI LILLY &amp; CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-17</terminationDt>
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            <notionalAmt>11422.04</notionalAmt>
            <curCd>USD</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ARAMARK</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ARAMARK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US03852U1060"/>
          <ticker value="ARMK"/>
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        <balance>-8201</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-173205.12</valUSD>
        <pctVal>-0.0774624995</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <notionalAmt>-173205.12</notionalAmt>
            <curCd>USD</curCd>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HESS CORP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HESS CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US42809H1077"/>
          <ticker value="HES"/>
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        <balance>-6942</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-341615.82</valUSD>
        <pctVal>-0.1527807912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HESS CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG KRAFT HEI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG KRAFT HEI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5007541064"/>
          <ticker value="KHC"/>
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        <balance>-8027</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG HD SUPPLY</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HD SUPPLY</title>
        <cusip>000000000</cusip>
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          <isin value="US40416M1053"/>
          <ticker value="HDS"/>
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        <assetCat>DE</assetCat>
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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>MGIC Investment Corp.</name>
        <lei>254900S8483WM4M98R28</lei>
        <title>MTG 9 04/01/63</title>
        <cusip>552848AB9</cusip>
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          <isin value="US552848AB94"/>
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        <balance>1019000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NetApp Inc.</name>
        <lei>QTX3D84DZDD5JYOCYH15</lei>
        <title>NetApp Inc. COM</title>
        <cusip>64110D104</cusip>
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          <isin value="US64110D1046"/>
          <ticker value="NTAP"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PERFORMAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PERFORMAN</title>
        <cusip>000000000</cusip>
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          <isin value="US71377A1034"/>
          <ticker value="PFGC"/>
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        <balance>-6094</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-170753.88</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9602.34</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SIX FLAGS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SIX FLAGS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US83001A1025"/>
          <ticker value="SIX"/>
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        <balance>436</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7582.04</valUSD>
        <pctVal>0.0033909146</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SIX FLAGS ENTERTAINMENT CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-17</terminationDt>
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            <notionalAmt>7582.04</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1043.23</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Ionis Pharmaceuticals, Inc.</name>
        <lei>549300SI4ZGLG0BLUZ92</lei>
        <title>Ionis Pharmaceuticals, Inc. COM</title>
        <cusip>462222100</cusip>
        <identifiers>
          <isin value="US4622221004"/>
          <ticker value="IONS"/>
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        <balance>-3209</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-184710.04</valUSD>
        <pctVal>-0.0826078431</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cowen Inc</name>
        <lei>5493008QI0EFC5WBED75</lei>
        <title>Cowen Inc CL A NEW</title>
        <cusip>223622606</cusip>
        <identifiers>
          <isin value="US2236226062"/>
          <ticker value="COWN"/>
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        <balance>-17882</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-294516.54</valUSD>
        <pctVal>-0.1317165874</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SYSCO COR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SYSCO COR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8718291078"/>
          <ticker value="SYY"/>
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        <balance>-4374</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-231165.9</valUSD>
        <pctVal>-0.1033842903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SYSCO CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-231165.9</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2700.16</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG UNITED AI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UNITED AI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9100471096"/>
          <ticker value="UAL"/>
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        <balance>-1197</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-37561.86</valUSD>
        <pctVal>-0.0167987849</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNITED AIRLINES HOLDINGS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-37561.86</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1536.60</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cenovus Energy Inc</name>
        <lei>549300EIRQ0Z2B9C1W06</lei>
        <title>CVECN 3.8 09/15/23</title>
        <cusip>15135UAJ8</cusip>
        <identifiers>
          <isin value="US15135UAJ88"/>
          <ticker value="CVECN"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25065.99</valUSD>
        <pctVal>0.0112102589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>Eversource Energy COM</title>
        <cusip>30040W108</cusip>
        <identifiers>
          <isin value="US30040W1080"/>
          <ticker value="ES"/>
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        <balance>270</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24318.9</valUSD>
        <pctVal>0.0108761379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ROGERS CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ROGERS CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA7751092007"/>
          <ticker value="RCI"/>
        </identifiers>
        <balance>-4922</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-201014.48</valUSD>
        <pctVal>-0.0898996753</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ROGERS COMMUNICATIONS INC-B" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <unrealizedAppr>-6439.11</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SINCLAIR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SINCLAIR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8292261091"/>
          <ticker value="SBGI"/>
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        <balance>11683</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>240669.8</valUSD>
        <pctVal>0.1076347180</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SINCLAIR BROADCAST GROUP -A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <unrealizedAppr>20244.89</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG KOHLS COR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG KOHLS COR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5002551043"/>
          <ticker value="KSS"/>
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        <balance>-3040</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-57881.6</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG 3M CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG 3M CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US88579Y1010"/>
          <ticker value="MMM"/>
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        <balance>-656</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-98708.32</valUSD>
        <pctVal>-0.0441453069</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3M CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <notionalAmt>-98708.32</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4979.77</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V3.864 07/23/24 MTN</title>
        <cusip>06051GHL6</cusip>
        <identifiers>
          <isin value="US06051GHL68"/>
          <ticker value="BAC"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>327595.95</valUSD>
        <pctVal>0.1465106869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.864000000000</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>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE 3.7 08/01/23 D</title>
        <cusip>233331BA4</cusip>
        <identifiers>
          <isin value="US233331BA46"/>
          <ticker value="DTE"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43292.59</valUSD>
        <pctVal>0.0193617384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Varex Imaging Corporation</name>
        <lei>549300CWYWPVCT8E9W67</lei>
        <title>Varex Imaging Corporation COM</title>
        <cusip>92214X106</cusip>
        <identifiers>
          <isin value="US92214X1063"/>
          <ticker value="VREX"/>
        </identifiers>
        <balance>-2419</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-37929.92</valUSD>
        <pctVal>-0.0169633924</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Avaya Holdings Corp</name>
        <lei>549300NZS2OZN6Q63A60</lei>
        <title>Avaya Holdings Corp COM</title>
        <cusip>05351X101</cusip>
        <identifiers>
          <isin value="US05351X1019"/>
          <ticker value="AVYA"/>
        </identifiers>
        <balance>-3607</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-45664.62</valUSD>
        <pctVal>-0.0204225811</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Kraft Heinz Company</name>
        <lei>N/A</lei>
        <title>The Kraft Heinz Company COM</title>
        <cusip>500754106</cusip>
        <identifiers>
          <isin value="US5007541064"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>1511</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51948.18</valUSD>
        <pctVal>0.0232327766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Springleaf Finance Corporation</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>OMF 8.875 06/01/25</title>
        <cusip>85172FAS8</cusip>
        <identifiers>
          <isin value="US85172FAS83"/>
          <ticker value="AMGFIN"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112750</valUSD>
        <pctVal>0.0504251653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CLOROX CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CLOROX CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1890541097"/>
          <ticker value="CLX"/>
        </identifiers>
        <balance>391</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>92475.41</valUSD>
        <pctVal>0.0413577635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CLOROX COMPANY" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>92475.41</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3530.89</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LAMB WEST</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LAMB WEST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5132721045"/>
          <ticker value="LW"/>
        </identifiers>
        <balance>-2831</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-170086.48</valUSD>
        <pctVal>-0.0760677506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LAMB WESTON HOLDINGS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-170086.48</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>860.95</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG RYMAN HOS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG RYMAN HOS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US78377T1079"/>
          <ticker value="RHP"/>
        </identifiers>
        <balance>-1267</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-40569.34</valUSD>
        <pctVal>-0.0181438198</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RYMAN HOSPITALITY PROPERTIES" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-17</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-40569.34</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1264.83</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ENCOMPASS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ENCOMPASS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US29261A1007"/>
          <ticker value="EHC"/>
        </identifiers>
        <balance>-949</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-64607.92</valUSD>
        <pctVal>-0.0288945902</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ENCOMPASS HEALTH CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-17</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-64607.92</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5683.11</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Herbalife Nutrition Ltd/Hlf Fing Sarl Llc/Herbalife Intl Inc</name>
        <lei>549300BA7TYPBSZZIA41</lei>
        <title>HLF 7.875 09/01/25 144A</title>
        <cusip>42704MAA0</cusip>
        <identifiers>
          <isin value="US42704MAA09"/>
          <ticker value="HLF"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108750</valUSD>
        <pctVal>0.0486362460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6711</title>
        <cusip>36179VN48</cusip>
        <identifiers>
          <isin value="US36179VN488"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>2244958.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2375507.11</valUSD>
        <pctVal>1.0623976834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HYATT HOT</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HYATT HOT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4485791028"/>
          <ticker value="H"/>
        </identifiers>
        <balance>571</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>27408</valUSD>
        <pctVal>0.0122576757</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HYATT HOTELS CORP - CL A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>27408</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1483.35</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HASBRO IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HASBRO IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4180561072"/>
          <ticker value="HAS"/>
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        <balance>16</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1164.16</valUSD>
        <pctVal>0.0005206471</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HASBRO INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <unrealizedAppr>1.35</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CONTINENT</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CONTINENT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2120151012"/>
          <ticker value="CLR"/>
        </identifiers>
        <balance>-16746</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-289538.34</valUSD>
        <pctVal>-0.1294901877</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CATERPILL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CATERPILL</title>
        <cusip>000000000</cusip>
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          <isin value="US1491231015"/>
          <ticker value="CAT"/>
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        <balance>1796</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>238652.48</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>Qts Realty Trust Inc</name>
        <lei>5493006PA4CJK4OG2J54</lei>
        <title>Qts Realty Trust Inc 6.50% SERIES B CUMULATIVE CONVERTIBLE PERPETUAL PREFERRED STOCK</title>
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        <valUSD>802585.74</valUSD>
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        <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>
      <invstOrSec>
        <name>Stars Group Holdings BV / Stars Group (US) Co-Borrower LLC</name>
        <lei>549300RNFXC8F8RT6R13</lei>
        <title>TSGICN 7 07/15/26 144A</title>
        <cusip>85572NAA6</cusip>
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          <isin value="US85572NAA63"/>
          <ticker value="TSGICN"/>
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        <balance>351000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378904.5</valUSD>
        <pctVal>0.1694574019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</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>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ALLSTATE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ALLSTATE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0200021014"/>
          <ticker value="ALL"/>
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        <balance>2616</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>246924.24</valUSD>
        <pctVal>0.1104318903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <curCd>USD</curCd>
            <unrealizedAppr>14092.94</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MDC HOLDI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MDC HOLDI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5526761086"/>
          <ticker value="MDC"/>
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        <balance>-5559</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-249209.97</valUSD>
        <pctVal>-0.1114541370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MDC HOLDINGS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <notionalAmt>-249209.97</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-35421.43</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Garmin Ltd</name>
        <lei>2549001E0HIPIJQ0W046</lei>
        <title>Garmin Ltd COM CHF10.00</title>
        <cusip>H2906T109</cusip>
        <identifiers>
          <isin value="CH0114405324"/>
          <ticker value="GRMN"/>
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        <balance>948</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93463.32</valUSD>
        <pctVal>0.0417995864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ingredion Incorporated</name>
        <lei>PKSTQ48QDN0XSVS7YK88</lei>
        <title>Ingredion Incorporated COM</title>
        <cusip>457187102</cusip>
        <identifiers>
          <isin value="US4571871023"/>
          <ticker value="INGR"/>
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        <balance>817</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70670.5</valUSD>
        <pctVal>0.0316059570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG JOHNSON C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG JOHNSON C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00BY7QL619"/>
          <ticker value="JCI"/>
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        <balance>-395</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15199.6</valUSD>
        <pctVal>-0.0067977148</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="JOHNSON CONTROLS INTERNATIONAL" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <unrealizedAppr>-563.06</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WABTEC CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WABTEC CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9297401088"/>
          <ticker value="WAB"/>
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        <balance>-1086</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-67538.34</valUSD>
        <pctVal>-0.0302051615</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG APTIV PLC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG APTIV PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JE00B783TY65"/>
          <ticker value="APTV"/>
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        <balance>-958</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-74484.5</valUSD>
        <pctVal>-0.0333116916</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG WELLTOWER</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WELLTOWER</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US95040Q1040"/>
          <ticker value="WELL"/>
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        <balance>2187</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>117135.72</valUSD>
        <pctVal>0.0523865902</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Gilat Satellite Networks Ltd.</name>
        <lei>529900RVHDCYJ5YWHP12</lei>
        <title>Gilat Satellite Networks Ltd. ORD ILS0.01</title>
        <cusip>M51474118</cusip>
        <identifiers>
          <isin value="IL0010825102"/>
          <ticker value="GILT"/>
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        <balance>32744</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>183038.96</valUSD>
        <pctVal>0.0818604862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>I.M.A. Industria Macchine Automatiche S.p.A.</name>
        <lei>815600D86992FDA7B908</lei>
        <title>I.M.A. Industria Macchine Automatiche S.p.A. EUR0.52</title>
        <cusip>T54003107</cusip>
        <identifiers>
          <isin value="IT0001049623"/>
          <ticker value="IMCUF"/>
        </identifiers>
        <balance>2527</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt=".8489324"/>
        <valUSD>200925.89</valUSD>
        <pctVal>0.0898600552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enphase Energy Inc</name>
        <lei>5493008U7KIGMI59Z314</lei>
        <title>Enphase Energy Inc COM</title>
        <cusip>29355A107</cusip>
        <identifiers>
          <isin value="US29355A1079"/>
          <ticker value="ENPH"/>
        </identifiers>
        <balance>-3374</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-203654.64</valUSD>
        <pctVal>-0.0910804337</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Palo Alto Networks Inc</name>
        <lei>549300QXR2YVZV231H43</lei>
        <title>Palo Alto Networks Inc COM</title>
        <cusip>697435105</cusip>
        <identifiers>
          <isin value="US6974351057"/>
          <ticker value="PANW"/>
        </identifiers>
        <balance>-1051</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-268971.92</valUSD>
        <pctVal>-0.1202922709</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SIMON PRO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SIMON PRO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8288061091"/>
          <ticker value="SPG"/>
        </identifiers>
        <balance>-2685</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-167409.75</valUSD>
        <pctVal>-0.0748706370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SIMON PROPERTY GROUP INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-167409.75</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3173.54</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PPG INDUS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PPG INDUS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6935061076"/>
          <ticker value="PPG"/>
        </identifiers>
        <balance>-4453</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-479365.45</valUSD>
        <pctVal>-0.2143865373</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PPG INDUSTRIES INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-479365.45</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1499.04</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG OMNICOM G</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG OMNICOM G</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6819191064"/>
          <ticker value="OMC"/>
        </identifiers>
        <balance>7669</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>412055.37</valUSD>
        <pctVal>0.1842834604</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OMNICOM GROUP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>412055.37</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1358.13</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LOCKHEED</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LOCKHEED</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5398301094"/>
          <ticker value="LMT"/>
        </identifiers>
        <balance>1196</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>453248.12</valUSD>
        <pctVal>0.2027060877</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LOCKHEED MARTIN CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>453248.12</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>31883.94</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG UNITED ST</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UNITED ST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9129091081"/>
          <ticker value="X"/>
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        <balance>-825</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5494.5</valUSD>
        <pctVal>-0.0024573044</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-357.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNITED STATES STEEL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-5494.5</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>115.83</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG COMMSCOPE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG COMMSCOPE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US20337X1090"/>
          <ticker value="COMM"/>
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        <balance>692</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6421.76</valUSD>
        <pctVal>0.0028720027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COMMSCOPE HOLDING CO INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <notionalAmt>6421.76</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>358.56</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BERKSHIRE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BERKSHIRE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0846707026"/>
          <ticker value="BRK/B"/>
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        <balance>-1393</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-272721.54</valUSD>
        <pctVal>-0.1219692128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <notionalAmt>-272721.54</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-15437.84</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WPX ENERG</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WPX ENERG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US98212B1035"/>
          <ticker value="WPX"/>
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        <balance>160</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>955.2</valUSD>
        <pctVal>0.0004271940</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WPX ENERGY INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <unrealizedAppr>33.50</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SPIRIT AE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SPIRIT AE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8485741099"/>
          <ticker value="SPR"/>
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        <balance>-11575</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>-0.1013077350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG NORFOLK S</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NORFOLK S</title>
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          <ticker value="NSC"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.0896584172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG TJX COMPA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TJX COMPA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8725401090"/>
          <ticker value="TJX"/>
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        <balance>-4263</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-221633.37</valUSD>
        <pctVal>-0.0991210583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-221633.37</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4354.49</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CENTERPOI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CENTERPOI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US15189T1079"/>
          <ticker value="CNP"/>
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        <balance>16197</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>307904.97</valUSD>
        <pctVal>0.1377042929</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
            <unrealizedAppr>-4225.66</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Ingenico Group</name>
        <lei>969500C1KK5OLNWK1S69</lei>
        <title>Ingenico Group EUR1</title>
        <cusip>F5276G104</cusip>
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          <isin value="FR0000125346"/>
          <ticker value="INGIF"/>
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        <balance>2480</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt=".8489324"/>
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        <pctVal>0.1794942638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TD AMERITRADE Holding Corporation</name>
        <lei>ZI85ER3E6RXD4HPHW309</lei>
        <title>TD AMERITRADE Holding Corporation COM</title>
        <cusip>87236Y108</cusip>
        <identifiers>
          <isin value="US87236Y1082"/>
          <ticker value="AMTD"/>
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        <balance>98551</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3536995.39</valUSD>
        <pctVal>1.5818499101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG TECK RESO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TECK RESO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA8787422044"/>
          <ticker value="TECK"/>
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        <balance>-11018</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-111612.34</valUSD>
        <pctVal>-0.0499163698</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <notionalAmt>-111612.34</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>11303.65</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG UNIVERSAL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UNIVERSAL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9139031002"/>
          <ticker value="UHS"/>
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        <balance>1012</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>111218.8</valUSD>
        <pctVal>0.0497403670</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNIVERSAL HEALTH SERVICES-B" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LOWE'S CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LOWE'S CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5486611073"/>
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        <balance>743</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG ALTICE US</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ALTICE US</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US02156K1034"/>
          <ticker value="ATUS"/>
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        <balance>22690</balance>
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        <curCd>USD</curCd>
        <valUSD>612403.1</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALTICE USA INC- A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG REALTY IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG REALTY IN</title>
        <cusip>000000000</cusip>
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          <isin value="US7561091049"/>
          <ticker value="O"/>
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        <balance>-3959</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-237737.95</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BAKER HUG</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BAKER HUG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US05722G1004"/>
          <ticker value="BKR"/>
        </identifiers>
        <balance>-12484</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-193377.16</valUSD>
        <pctVal>-0.0864840378</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-193377.16</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1114.54</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander Holdings Usa Inc</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANUSA 3.45 06/02/25</title>
        <cusip>80282KBB1</cusip>
        <identifiers>
          <isin value="US80282KBB17"/>
          <ticker value="SANUSA"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107242.71</valUSD>
        <pctVal>0.0479621409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</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>Service Properties Trust</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>SVC 7.5 09/15/25</title>
        <cusip>81761LAA0</cusip>
        <identifiers>
          <isin value="US81761LAA08"/>
          <ticker value="SVC"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53020.67</valUSD>
        <pctVal>0.0237124262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>CFD_EQS FIN LEG PACKAGING</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PACKAGING</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6951561090"/>
          <ticker value="PKG"/>
        </identifiers>
        <balance>1850</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>177822</valUSD>
        <pctVal>0.0795273060</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PACKAGING CORP OF AMERICA" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>177822</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4121.88</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CORNING I</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CORNING I</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2193501051"/>
          <ticker value="GLW"/>
        </identifiers>
        <balance>-9761</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-302591</valUSD>
        <pctVal>-0.1353277269</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CORNING INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-302591</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-40304.40</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Encore Capital Group Inc.</name>
        <lei>5493000UVC6H49CIH830</lei>
        <title>ECPG 2.875 03/15/21</title>
        <cusip>292554AH5</cusip>
        <identifiers>
          <isin value="US292554AH53"/>
          <ticker value="ECPG"/>
        </identifiers>
        <balance>339000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>333869.94</valUSD>
        <pctVal>0.1493166025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cheniere Energy Inc</name>
        <lei>MIHC87W9WTYSYZWV1J40</lei>
        <title>LNG 4.25 03/15/45</title>
        <cusip>16411RAG4</cusip>
        <identifiers>
          <isin value="US16411RAG48"/>
          <ticker value="LNG"/>
        </identifiers>
        <balance>1056000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>675635.48</valUSD>
        <pctVal>0.3021643529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BAUSCH HE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BAUSCH HE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA0717341071"/>
          <ticker value="BHC"/>
        </identifiers>
        <balance>-14294</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-261151.38</valUSD>
        <pctVal>-0.1167946919</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BAUSCH HEALTH COS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
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            <notionalAmt>-261151.38</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9718.73</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG FEDEX COR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG FEDEX COR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US31428X1063"/>
          <ticker value="FDX"/>
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        <balance>-1419</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-238959.6</valUSD>
        <pctVal>-0.1068698656</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-238959.6</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-13201.60</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Insmed Inc</name>
        <lei>529900Q55QAG41CCAC11</lei>
        <title>INSM 1.75 01/15/25</title>
        <cusip>457669AA7</cusip>
        <identifiers>
          <isin value="US457669AA77"/>
          <ticker value="INSM"/>
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        <balance>495000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>477964.55</valUSD>
        <pctVal>0.2137600130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</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>Helix Energy Solutions Group, Inc.</name>
        <lei>416AP2JOUTCWEGSOZW41</lei>
        <title>HLX 4.125 09/15/23</title>
        <cusip>42330PAJ6</cusip>
        <identifiers>
          <isin value="US42330PAJ66"/>
          <ticker value="HLX"/>
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        <balance>273000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243521.23</valUSD>
        <pctVal>0.1089099626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG OMEGA HEA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG OMEGA HEA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6819361006"/>
          <ticker value="OHI"/>
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        <balance>-3189</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-103259.82</valUSD>
        <pctVal>-0.0461808736</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG UNITED RE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UNITED RE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9113631090"/>
          <ticker value="URI"/>
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        <balance>1354</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>210370.98</valUSD>
        <pctVal>0.0940841814</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE 2020-2 D</title>
        <cusip>26208VAG1</cusip>
        <identifiers>
          <isin value="US26208VAG14"/>
          <ticker value="DRIVE"/>
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        <balance>290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299170.38</valUSD>
        <pctVal>0.1337979235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mondelez International, Inc.</name>
        <lei>549300DV9GIB88LZ5P30</lei>
        <title>MDLZ 0.625 07/01/22</title>
        <cusip>609207AV7</cusip>
        <identifiers>
          <isin value="US609207AV77"/>
          <ticker value="MDLZ"/>
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        <balance>305000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>306488.4</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-01</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Blackstone Mortgage Trust, Inc</name>
        <lei>549300OLDJ20R2Y2UW20</lei>
        <title>BXMT 4.75 03/15/23</title>
        <cusip>09257WAC4</cusip>
        <identifiers>
          <isin value="US09257WAC47"/>
          <ticker value="BXMT"/>
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        <balance>650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>607373.83</valUSD>
        <pctVal>0.2716357056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>SFL Corporation Ltd</name>
        <lei>549300RLYYPSB0C7RH77</lei>
        <title>SFL 4.875 05/01/23</title>
        <cusip>824689AG8</cusip>
        <identifiers>
          <isin value="US824689AG86"/>
          <ticker value="SFL"/>
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        <balance>336000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>289100.31</valUSD>
        <pctVal>0.1292942877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>Minerals Technlogs</name>
        <lei>549300D3I1QU67GP6403</lei>
        <title>MTX 5 07/01/28 144A</title>
        <cusip>603158AA4</cusip>
        <identifiers>
          <isin value="US603158AA41"/>
          <ticker value="MTX"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51890</valUSD>
        <pctVal>0.0232067568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Mastec, Inc.</name>
        <lei>549300TMDIT8WREDOF45</lei>
        <title>MTZ 4.5 08/15/28 144A</title>
        <cusip>576323AP4</cusip>
        <identifiers>
          <isin value="US576323AP42"/>
          <ticker value="MTZ"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41800</valUSD>
        <pctVal>0.0186942076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>CFD_EQS FIN LEG BAXTER IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BAXTER IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0718131099"/>
          <ticker value="BAX"/>
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        <balance>2929</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>253007.02</valUSD>
        <pctVal>0.1131522911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BAXTER INTERNATIONAL INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>253007.02</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5045.24</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG FIRSTENER</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG FIRSTENER</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US3379321074"/>
          <ticker value="FE"/>
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        <balance>-1516</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-43964</valUSD>
        <pctVal>-0.0196620130</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FIRSTENERGY CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <notionalAmt>-43964</notionalAmt>
            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG LYONDELLB</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LYONDELLB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0009434992"/>
          <ticker value="LYB"/>
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        <balance>2822</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>176431.44</valUSD>
        <pctVal>0.0789054061</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LYONDELLBASELL INDU-CL A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-50.000000000000" pmntAmt="0.000000000000">
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG BEST BUY</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BEST BUY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0865161014"/>
          <ticker value="BBY"/>
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        <balance>-2794</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Logmein</name>
        <lei>549300D12V5KRBV00592</lei>
        <title>Logmein COM</title>
        <cusip>54142L109</cusip>
        <identifiers>
          <isin value="US54142L1098"/>
          <ticker value="LOGM"/>
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        <curCd>USD</curCd>
        <valUSD>5339613.06</valUSD>
        <pctVal>2.3880343364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>58.com Inc</name>
        <lei>549300R31W8UMZCTNF95</lei>
        <title>58.com Inc ADR EACH REPR 2 COM USD0.00001</title>
        <cusip>31680Q104</cusip>
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          <isin value="US31680Q1040"/>
          <ticker value="WUBA"/>
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        <curCd>USD</curCd>
        <valUSD>1329544.44</valUSD>
        <pctVal>0.5946119576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Flexion Therapeutics Inc</name>
        <lei>549300X8HYW1HZKCDG90</lei>
        <title>FLXN 3.375 05/01/24</title>
        <cusip>33938JAB2</cusip>
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          <isin value="US33938JAB26"/>
          <ticker value="FLXN"/>
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        <balance>395000</balance>
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        <curCd>USD</curCd>
        <valUSD>333034.38</valUSD>
        <pctVal>0.1489429151</pctVal>
        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sailpoint Technologies Holdings Inc</name>
        <lei>N/A</lei>
        <title>SAILUS 0.125 09/15/24</title>
        <cusip>78781PAA3</cusip>
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          <isin value="US78781PAA30"/>
          <ticker value="SAIL"/>
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        <balance>573000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>735532.58</valUSD>
        <pctVal>0.3289521238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vale Overseas Limited</name>
        <lei>254900BA3U6G5DNV5V04</lei>
        <title>VALEBZ 3.75 07/08/30</title>
        <cusip>91911TAQ6</cusip>
        <identifiers>
          <isin value="US91911TAQ67"/>
          <ticker value="VALEBZ"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85877.6</valUSD>
        <pctVal>0.0384070260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 1.65 02/01/28</title>
        <cusip>00206RKG6</cusip>
        <identifiers>
          <isin value="US00206RKG64"/>
          <ticker value="T"/>
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        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178096.95</valUSD>
        <pctVal>0.0796502719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.650000000000</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>CFD_EQS FIN LEG SEMPRA EN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SEMPRA EN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8168511090"/>
          <ticker value="SRE"/>
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        <balance>-1971</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-245310.66</valUSD>
        <pctVal>-0.1097102491</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-245310.66</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-12050.16</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG JOHNSON &amp;</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG JOHNSON &amp;</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4781601046"/>
          <ticker value="JNJ"/>
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        <balance>-1555</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-226656.8</valUSD>
        <pctVal>-0.1013676862</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="JOHNSON &amp; JOHNSON" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-226656.8</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5220.61</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG NAVIENT C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NAVIENT C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US63938C1080"/>
          <ticker value="NAVI"/>
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        <balance>-15761</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-125457.56</valUSD>
        <pctVal>-0.0561083655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NAVIENT CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-125457.56</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-13963.02</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MOTOROLA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MOTOROLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6200763075"/>
          <ticker value="MSI"/>
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        <balance>706</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>98698.8</valUSD>
        <pctVal>0.0441410493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MOTOROLA SOLUTIONS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <unrealizedAppr>3405.49</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NATIONAL GENERAL HOLDINGS CORP</name>
        <lei>549300HUE7OCQI86BK16</lei>
        <title>NATIONAL GENERAL HOLDINGS CORP COM</title>
        <cusip>636220303</cusip>
        <identifiers>
          <isin value="US6362203035"/>
          <ticker value="NGHC"/>
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        <balance>38993</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1325372.07</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Workiva Inc</name>
        <lei>529900RTOQ8GRWHY1O58</lei>
        <title>Workiva Inc COM CL A</title>
        <cusip>98139A105</cusip>
        <identifiers>
          <isin value="US98139A1051"/>
          <ticker value="WK"/>
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        <balance>-3771</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-210798.9</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG GENERAL M</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG GENERAL M</title>
        <cusip>000000000</cusip>
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          <isin value="US37045V1008"/>
          <ticker value="GM"/>
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        <balance>-9488</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-236156.32</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG BIOGEN IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BIOGEN IN</title>
        <cusip>000000000</cusip>
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          <isin value="US09062X1037"/>
          <ticker value="BIIB"/>
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        <balance>936</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>Varex Imaging Corporation</name>
        <lei>549300CWYWPVCT8E9W67</lei>
        <title>VREX 4 06/01/25</title>
        <cusip>92214XAA4</cusip>
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          <isin value="US92214XAA46"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Colony Capital Operating Co LLC</name>
        <lei>N/A</lei>
        <title>CLNY 5.75 07/15/25</title>
        <cusip>19626LAA5</cusip>
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          <isin value="US19626LAA52"/>
          <ticker value="CLNY"/>
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        <balance>260000</balance>
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        <curCd>USD</curCd>
        <valUSD>300564.95</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CARDINAL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CARDINAL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US14149Y1082"/>
          <ticker value="CAH"/>
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        <balance>8843</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>483004.66</valUSD>
        <pctVal>0.2160141006</pctVal>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>34159.32</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BORGWARNE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BORGWARNE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0997241064"/>
          <ticker value="BWA"/>
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        <balance>-1949</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-71333.4</valUSD>
        <pctVal>-0.0319024256</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <notionalAmt>-71333.4</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>350.92</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PULTEGROU</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PULTEGROU</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7458671010"/>
          <ticker value="PHM"/>
        </identifiers>
        <balance>6369</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>277688.4</valUSD>
        <pctVal>0.1241905409</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PULTEGROUP INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>277688.4</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>51495.66</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG FORD MOTO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG FORD MOTO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US3453708600"/>
          <ticker value="F"/>
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        <balance>-56829</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-375639.69</valUSD>
        <pctVal>-0.1679972814</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FORD MOTOR CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-375639.69</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-23231.87</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie Inc. COM</title>
        <cusip>00287Y109</cusip>
        <identifiers>
          <isin value="US00287Y1091"/>
          <ticker value="ABBV"/>
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        <balance>930</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88266.3</valUSD>
        <pctVal>0.0394753239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sunpower Corporation</name>
        <lei>549300TXO070764WUH65</lei>
        <title>SPWR 4 01/15/23</title>
        <cusip>867652AL3</cusip>
        <identifiers>
          <isin value="US867652AL32"/>
          <ticker value="SPWR"/>
        </identifiers>
        <balance>1031000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>899185.95</valUSD>
        <pctVal>0.4021427956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CHARLES R</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CHARLES R</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1598641074"/>
          <ticker value="CRL"/>
        </identifiers>
        <balance>-226</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-44971.74</valUSD>
        <pctVal>-0.0201127044</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHARLES RIVER LABORATORIES" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-44971.74</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1163.40</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG FREEPORT-</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG FREEPORT-</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US35671D8570"/>
          <ticker value="FCX"/>
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        <balance>-16899</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-218335.08</valUSD>
        <pctVal>-0.0976459646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FREEPORT-MCMORAN INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <notionalAmt>-218335.08</notionalAmt>
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            <unrealizedAppr>445.52</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>I3 Verticals INC</name>
        <lei>549300944CYWVP06CJ97</lei>
        <title>I3 Verticals INC COM CL A</title>
        <cusip>46571Y107</cusip>
        <identifiers>
          <isin value="US46571Y1073"/>
          <ticker value="IIIV"/>
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        <balance>-5085</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-122955.3</valUSD>
        <pctVal>-0.0549892801</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>New Mountain Finance Corporation</name>
        <lei>549300L1MPTT1H7SES77</lei>
        <title>NMFC 5.75 08/15/23</title>
        <cusip>647551AC4</cusip>
        <identifiers>
          <isin value="US647551AC49"/>
          <ticker value="NMFC"/>
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        <balance>666000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>658482.2</valUSD>
        <pctVal>0.2944928941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>CFD_EQS FIN LEG CLEVELAND</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CLEVELAND</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1858991011"/>
          <ticker value="CLF"/>
        </identifiers>
        <balance>-10354</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-53633.72</valUSD>
        <pctVal>-0.0239866004</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-83.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MATADOR R</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MATADOR R</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5764852050"/>
          <ticker value="MTDR"/>
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        <balance>-629</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5459.72</valUSD>
        <pctVal>-0.0024417497</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG APACHE CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG APACHE CO</title>
        <cusip>000000000</cusip>
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          <isin value="US0374111054"/>
          <ticker value="APA"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PHILLIPS</name>
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          <isin value="US7185461040"/>
          <ticker value="PSX"/>
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        <curCd>USD</curCd>
        <valUSD>76222.58</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Willis Towers Watson Public Limited Company</name>
        <lei>549300WHC56FF48KL350</lei>
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        <curCd>USD</curCd>
        <valUSD>1765764.08</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>INNOVIVA INC</name>
        <lei>549300ACOX4QTBES6535</lei>
        <title>INNOVIVA INC COM</title>
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          <isin value="US45781M1018"/>
          <ticker value="INVA"/>
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        <balance>-12722</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-172319.49</valUSD>
        <pctVal>-0.0770664193</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG HOWMET AE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HOWMET AE</title>
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          <ticker value="HWM"/>
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        <balance>-5240</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-77447.2</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HOWMET AEROSPACE INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG TARGA RES</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TARGA RES</title>
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        <identifiers>
          <isin value="US87612G1013"/>
          <ticker value="TRGP"/>
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        <balance>4028</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.0329303566</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CC Holdings GS V LLC / Crown Castle GS III Corp</name>
        <lei>N/A</lei>
        <title>CCI 3.849 04/15/23</title>
        <cusip>14987BAE3</cusip>
        <identifiers>
          <isin value="US14987BAE39"/>
          <ticker value="CCI"/>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>216189.99</valUSD>
        <pctVal>0.0966866163</pctVal>
        <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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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brookfield Asset Management, Inc.</name>
        <lei>C6J3FGIWG6MBDGTE8F80</lei>
        <title>BAMACN 4 01/15/25</title>
        <cusip>112585AH7</cusip>
        <identifiers>
          <isin value="US112585AH72"/>
          <ticker value="BAMACN"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55125.61</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG FREEPORT-</name>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CIMAREX E</name>
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        <title>CFD_EQS FIN LEG CIMAREX E</title>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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        <title>CFD_EQS FIN LEG SEALED AI</title>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <name>CFD_EQS FIN LEG DISCOVER</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MERITOR INC</name>
        <lei>5LTG829X630QFHTFBO82</lei>
        <title>MTOR 3.25 10/15/37</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>356594.89</valUSD>
        <pctVal>0.1594798784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Novavax Inc</name>
        <lei>529900J4GJHPEPQ23205</lei>
        <title>Novavax Inc COM NEW</title>
        <cusip>670002401</cusip>
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          <isin value="US6700024010"/>
          <ticker value="NVAX"/>
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        <balance>-1186</balance>
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        <curCd>USD</curCd>
        <valUSD>-169716.6</valUSD>
        <pctVal>-0.0759023292</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HILTON WO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HILTON WO</title>
        <cusip>000000000</cusip>
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          <isin value="US43300A2033"/>
          <ticker value="HLT"/>
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        <balance>647</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>48557.35</valUSD>
        <pctVal>0.0217162963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HILTON WORLDWIDE HOLDINGS IN" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-18</terminationDt>
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            <notionalAmt>48557.35</notionalAmt>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG RAYMOND J</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG RAYMOND J</title>
        <cusip>000000000</cusip>
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          <isin value="US7547301090"/>
          <ticker value="RJF"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.0070226177</pctVal>
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        <assetCat>DE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-18</terminationDt>
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      </invstOrSec>
      <invstOrSec>
        <name>Cowen Inc</name>
        <lei>5493008QI0EFC5WBED75</lei>
        <title>Cowen Inc 5.625% SERIES A CUMULATIVE PERPETUAL CONVERTIBLE PREFERRED STOCK</title>
        <cusip>223622507</cusip>
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          <isin value="US2236225072"/>
          <ticker value="COWN"/>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fortive Corporation</name>
        <lei>549300MU9YQJYHDQEF63</lei>
        <title>Fortive Corporation COM</title>
        <cusip>34959J108</cusip>
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          <isin value="US34959J1088"/>
          <ticker value="FTV"/>
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        <balance>-3303</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-231837.57</valUSD>
        <pctVal>-0.1036846812</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Drive Auto Receivables Trust 2019-1</name>
        <lei>N/A</lei>
        <title>DRIVE 2019-1 D</title>
        <cusip>26208NAG9</cusip>
        <identifiers>
          <isin value="US26208NAG97"/>
          <ticker value="DRIVE"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>521105.8</valUSD>
        <pctVal>0.2330540676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AVANGRID</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AVANGRID</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US05351W1036"/>
          <ticker value="AGR"/>
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        <balance>2539</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>126416.81</valUSD>
        <pctVal>0.0565373707</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MARATHON</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MARATHON</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US56585A1025"/>
          <ticker value="MPC"/>
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        <balance>1806</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>68989.2</valUSD>
        <pctVal>0.0308540294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>STACR 2017-DNA3 B1</title>
        <cusip>3137G0RJ0</cusip>
        <identifiers>
          <isin value="US3137G0RJ09"/>
          <ticker value="FHLMC"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288250.02</valUSD>
        <pctVal>0.1289140126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.634500000000</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>PROSPER MARKETPLACE ISSUANCE TRUST</name>
        <lei>549300WV6NCA12RVBP15</lei>
        <title>PMIT 2019-3A A</title>
        <cusip>74362DAA6</cusip>
        <identifiers>
          <isin value="US74362DAA63"/>
          <ticker value="PMIT"/>
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        <balance>400924.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402850.98</valUSD>
        <pctVal>0.1801669825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <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>CFD_EQS FIN LEG TRIMBLE I</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TRIMBLE I</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8962391004"/>
          <ticker value="TRMB"/>
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        <balance>-3995</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-177817.45</valUSD>
        <pctVal>-0.0795252711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG TAYLOR MO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TAYLOR MO</title>
        <cusip>000000000</cusip>
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          <isin value="US87724P1066"/>
          <ticker value="TMHC"/>
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        <balance>-9481</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-222329.45</valUSD>
        <pctVal>-0.0994323661</pctVal>
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        <invCountry>US</invCountry>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <unrealizedAppr>-13234.65</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cree Inc</name>
        <lei>549300OGU88P3AW3TO93</lei>
        <title>CREE 0.875 09/01/23</title>
        <cusip>225447AB7</cusip>
        <identifiers>
          <isin value="US225447AB76"/>
          <ticker value="CREE"/>
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        <balance>122000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159922.34</valUSD>
        <pctVal>0.0715220438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J2 Global, Inc.</name>
        <lei>5493008OJYGLHD7MXA18</lei>
        <title>JCOM 1.75 11/01/26</title>
        <cusip>48123VAD4</cusip>
        <identifiers>
          <isin value="US48123VAD47"/>
          <ticker value="JCOM"/>
        </identifiers>
        <balance>826000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>626770.49</valUSD>
        <pctVal>0.2803104709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBER TECHNOLOGIES INC</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>UBER 7.5 05/15/25 144A</title>
        <cusip>90353TAF7</cusip>
        <identifiers>
          <isin value="US90353TAF75"/>
          <ticker value="UBERUS"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79125</valUSD>
        <pctVal>0.0353870617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>Becton, Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BDX 2.823 05/20/30</title>
        <cusip>075887CJ6</cusip>
        <identifiers>
          <isin value="US075887CJ64"/>
          <ticker value="BDX"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10988.33</valUSD>
        <pctVal>0.0049143092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.823000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Las Vegas Sands Corp</name>
        <lei>549300DUOO1KXOHPM605</lei>
        <title>LVS 3.9 08/08/29</title>
        <cusip>517834AF4</cusip>
        <identifiers>
          <isin value="US517834AF40"/>
          <ticker value="LVS"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100098</valUSD>
        <pctVal>0.0447668133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Phillips 66 Partners LP</name>
        <lei>549300TL5L4IG0H4FX64</lei>
        <title>PSXP 2.45 12/15/24</title>
        <cusip>718549AG3</cusip>
        <identifiers>
          <isin value="US718549AG31"/>
          <ticker value="PSXP"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15512.77</valUSD>
        <pctVal>0.0069377738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG EXPEDIA G</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EXPEDIA G</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US30212P3038"/>
          <ticker value="EXPE"/>
        </identifiers>
        <balance>-2180</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-176601.8</valUSD>
        <pctVal>-0.0789815961</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EXPEDIA GROUP INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-176601.8</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>18079.51</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG APTIV PLC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG APTIV PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JE00B783TY65"/>
          <ticker value="APTV"/>
        </identifiers>
        <balance>-968</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-75262</valUSD>
        <pctVal>-0.0336594128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="APTIV PLC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-75262</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3896.69</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Paypal Holdings Incorporation</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PYPL 1.35 06/01/23</title>
        <cusip>70450YAF0</cusip>
        <identifiers>
          <isin value="US70450YAF07"/>
          <ticker value="PYPL"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102479.14</valUSD>
        <pctVal>0.0458317302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.350000000000</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>Molina Healthcare, Inc.</name>
        <lei>549300NQQCEQ46YHZ591</lei>
        <title>MOH 4.375 06/15/28 144A</title>
        <cusip>60855RAJ9</cusip>
        <identifiers>
          <isin value="US60855RAJ95"/>
          <ticker value="MOH"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212506</valUSD>
        <pctVal>0.0950390260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Burlington Stores Inc.</name>
        <lei>5299003Z37DVGKKC1W09</lei>
        <title>BURL 2.25 04/15/25</title>
        <cusip>122017AA4</cusip>
        <identifiers>
          <isin value="US122017AA43"/>
          <ticker value="BURL"/>
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        <balance>306000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>342416.18</valUSD>
        <pctVal>0.1531387361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>Huazhu Group Ltd</name>
        <lei>549300Y5ML31FVN83730</lei>
        <title>HTHT 3 05/01/26 144A</title>
        <cusip>44332NAA4</cusip>
        <identifiers>
          <isin value="US44332NAA46"/>
          <ticker value="HTHT"/>
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        <balance>339000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>355699.5</valUSD>
        <pctVal>0.1590794333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>CFD_EQS FIN LEG CREDIT AC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CREDIT AC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2253101016"/>
          <ticker value="CACC"/>
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        <balance>-633</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-296206.02</valUSD>
        <pctVal>-0.1324721733</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-84.000000000000" pmntAmt="0.000000000000">
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CHEVRON C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CHEVRON C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1667641005"/>
          <ticker value="CVX"/>
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        <balance>-1960</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-164522.4</valUSD>
        <pctVal>-0.0735793279</pctVal>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Momo Inc</name>
        <lei>549300YMGLID32W48529</lei>
        <title>MOMO 1.25 07/01/25</title>
        <cusip>60879BAB3</cusip>
        <identifiers>
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          <ticker value="MOMO"/>
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        <balance>878000</balance>
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        <curCd>USD</curCd>
        <valUSD>706771.44</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>New York Mortgage Trust, Inc.</name>
        <lei>549300JFGR0M7ULHWG48</lei>
        <title>NYMT 6.25 01/15/22</title>
        <cusip>649604AD7</cusip>
        <identifiers>
          <isin value="US649604AD74"/>
          <ticker value="NYMT"/>
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        <balance>644000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>573965</valUSD>
        <pctVal>0.2566942796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Bloomin Brands Inc</name>
        <lei>E1UJ2GO305B5FXGV7N04</lei>
        <title>BLMN 5 05/01/25</title>
        <cusip>094235AA6</cusip>
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          <isin value="US094235AA65"/>
          <ticker value="BLMN"/>
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        <balance>864000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1079460</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Winnebago Inds Inc</name>
        <lei>549300B7OYKYJLTE3G11</lei>
        <title>WGO 1.5 04/01/25</title>
        <cusip>974637AA8</cusip>
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          <isin value="US974637AA88"/>
          <ticker value="WGO"/>
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        <balance>502000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>582388.72</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MGM RESOR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MGM RESOR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5529531015"/>
          <ticker value="MGM"/>
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        <balance>-11393</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-183313.37</valUSD>
        <pctVal>-0.0819832106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG WEYERHAEU</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WEYERHAEU</title>
        <cusip>000000000</cusip>
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          <isin value="US9621661043"/>
          <ticker value="WY"/>
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        <balance>3933</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>109376.73</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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        <securityLending>
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      <invstOrSec>
        <name>IAC Financeco 3 Inc</name>
        <lei>5493003IEL8HSZKWUI17</lei>
        <title>MTCH 2 01/15/30</title>
        <cusip>44932KAA4</cusip>
        <identifiers>
          <isin value="US44932KAA43"/>
          <ticker value="IAC"/>
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        <balance>714000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1040873.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Gossamer Bio Inc</name>
        <lei>549300ZOC0N2W6PSFR58</lei>
        <title>GOSS 5 06/01/27</title>
        <cusip>38341PAA0</cusip>
        <identifiers>
          <isin value="US38341PAA03"/>
          <ticker value="GOSS"/>
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        <balance>322000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304068.5</valUSD>
        <pctVal>0.1359885090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Granite Const</name>
        <lei>549300OM4BWMCIXVCZ39</lei>
        <title>GVA 2.75 11/01/24</title>
        <cusip>387328AA5</cusip>
        <identifiers>
          <isin value="US387328AA53"/>
          <ticker value="GVA"/>
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        <balance>710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>557563</valUSD>
        <pctVal>0.2493588157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Eagle Outfitter</name>
        <lei>5299001Z9HXK01DHW793</lei>
        <title>AEO 3.75 04/15/25</title>
        <cusip>02553EAA4</cusip>
        <identifiers>
          <isin value="US02553EAA47"/>
          <ticker value="AEO"/>
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        <balance>716000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>963587.15</valUSD>
        <pctVal>0.4309449345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG EASTMAN C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EASTMAN C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2774321002"/>
          <ticker value="EMN"/>
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        <balance>1655</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>123512.65</valUSD>
        <pctVal>0.0552385437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG ENBRIDGE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ENBRIDGE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA29250N1050"/>
          <ticker value="ENB"/>
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        <balance>-2388</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-76416</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>Tabula Rasa Healthcare Inc</name>
        <lei>549300K6KY242XRMEF28</lei>
        <title>Tabula Rasa Healthcare Inc COM</title>
        <cusip>873379101</cusip>
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          <isin value="US8733791011"/>
          <ticker value="TRHC"/>
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        <balance>-4317</balance>
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        <curCd>USD</curCd>
        <valUSD>-242615.4</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Devoteam SA</name>
        <lei>9695002ZQ0NCDYU5YB44</lei>
        <title>Devoteam SA EUR0.15</title>
        <cusip>F26011100</cusip>
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          <isin value="FR0000073793"/>
          <ticker value="DVT"/>
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        <balance>2985</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt=".8489324"/>
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        <pctVal>0.1532793049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Joyy Inc</name>
        <lei>549300N6CHVU5CQZPW24</lei>
        <title>YY 1.375 06/15/26</title>
        <cusip>98426TAF3</cusip>
        <identifiers>
          <isin value="US98426TAF30"/>
          <ticker value="YY"/>
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        <balance>760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>807025</valUSD>
        <pctVal>0.3609256680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG UNITED PA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UNITED PA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9113121068"/>
          <ticker value="UPS"/>
        </identifiers>
        <balance>-4267</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-609156.92</valUSD>
        <pctVal>-0.2724331566</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNITED PARCEL SERVICE-CL B" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-609156.92</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-116706.35</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vonage Holdings Corporation</name>
        <lei>529900W7N0N4WLN1JY21</lei>
        <title>Vonage Holdings Corporation COM</title>
        <cusip>92886T201</cusip>
        <identifiers>
          <isin value="US92886T2015"/>
          <ticker value="VG"/>
        </identifiers>
        <balance>-14304</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-170932.8</valUSD>
        <pctVal>-0.0764462501</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aerie Pharmaceuticals Inc</name>
        <lei>529900SFXHDHUO324R09</lei>
        <title>Aerie Pharmaceuticals Inc COM</title>
        <cusip>00771V108</cusip>
        <identifiers>
          <isin value="US00771V1089"/>
          <ticker value="AERI"/>
        </identifiers>
        <balance>-5580</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-64504.8</valUSD>
        <pctVal>-0.0288484719</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG VMWARE IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG VMWARE IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9285634021"/>
          <ticker value="VMW"/>
        </identifiers>
        <balance>-504</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-70665.84</valUSD>
        <pctVal>-0.0316038729</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VMWARE INC-CLASS A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-70665.84</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>703.36</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG NEXSTAR M</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NEXSTAR M</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US65336K1034"/>
          <ticker value="NXST"/>
        </identifiers>
        <balance>2495</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>218686.75</valUSD>
        <pctVal>0.0978032419</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NEXSTAR MEDIA GROUP INC-CL A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>218686.75</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6327.80</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Q2 Holdings Inc</name>
        <lei>549300M9RKR9DZXWS696</lei>
        <title>Q2 Holdings Inc COM</title>
        <cusip>74736L109</cusip>
        <identifiers>
          <isin value="US74736L1098"/>
          <ticker value="QTWO"/>
        </identifiers>
        <balance>-3882</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-365102.1</valUSD>
        <pctVal>-0.1632845566</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pra Group Inc</name>
        <lei>549300Q5HW3JSSB86K27</lei>
        <title>Pra Group Inc COM</title>
        <cusip>69354N106</cusip>
        <identifiers>
          <isin value="US69354N1063"/>
          <ticker value="PRAA"/>
        </identifiers>
        <balance>-5114</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-202309.84</valUSD>
        <pctVal>-0.0904789990</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>APTIV PLC</name>
        <lei>N/A</lei>
        <title>APTIV PLC 5.50% SERIES A MANDATORY CONVERTIBLE PREFERRED SHARES</title>
        <cusip>G6095L117</cusip>
        <identifiers>
          <isin value="JE00BMHMX696"/>
          <ticker value="APTV"/>
        </identifiers>
        <balance>2745</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>280566.45</valUSD>
        <pctVal>0.1254776907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Metlifecare Limited</name>
        <lei>N/A</lei>
        <title>Metlifecare Limited NPV</title>
        <cusip>Q6070M105</cusip>
        <identifiers>
          <isin value="NZMETE0001S2"/>
          <ticker value="MELCF"/>
        </identifiers>
        <balance>129274</balance>
        <units>NS</units>
        <currencyConditional curCd="NZD" exchangeRt="1.5078407"/>
        <valUSD>506543.22</valUSD>
        <pctVal>0.2265412472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Noble Energy, Inc.</name>
        <lei>02VFQXG2D1LR5ZH3K186</lei>
        <title>NBL 3.25 10/15/29</title>
        <cusip>655044AQ8</cusip>
        <identifiers>
          <isin value="US655044AQ82"/>
          <ticker value="NBL"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22490.68</valUSD>
        <pctVal>0.0100585034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Netflix, Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NFLX 6.375 05/15/29</title>
        <cusip>64110LAX4</cusip>
        <identifiers>
          <isin value="US64110LAX47"/>
          <ticker value="NFLX"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95250</valUSD>
        <pctVal>0.0425986430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tower Ltd</name>
        <lei>N/A</lei>
        <title>Tower Ltd NPV</title>
        <cusip>Q91556102</cusip>
        <identifiers>
          <isin value="NZTWRE0011S2"/>
          <ticker value="TWR"/>
        </identifiers>
        <balance>192415</balance>
        <units>NS</units>
        <currencyConditional curCd="NZD" exchangeRt="1.5078407"/>
        <valUSD>76630.62</valUSD>
        <pctVal>0.0342715005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Majestic Sil</name>
        <lei>529900PWCU5DUH1DYR51</lei>
        <title>First Majestic Sil COM</title>
        <cusip>32076V103</cusip>
        <identifiers>
          <isin value="CA32076V1031"/>
          <ticker value="AG"/>
        </identifiers>
        <balance>-13524</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-180274.92</valUSD>
        <pctVal>-0.0806243250</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG L BRANDS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG L BRANDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5017971046"/>
          <ticker value="LB"/>
        </identifiers>
        <balance>-5409</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-132033.69</valUSD>
        <pctVal>-0.0590494071</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="L BRANDS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-132033.69</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-43024.34</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MURPHY OI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MURPHY OI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6267171022"/>
          <ticker value="MUR"/>
        </identifiers>
        <balance>28902</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>381795.42</valUSD>
        <pctVal>0.1707503076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MURPHY OIL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>381795.42</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3219.56</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V2.312 11/04/22</title>
        <cusip>17308CC46</cusip>
        <identifiers>
          <isin value="US17308CC463"/>
          <ticker value="C"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102151.13</valUSD>
        <pctVal>0.0456850343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.312000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Asgn Incorporated</name>
        <lei>LZBNYYCBUKY537072438</lei>
        <title>ASGN 4.625 05/15/28 144A</title>
        <cusip>00191UAA0</cusip>
        <identifiers>
          <isin value="US00191UAA07"/>
          <ticker value="ASGN"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102250</valUSD>
        <pctVal>0.0457292519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</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>CFD_EQS FIN LEG RADIAN GR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG RADIAN GR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7502361014"/>
          <ticker value="RDN"/>
        </identifiers>
        <balance>-41734</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-622671.28</valUSD>
        <pctVal>-0.2784771818</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RADIAN GROUP INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-622671.28</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-36700.27</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SOUTHWEST</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SOUTHWEST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8454671095"/>
          <ticker value="SWN"/>
        </identifiers>
        <balance>-26448</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-64268.64</valUSD>
        <pctVal>-0.0287428541</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOUTHWESTERN ENERGY CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-64268.64</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6197.01</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ISHARES TRUST</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES TRUST RUS MD CP GR ETF</title>
        <cusip>464287481</cusip>
        <identifiers>
          <isin value="US4642874816"/>
          <ticker value="IWP"/>
        </identifiers>
        <balance>-260</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-44434</valUSD>
        <pctVal>-0.0198722111</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Qts Realty Trust Inc</name>
        <lei>5493006PA4CJK4OG2J54</lei>
        <title>Qts Realty Trust Inc COM CL A</title>
        <cusip>74736A103</cusip>
        <identifiers>
          <isin value="US74736A1034"/>
          <ticker value="QTS"/>
        </identifiers>
        <balance>-9030</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-649708.5</valUSD>
        <pctVal>-0.2905690336</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Santander UK PLC</name>
        <lei>PTCQB104N23FMNK2RZ28</lei>
        <title>SANUK 2.1 01/13/23</title>
        <cusip>80283LAY9</cusip>
        <identifiers>
          <isin value="US80283LAY92"/>
          <ticker value="SANUK"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207291.51</valUSD>
        <pctVal>0.0927069505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capital One Bank (USA), National Association (Virginia)</name>
        <lei>LKE37K2B8CFZUR7F9816</lei>
        <title>COF V2.014 01/27/23</title>
        <cusip>14042TCS4</cusip>
        <identifiers>
          <isin value="US14042TCS42"/>
          <ticker value="COF"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254580.9</valUSD>
        <pctVal>0.1138561772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.014000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG UNDER ARM</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UNDER ARM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9043111072"/>
          <ticker value="UAA"/>
        </identifiers>
        <balance>-24464</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-257361.28</valUSD>
        <pctVal>-0.1150996461</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNDER ARMOUR INC-CLASS A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <notionalAmt>-257361.28</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-20319.79</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WYNN RESO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WYNN RESO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9831341071"/>
          <ticker value="WYNN"/>
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        <balance>-1069</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-77427.67</valUSD>
        <pctVal>-0.0346279651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HUDSON PA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HUDSON PA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4440971095"/>
          <ticker value="HPP"/>
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        <balance>-31</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-730.67</valUSD>
        <pctVal>-0.0003267774</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MEDICAL P</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MEDICAL P</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US58463J3041"/>
          <ticker value="MPW"/>
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        <balance>-3909</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-78688.17</valUSD>
        <pctVal>-0.0351916983</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG FMC CORP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG FMC CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US3024913036"/>
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        <balance>2467</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>261625.35</valUSD>
        <pctVal>0.1170066655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FMC CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG GILEAD SC</name>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG BUNGE LTD</name>
        <lei>N/A</lei>
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          <isin value="BMG169621056"/>
          <ticker value="BG"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>The Procter &amp; Gamble Company</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>PG 3 03/25/30</title>
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          <isin value="US742718FH71"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>D 3.375 04/01/30 C</title>
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        <curCd>USD</curCd>
        <valUSD>57784.22</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Macy's, Inc.</name>
        <lei>529900NZQ81TIOW3CW52</lei>
        <title>M 8.375 06/15/25 144A</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Caribbean Cruises Ltd.</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>RCL 9.125 06/15/23 144A</title>
        <cusip>780153BC5</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG DXC TECHN</name>
        <lei>N/A</lei>
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        <name>CFD_EQS FIN LEG ALLY FINA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ALLY FINA</title>
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          <isin value="US02005N1000"/>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 4.125 01/22/24 MTN</title>
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        <name>T-Mobile US, Inc.</name>
        <lei>549300ZTTY7CXOLJ6539</lei>
        <title>S 7.125 06/15/24</title>
        <cusip>85207UAH8</cusip>
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          <ticker value="TMUS"/>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE 2020-2 A3</title>
        <cusip>26208VAD8</cusip>
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        <valUSD>241006.99</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Delta Air Lines Inc</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DAL 7.375 01/15/26</title>
        <cusip>247361ZZ4</cusip>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>99132</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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          <couponKind>Fixed</couponKind>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WALT DISN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WALT DISN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2546871060"/>
          <ticker value="DIS"/>
        </identifiers>
        <balance>-1152</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-134714.88</valUSD>
        <pctVal>-0.0602485153</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WALT DISNEY CO/THE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-134714.88</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2.34</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG EASTMAN C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EASTMAN C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2774321002"/>
          <ticker value="EMN"/>
        </identifiers>
        <balance>2812</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>209859.56</valUSD>
        <pctVal>0.0938554591</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EASTMAN CHEMICAL CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>209859.56</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>13559.90</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Worldline</name>
        <lei>549300CJMQNCA0U4TS33</lei>
        <title>Worldline EUR0.68</title>
        <cusip>F9867T103</cusip>
        <identifiers>
          <isin value="FR0011981968"/>
          <ticker value="WWLNF"/>
        </identifiers>
        <balance>-3897</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt=".8489324"/>
        <valUSD>-335256.18</valUSD>
        <pctVal>-0.1499365704</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Momo Inc</name>
        <lei>549300YMGLID32W48529</lei>
        <title>Momo Inc SPON ADR EACH REPR 2 ORD SHS CLASS A</title>
        <cusip>60879B107</cusip>
        <identifiers>
          <isin value="US60879B1070"/>
          <ticker value="MOMO"/>
        </identifiers>
        <balance>-1668</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-30807.96</valUSD>
        <pctVal>-0.0137782393</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG EXXON MOB</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EXXON MOB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US30231G1022"/>
          <ticker value="XOM"/>
        </identifiers>
        <balance>-1508</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-63456.64</valUSD>
        <pctVal>-0.0283797035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EXXON MOBIL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-63456.64</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3896.03</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG COLGATE-P</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG COLGATE-P</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1941621039"/>
          <ticker value="CL"/>
        </identifiers>
        <balance>-3658</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-282397.6</valUSD>
        <pctVal>-0.1262966357</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COLGATE-PALMOLIVE CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-282397.6</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9453.77</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NCL Corporation Ltd.</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
        <title>NCLH 6 05/15/24</title>
        <cusip>62886HAS0</cusip>
        <identifiers>
          <isin value="US62886HAS04"/>
          <ticker value="NCLH"/>
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        <balance>864000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1014577.82</valUSD>
        <pctVal>0.4537494841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aerie Pharmaceuticals Inc</name>
        <lei>529900SFXHDHUO324R09</lei>
        <title>AERI 1.5 10/01/24</title>
        <cusip>00771VAA6</cusip>
        <identifiers>
          <isin value="US00771VAA61"/>
          <ticker value="AERI"/>
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        <balance>377000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302542.5</valUSD>
        <pctVal>0.1353060362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</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>CFD_EQS FIN LEG INTL BUSI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG INTL BUSI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4592001014"/>
          <ticker value="IBM"/>
        </identifiers>
        <balance>-2934</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-360705.96</valUSD>
        <pctVal>-0.1613184716</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-360705.96</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-11940.48</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WW GRAING</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WW GRAING</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US3848021040"/>
          <ticker value="GWW"/>
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        <balance>678</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>231557.34</valUSD>
        <pctVal>0.1035593539</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WW GRAINGER INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <notionalAmt>231557.34</notionalAmt>
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            <unrealizedAppr>17040.68</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wright Medical Group N.V.</name>
        <lei>549300JGCCQ1HTDOXU32</lei>
        <title>Wright Medical Group N.V. EUR0.03</title>
        <cusip>N96617118</cusip>
        <identifiers>
          <isin value="NL0011327523"/>
          <ticker value="WMGI"/>
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        <balance>85705</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2572864.1</valUSD>
        <pctVal>1.1506616200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Under Armour, Inc.</name>
        <lei>549300D4549QKWETZ406</lei>
        <title>Under Armour, Inc. CL C</title>
        <cusip>904311206</cusip>
        <identifiers>
          <isin value="US9043112062"/>
          <ticker value="UA"/>
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        <balance>-10554</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-100157.46</valUSD>
        <pctVal>-0.0447934056</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PPL CORP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PPL CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US69351T1060"/>
          <ticker value="PPL"/>
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        <balance>8916</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>237343.92</valUSD>
        <pctVal>0.1061472852</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PPL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BOEING CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BOEING CO</title>
        <cusip>000000000</cusip>
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          <isin value="US0970231058"/>
          <ticker value="BA"/>
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        <balance>-2107</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-332906</valUSD>
        <pctVal>-0.1488854997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
            <unrealizedAppr>45442.21</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>3.000 2046-07-01 USD</title>
        <cusip>31334YPW1</cusip>
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          <isin value="US31334YPW11"/>
          <ticker value="FHLMC"/>
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        <balance>215351.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>229273.82</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FREEPORT-MCMORAN INC</name>
        <lei>549300IRDTHJQ1PVET45</lei>
        <title>FCX 4.375 08/01/28</title>
        <cusip>35671DCG8</cusip>
        <identifiers>
          <isin value="US35671DCG88"/>
          <ticker value="FCX"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84824</valUSD>
        <pctVal>0.0379358246</pctVal>
        <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>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG IRON MOUN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG IRON MOUN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US46284V1017"/>
          <ticker value="IRM"/>
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        <balance>-662</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18661.78</valUSD>
        <pctVal>-0.0083461050</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <notionalAmt>-18661.78</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-448.56</unrealizedAppr>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG TRINITY I</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TRINITY I</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8965221091"/>
          <ticker value="TRN"/>
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        <balance>3586</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>70034.58</valUSD>
        <pctVal>0.0313215546</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Range Resources Corp.</name>
        <lei>H3Y3WLYCX0BTO1TRW162</lei>
        <title>RRC 4.875 05/15/25</title>
        <cusip>75281AAS8</cusip>
        <identifiers>
          <isin value="US75281AAS87"/>
          <ticker value="RRC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83750</valUSD>
        <pctVal>0.0374554998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Teleflex Incorporated</name>
        <lei>UUL85LWXB4NGSWWXIQ25</lei>
        <title>TFX 4.875 06/01/26</title>
        <cusip>879369AE6</cusip>
        <identifiers>
          <isin value="US879369AE63"/>
          <ticker value="TFX"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105000</valUSD>
        <pctVal>0.0469591340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MOSAIC CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MOSAIC CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US61945C1036"/>
          <ticker value="MOS"/>
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        <balance>-11039</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-148695.33</valUSD>
        <pctVal>-0.0665009898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG UNION PAC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UNION PAC</title>
        <cusip>000000000</cusip>
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          <isin value="US9078181081"/>
          <ticker value="UNP"/>
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        <balance>1929</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>334392.15</valUSD>
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        <assetCat>DE</assetCat>
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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>Unilever PLC</name>
        <lei>549300MKFYEKVRWML317</lei>
        <title>Unilever PLC ORD GBP0.031111</title>
        <cusip>G92087165</cusip>
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          <isin value="GB00B10RZP78"/>
          <ticker value="UNLYF"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>E Trade Financial Corporation</name>
        <lei>549300LYE2HSVYJFJD24</lei>
        <title>E Trade Financial Corporation COM NEW</title>
        <cusip>269246401</cusip>
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          <isin value="US2692464017"/>
          <ticker value="ETFC"/>
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        <balance>82542</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4190657.34</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Chefs Warehouse In</name>
        <lei>549300JYEDC8C547E980</lei>
        <title>CHEF 1.875 12/01/24</title>
        <cusip>163086AA9</cusip>
        <identifiers>
          <isin value="US163086AA92"/>
          <ticker value="CHEF"/>
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        <balance>636000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>409773.83</valUSD>
        <pctVal>0.1832630876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Arbor Realty Trust, Inc.</name>
        <lei>549300ASFUWYQO0RW077</lei>
        <title>ABR 4.75 11/01/22</title>
        <cusip>038923AN8</cusip>
        <identifiers>
          <isin value="US038923AN80"/>
          <ticker value="ABR"/>
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        <balance>979000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>912325.01</valUSD>
        <pctVal>0.4080189754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG DOMINION</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DOMINION</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US25746U1097"/>
          <ticker value="D"/>
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        <balance>-1096</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-88808.88</valUSD>
        <pctVal>-0.0397179819</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DOMINION ENERGY INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-88808.88</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6002.80</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG EXELON CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EXELON CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US30161N1019"/>
          <ticker value="EXC"/>
        </identifiers>
        <balance>5987</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>231158.07</valUSD>
        <pctVal>0.1033807885</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>231158.07</notionalAmt>
            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HONEYWELL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HONEYWELL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4385161066"/>
          <ticker value="HON"/>
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        <balance>-1422</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-212404.14</valUSD>
        <pctVal>-0.0949934712</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HONEYWELL INTERNATIONAL INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-212404.14</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3691.10</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SABRA HEA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SABRA HEA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US78573L1061"/>
          <ticker value="SBRA"/>
        </identifiers>
        <balance>-5383</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-79345.42</valUSD>
        <pctVal>-0.0354856401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SABRA HEALTH CARE REIT INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-79345.42</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3755.03</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HEWLETT P</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HEWLETT P</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US42824C1099"/>
          <ticker value="HPE"/>
        </identifiers>
        <balance>4809</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>47464.83</valUSD>
        <pctVal>0.0212276887</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HEWLETT PACKARD ENTERPRISE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>47464.83</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2071.77</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LINCOLN N</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LINCOLN N</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5341871094"/>
          <ticker value="LNC"/>
        </identifiers>
        <balance>3347</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>124742.69</valUSD>
        <pctVal>0.0557886543</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LINCOLN NATIONAL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>124742.69</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5193.22</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ECOLAB IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ECOLAB IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2788651006"/>
          <ticker value="ECL"/>
        </identifiers>
        <balance>-353</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-66039.24</valUSD>
        <pctVal>-0.0295347193</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ECOLAB INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-66039.24</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7465.03</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG NEWELL BR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NEWELL BR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6512291062"/>
          <ticker value="NWL"/>
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        <balance>11741</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>192552.4</valUSD>
        <pctVal>0.0861151806</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NEWELL BRANDS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>-3881.94</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG TRI POINT</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TRI POINT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US87265H1095"/>
          <ticker value="TPH"/>
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        <balance>6956</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>116304.32</valUSD>
        <pctVal>0.0520147633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TRI POINTE GROUP INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <notionalAmt>116304.32</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5627.24</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG EQUINIX I</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EQUINIX I</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US29444U7000"/>
          <ticker value="EQIX"/>
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        <balance>-199</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-156310.52</valUSD>
        <pctVal>-0.0699067301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EQUINIX INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
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            <notionalAmt>-156310.52</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-13947.63</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NanoString Technologies Inc.</name>
        <lei>549300G4CK0Y3WRDMY89</lei>
        <title>NSTG 2.625 03/01/25</title>
        <cusip>63009RAC3</cusip>
        <identifiers>
          <isin value="US63009RAC34"/>
          <ticker value="NSTG"/>
        </identifiers>
        <balance>356000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>366777.84</valUSD>
        <pctVal>0.1640339976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Copa Holdings Sa</name>
        <lei>529900BB9UQJV6QQHA59</lei>
        <title>CPA 4.5 04/15/25</title>
        <cusip>21720AAA0</cusip>
        <identifiers>
          <isin value="US21720AAA07"/>
          <ticker value="CPA"/>
        </identifiers>
        <balance>405000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399208.34</valUSD>
        <pctVal>0.1785378852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Masmovil Ibercom</name>
        <lei>959800YH56PYMFN7VV80</lei>
        <title>Masmovil Ibercom EUR0.02 (POST CONS)</title>
        <cusip>E7386C164</cusip>
        <identifiers>
          <isin value="ES0184696104"/>
          <ticker value="MMBMF"/>
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        <balance>12555</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt=".8489324"/>
        <valUSD>335661.74</valUSD>
        <pctVal>0.1501179489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 3.8 02/14/24</title>
        <cusip>02209SBB8</cusip>
        <identifiers>
          <isin value="US02209SBB88"/>
          <ticker value="MO"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109915.66</valUSD>
        <pctVal>0.0491575639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>CFD_EQS FIN LEG MGM GROWT</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MGM GROWT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US55303A1051"/>
          <ticker value="MGP"/>
        </identifiers>
        <balance>-1675</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-45794.5</valUSD>
        <pctVal>-0.0204806673</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MGM GROWTH PROPERTIES LLC-A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-45794.5</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-676.51</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PDC ENERG</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PDC ENERG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US69327R1014"/>
          <ticker value="PDCE"/>
        </identifiers>
        <balance>-15423</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-219931.98</valUSD>
        <pctVal>-0.0983601460</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PDC ENERGY INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-219931.98</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1312.78</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG DARDEN RE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DARDEN RE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2371941053"/>
          <ticker value="DRI"/>
        </identifiers>
        <balance>-5275</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-400372.5</valUSD>
        <pctVal>-0.1790585323</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DARDEN RESTAURANTS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-400372.5</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2066.20</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PRUDENTIA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PRUDENTIA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7443201022"/>
          <ticker value="PRU"/>
        </identifiers>
        <balance>2139</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>135548.43</valUSD>
        <pctVal>0.0606213037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PRUDENTIAL FINANCIAL INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>135548.43</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2094.62</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>APTIV PLC</name>
        <lei>N/A</lei>
        <title>APTIV PLC COM USD0.01</title>
        <cusip>G6095L109</cusip>
        <identifiers>
          <isin value="JE00B783TY65"/>
          <ticker value="APTV"/>
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        <balance>-2443</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-189943.25</valUSD>
        <pctVal>-0.0849482908</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bilibili Inc</name>
        <lei>5493008V60M52L3PIS45</lei>
        <title>Bilibili Inc SPON ADS REP 1 ORD CL 'Z'</title>
        <cusip>090040106</cusip>
        <identifiers>
          <isin value="US0900401060"/>
          <ticker value="BILI"/>
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        <balance>-5762</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-251107.96</valUSD>
        <pctVal>-0.1123029747</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pennymac Corporation</name>
        <lei>EWN0I878407TKQNXZ933</lei>
        <title>PMT 5.5 11/01/24</title>
        <cusip>70932AAC7</cusip>
        <identifiers>
          <isin value="US70932AAC71"/>
          <ticker value="PMT"/>
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        <balance>1085000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1027946.15</valUSD>
        <pctVal>0.4597282003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Everbridge Inc</name>
        <lei>549300WCY0UMR64ATW81</lei>
        <title>EVBG 0.125 12/15/24</title>
        <cusip>29978AAB0</cusip>
        <identifiers>
          <isin value="US29978AAB08"/>
          <ticker value="EVBG"/>
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        <balance>231000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>326900.82</valUSD>
        <pctVal>0.1461998040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</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>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG NCR CORPO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NCR CORPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US62886E1082"/>
          <ticker value="NCR"/>
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        <balance>3628</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>66864.04</valUSD>
        <pctVal>0.0299035944</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG VOYA FINA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG VOYA FINA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9290891004"/>
          <ticker value="VOYA"/>
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        <balance>6116</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>302130.4</valUSD>
        <pctVal>0.1351217328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VOYA FINANCIAL INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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      <invstOrSec>
        <name>Farfetch Ltd</name>
        <lei>549300QFQ74Z0F96NS78</lei>
        <title>Farfetch Ltd COM USD0.04 CLASS A</title>
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          <ticker value="FTCH"/>
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        <units>NS</units>
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        <valUSD>-299614.7</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AMG Capital Tr Ii</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>952648.24</valUSD>
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        <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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG DIAMONDBA</name>
        <lei>N/A</lei>
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          <ticker value="FANG"/>
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        <balance>1323</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>52734.78</notionalAmt>
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            <unrealizedAppr>-237.62</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG ARAMARK</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ARAMARK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US03852U1060"/>
          <ticker value="ARMK"/>
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        <balance>-8397</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-177344.64</valUSD>
        <pctVal>-0.0793138164</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-177344.64</notionalAmt>
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            <unrealizedAppr>22928.33</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Toyota Motor Credit Corporation</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA 2.9 03/30/23 MTN</title>
        <cusip>89236TGW9</cusip>
        <identifiers>
          <isin value="US89236TGW99"/>
          <ticker value="TOYOTA"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265419.57</valUSD>
        <pctVal>0.1187035539</pctVal>
        <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>
          <annualizedRt>2.900000000000</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>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GE 3.625 05/01/30</title>
        <cusip>369604BW2</cusip>
        <identifiers>
          <isin value="US369604BW26"/>
          <ticker value="GE"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30367.34</valUSD>
        <pctVal>0.0135811808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>CFD_EQS FIN LEG AUTOZONE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AUTOZONE</title>
        <cusip>000000000</cusip>
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          <isin value="US0533321024"/>
          <ticker value="AZO"/>
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        <balance>176</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>212505.92</valUSD>
        <pctVal>0.0950389903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>212505.92</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>10061.91</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MOTOROLA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MOTOROLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6200763075"/>
          <ticker value="MSI"/>
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        <balance>127</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17754.6</valUSD>
        <pctVal>0.0079403871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>American Electric Power Co, Inc.</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>American Electric Power Co, Inc. COM</title>
        <cusip>025537101</cusip>
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          <isin value="US0255371017"/>
          <ticker value="AEP"/>
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        <balance>1123</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97566.24</valUSD>
        <pctVal>0.0436345347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc. COM</title>
        <cusip>92343V104</cusip>
        <identifiers>
          <isin value="US92343V1044"/>
          <ticker value="VZ"/>
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        <balance>1686</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96911.28</valUSD>
        <pctVal>0.0433416170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG INTERNATI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG INTERNATI</title>
        <cusip>000000000</cusip>
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          <isin value="US4601461035"/>
          <ticker value="IP"/>
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        <balance>3943</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>137176.97</valUSD>
        <pctVal>0.0613496354</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG WALT DISN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WALT DISN</title>
        <cusip>000000000</cusip>
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          <isin value="US2546871060"/>
          <ticker value="DIS"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CHURCHILL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CHURCHILL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1714841087"/>
          <ticker value="CHDN"/>
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        <balance>-665</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CAPITAL O</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CAPITAL O</title>
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          <isin value="US14040H1059"/>
          <ticker value="COF"/>
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        <curCd>USD</curCd>
        <valUSD>362256.4</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Enphase Energy Inc</name>
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        <curCd>USD</curCd>
        <valUSD>708602.74</valUSD>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Sabre GLBL Inc.</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
        <title>SABHLD 4 04/15/25</title>
        <cusip>78573NAD4</cusip>
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          <isin value="US78573NAD49"/>
          <ticker value="TSG"/>
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        <balance>403000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>491661.81</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG TJX COMPA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TJX COMPA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8725401090"/>
          <ticker value="TJX"/>
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        <balance>-2724</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-141620.76</valUSD>
        <pctVal>-0.0633370309</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TJX COMPANIES INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <notionalAmt>-141620.76</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1988.50</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CARLISLE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CARLISLE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1423391002"/>
          <ticker value="CSL"/>
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        <balance>549</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>65374.92</valUSD>
        <pctVal>0.0292376155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CARLISLE COS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-19</terminationDt>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG ONEOK INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ONEOK INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6826801036"/>
          <ticker value="OKE"/>
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        <balance>-4490</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-125315.9</valUSD>
        <pctVal>-0.0560450109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <unrealizedAppr>5000.17</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG AT&amp;T INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AT&amp;T INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US00206R1023"/>
          <ticker value="T"/>
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        <balance>-3128</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-92526.24</valUSD>
        <pctVal>-0.0413804962</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MEDNAX IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MEDNAX IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US58502B1061"/>
          <ticker value="MD"/>
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        <balance>-430</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8591.4</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG AVNET INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AVNET INC</title>
        <cusip>000000000</cusip>
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          <isin value="US0538071038"/>
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        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG PARSLEY E</name>
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        <title>CFD_EQS FIN LEG PARSLEY E</title>
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          <ticker value="PE"/>
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        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG JABIL INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG JABIL INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4663131039"/>
          <ticker value="JBL"/>
        </identifiers>
        <balance>2895</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>100919.7</valUSD>
        <pctVal>0.0451343021</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="JABIL INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-24</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>100919.7</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8669.63</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boingo Wireless Incorporation</name>
        <lei>54930058LPWPZZCRMC04</lei>
        <title>WIFI 1 10/01/23</title>
        <cusip>09739CAB8</cusip>
        <identifiers>
          <isin value="US09739CAB81"/>
          <ticker value="WIFI"/>
        </identifiers>
        <balance>557000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498552.41</valUSD>
        <pctVal>0.2229675185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Perficient Inc</name>
        <lei>549300HTBXKL2755T650</lei>
        <title>PRFT 2.375 09/15/23</title>
        <cusip>71375UAB7</cusip>
        <identifiers>
          <isin value="US71375UAB70"/>
          <ticker value="PRFT"/>
        </identifiers>
        <balance>452000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>554725.08</valUSD>
        <pctVal>0.2480896131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CARDINAL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CARDINAL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US14149Y1082"/>
          <ticker value="CAH"/>
        </identifiers>
        <balance>2272</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>124096.64</valUSD>
        <pctVal>0.0554997214</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CARDINAL HEALTH INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>124096.64</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5383.83</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BERKSHIRE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BERKSHIRE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0846707026"/>
          <ticker value="BRK/B"/>
        </identifiers>
        <balance>-1904</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-372765.12</valUSD>
        <pctVal>-0.1667116879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BERKSHIRE HATHAWAY INC-CL B" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-372765.12</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9894.52</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG VIACOMCBS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG VIACOMCBS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US92556H2067"/>
          <ticker value="VIAC"/>
        </identifiers>
        <balance>-5780</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-150684.6</valUSD>
        <pctVal>-0.0673906507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VIACOMCBS INC - CLASS B" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-150684.6</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6666.27</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG GOODYEAR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG GOODYEAR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US3825501014"/>
          <ticker value="GT"/>
        </identifiers>
        <balance>1331</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11992.31</valUSD>
        <pctVal>0.0053633190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GOODYEAR TIRE &amp; RUBBER CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>11992.31</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1071.78</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORWEGIAN CRUISE LINE HOLDINGS LTD</name>
        <lei>N/A</lei>
        <title>NORWEGIAN CRUISE LINE HOLDINGS LTD COM USD0.001</title>
        <cusip>G66721104</cusip>
        <identifiers>
          <isin value="BMG667211046"/>
          <ticker value="NCLH"/>
        </identifiers>
        <balance>-41757</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-569565.48</valUSD>
        <pctVal>-0.2547266830</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Burlington Stores Inc.</name>
        <lei>5299003Z37DVGKKC1W09</lei>
        <title>Burlington Stores Inc. COM</title>
        <cusip>122017106</cusip>
        <identifiers>
          <isin value="US1220171060"/>
          <ticker value="BURL"/>
        </identifiers>
        <balance>-906</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-170328</valUSD>
        <pctVal>-0.0761757655</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Juniper Networks</name>
        <lei>AUHIXNGG7U2U7JEHM527</lei>
        <title>Juniper Networks COM</title>
        <cusip>48203R104</cusip>
        <identifiers>
          <isin value="US48203R1041"/>
          <ticker value="JNPR"/>
        </identifiers>
        <balance>4085</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103677.3</valUSD>
        <pctVal>0.0463675831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Campbell Soup Company</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>Campbell Soup Company COM</title>
        <cusip>134429109</cusip>
        <identifiers>
          <isin value="US1344291091"/>
          <ticker value="CPB"/>
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        <balance>1869</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92646.33</valUSD>
        <pctVal>0.0414342041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG OPEN TEXT</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG OPEN TEXT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA6837151068"/>
          <ticker value="OTEX"/>
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        <balance>-3884</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-174896.52</valUSD>
        <pctVal>-0.0782189440</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OPEN TEXT CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <notionalAmt>-174896.52</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-7650.14</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG KOHLS COR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG KOHLS COR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5002551043"/>
          <ticker value="KSS"/>
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        <balance>5327</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>101426.08</valUSD>
        <pctVal>0.0453607703</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <unrealizedAppr>-17449.65</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG PROGRESSI</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG TRAVELERS</name>
        <lei>N/A</lei>
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          <ticker value="TRV"/>
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        <assetCat>DE</assetCat>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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        <name>CFD_EQS FIN LEG WALMART I</name>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>Halozyme Therapeut</name>
        <lei>529900242I3SV9AGM753</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Lumentum Holdings Incorporation</name>
        <lei>549300JLWRRC38DWEF52</lei>
        <title>LITE 0.5 12/15/26 QIB</title>
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          <ticker value="LITE"/>
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        <curCd>USD</curCd>
        <valUSD>722937.12</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Invitae Corporation</name>
        <lei>549300MYI59DZW1WIX92</lei>
        <title>Invitae Corporation COM</title>
        <cusip>46185L103</cusip>
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          <isin value="US46185L1035"/>
          <ticker value="NVTA"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Zillow Group Inc</name>
        <lei>2549002XEELQDIR6FU05</lei>
        <title>Zillow Group Inc CL C CAP STK</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG KRAFT HEI</name>
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        <name>CFD_EQS FIN LEG POST HOLD</name>
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        <name>CFD_EQS FIN LEG SOUTHERN</name>
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        <name>CFD_EQS FIN LEG ROYAL CAR</name>
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          <ticker value="RCL"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Las Vegas Sands Corp</name>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
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        <curCd>USD</curCd>
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        <name>Ionis Pharmaceuticals, Inc.</name>
        <lei>549300SI4ZGLG0BLUZ92</lei>
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      <invstOrSec>
        <name>Dick's Sporting Goods, Inc.</name>
        <lei>529900SSBV5I4LWSK313</lei>
        <title>DKS 3.25 04/15/25</title>
        <cusip>253393AC6</cusip>
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        <curCd>USD</curCd>
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        <name>CFD_EQS FIN LEG MATTEL IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MATTEL IN</title>
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        <name>CFD_EQS FIN LEG HUMANA IN</name>
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        <title>CFD_EQS FIN LEG HUMANA IN</title>
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        <name>CFD_EQS FIN LEG FEDEX COR</name>
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        <name>CFD_EQS FIN LEG TOLL BROT</name>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG TEGNA INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TEGNA INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US87901J1051"/>
          <ticker value="TGNA"/>
        </identifiers>
        <balance>9622</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>113347.16</valUSD>
        <pctVal>0.0506922331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TEGNA INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>113347.16</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2588.42</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MCKESSON</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MCKESSON</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US58155Q1031"/>
          <ticker value="MCK"/>
        </identifiers>
        <balance>2247</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>337409.52</valUSD>
        <pctVal>0.1508996083</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MCKESSON CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>337409.52</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-7384.59</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG GAP INC/T</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG GAP INC/T</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US3647601083"/>
          <ticker value="GPS"/>
        </identifiers>
        <balance>-24738</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-330747.06</valUSD>
        <pctVal>-0.1479199573</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="GAP INC/THE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-330747.06</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-19100.44</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MGM RESOR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MGM RESOR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5529531015"/>
          <ticker value="MGM"/>
        </identifiers>
        <balance>-11047</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-177746.23</valUSD>
        <pctVal>-0.0794934194</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MGM RESORTS INTERNATIONAL" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-177746.23</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>14827.61</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG T-MOBILE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG T-MOBILE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8725901040"/>
          <ticker value="TMUS"/>
        </identifiers>
        <balance>-1062</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-114037.56</valUSD>
        <pctVal>-0.0510010006</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="T-MOBILE US INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-114037.56</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3105.07</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CCO Holdings, LLC/ CCO Holdings Capital Corp.</name>
        <lei>N/A</lei>
        <title>CHTR 4.75 03/01/30 144A</title>
        <cusip>1248EPCD3</cusip>
        <identifiers>
          <isin value="US1248EPCD32"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212875</valUSD>
        <pctVal>0.0952040539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charles River Laboratories International, Inc.</name>
        <lei>549300BSQ0R4UZ5KX287</lei>
        <title>CRL 4.25 05/01/28 144A</title>
        <cusip>159864AE7</cusip>
        <identifiers>
          <isin value="US159864AE78"/>
          <ticker value="CRL"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105750</valUSD>
        <pctVal>0.0472945564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HUNT (JB)</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HUNT (JB)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4456581077"/>
          <ticker value="JBHT"/>
        </identifiers>
        <balance>616</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>79710.4</valUSD>
        <pctVal>0.0356488701</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HUNT (JB) TRANSPRT SVCS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>79710.4</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-727.27</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CAMPBELL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CAMPBELL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1344291091"/>
          <ticker value="CPB"/>
        </identifiers>
        <balance>6099</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>302327.43</valUSD>
        <pctVal>0.1352098505</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CAMPBELL SOUP CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>302327.43</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1933.84</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SOUTHWEST</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SOUTHWEST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8447411088"/>
          <ticker value="LUV"/>
        </identifiers>
        <balance>7440</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>229821.6</valUSD>
        <pctVal>0.1027830792</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOUTHWEST AIRLINES CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>229821.6</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-32830.29</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CVS HEALT</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CVS HEALT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1266501006"/>
          <ticker value="CVS"/>
        </identifiers>
        <balance>3437</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>216324.78</valUSD>
        <pctVal>0.0967468984</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CVS HEALTH CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>216324.78</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5340.41</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Antero Midstream Partners LP / Antero Midstream Finance Corp</name>
        <lei>529900HFO1BDEIT4QU11</lei>
        <title>AM 5.75 03/01/27 144A</title>
        <cusip>03690AAD8</cusip>
        <identifiers>
          <isin value="US03690AAD81"/>
          <ticker value="AM"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65511</valUSD>
        <pctVal>0.0292984746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Parkland Corporation</name>
        <lei>549300Q72GWZCL8MQC95</lei>
        <title>PKICN 5.875 07/15/27 144A</title>
        <cusip>70137TAP0</cusip>
        <identifiers>
          <isin value="US70137TAP03"/>
          <ticker value="PKICN"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53000</valUSD>
        <pctVal>0.0237031819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Everbridge Inc</name>
        <lei>549300WCY0UMR64ATW81</lei>
        <title>Everbridge Inc COM</title>
        <cusip>29978A104</cusip>
        <identifiers>
          <isin value="US29978A1043"/>
          <ticker value="EVBG"/>
        </identifiers>
        <balance>-1289</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-184069.2</valUSD>
        <pctVal>-0.0823212403</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>International Flavors &amp; Fragrances Inc.</name>
        <lei>9695001HL4R5VOYY5451</lei>
        <title>IFF 6 09/15/21</title>
        <cusip>459506309</cusip>
        <identifiers>
          <isin value="US4595063094"/>
          <ticker value="IFF"/>
        </identifiers>
        <balance>2777</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127075.52</valUSD>
        <pctVal>0.0568319655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BBA US Holdings Inc</name>
        <lei>213800CSNQ87U1MC8N11</lei>
        <title>BBALN 4 03/01/28 144A</title>
        <cusip>05545MAC6</cusip>
        <identifiers>
          <isin value="US05545MAC64"/>
          <ticker value="BBALN"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70875</valUSD>
        <pctVal>0.0316974155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cascades Inc.</name>
        <lei>FPD41G4F3GH7OJ38TS94</lei>
        <title>CASCN 5.375 01/15/28 144A</title>
        <cusip>14739LAB8</cusip>
        <identifiers>
          <isin value="US14739LAB80"/>
          <ticker value="CASCN"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103500</valUSD>
        <pctVal>0.0462882893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Caesars Entertainment Inc New</name>
        <lei>5299000BKFWWVND5L441</lei>
        <title>Caesars Entertainment Inc New COM</title>
        <cusip>12769G100</cusip>
        <identifiers>
          <isin value="US12769G1004"/>
          <ticker value="CZR"/>
        </identifiers>
        <balance>.01</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>.31</valUSD>
        <pctVal>0.0000001386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Homes 4 Rent</name>
        <lei>549300ZJUO7A58PNUW40</lei>
        <title>American Homes 4 Rent CL A</title>
        <cusip>02665T306</cusip>
        <identifiers>
          <isin value="US02665T3068"/>
          <ticker value="AMH"/>
        </identifiers>
        <balance>-1272</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-36888</valUSD>
        <pctVal>-0.0164974146</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MGM Growth Properties Operating Partnership LP/ MGP Escrow Co Issuer Inc.</name>
        <lei>549300U6G4UOCMLQK204</lei>
        <title>MGMGPO 5.75 02/01/27</title>
        <cusip>55303XAJ4</cusip>
        <identifiers>
          <isin value="US55303XAJ46"/>
          <ticker value="MGMGPO"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108250</valUSD>
        <pctVal>0.0484126310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Caterpillar Financial Services Corporation</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CAT 1.95 11/18/22 MTN</title>
        <cusip>14913Q3C1</cusip>
        <identifiers>
          <isin value="US14913Q3C16"/>
          <ticker value="CAT"/>
        </identifiers>
        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62139.39</valUSD>
        <pctVal>0.0277905899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Farfetch Ltd</name>
        <lei>549300QFQ74Z0F96NS78</lei>
        <title>FTCH 3.75 05/01/27</title>
        <cusip>30744WAC1</cusip>
        <identifiers>
          <isin value="US30744WAC10"/>
          <ticker value="FTCH"/>
        </identifiers>
        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>489928.6</valUSD>
        <pctVal>0.2191106932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>2U Inc</name>
        <lei>5493008RVTXVR43PYF84</lei>
        <title>TWOU 2.25 05/01/25</title>
        <cusip>90214JAA9</cusip>
        <identifiers>
          <isin value="US90214JAA97"/>
          <ticker value="TWOU"/>
        </identifiers>
        <balance>251000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>452550.87</valUSD>
        <pctVal>0.2023942567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG JUNIPER N</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG JUNIPER N</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US48203R1041"/>
          <ticker value="JNPR"/>
        </identifiers>
        <balance>-141</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3578.58</valUSD>
        <pctVal>-0.0016004478</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="JUNIPER NETWORKS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-3578.58</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-74.00</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BUILDERS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BUILDERS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US12008R1077"/>
          <ticker value="BLDR"/>
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        <balance>635</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15043.15</valUSD>
        <pctVal>0.0067277457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BUILDERS FIRSTSOURCE INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <notionalAmt>15043.15</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>864.63</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CISCO SYS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CISCO SYS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US17275R1023"/>
          <ticker value="CSCO"/>
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        <balance>1745</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>82189.5</valUSD>
        <pctVal>0.0367575976</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CISCO SYSTEMS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>82189.5</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>954.59</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WEYERHAEU</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG WEYERHAEU</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9621661043"/>
          <ticker value="WY"/>
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        <balance>-1182</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32871.42</valUSD>
        <pctVal>-0.0147010802</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WEYERHAEUSER CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-32871.42</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>281.40</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Invitation Homes Inc</name>
        <lei>N/A</lei>
        <title>Invitation Homes Inc COM</title>
        <cusip>46187W107</cusip>
        <identifiers>
          <isin value="US46187W1071"/>
          <ticker value="INVH"/>
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        <balance>-1333</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-39750.06</valUSD>
        <pctVal>-0.0177774133</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>International Flavors &amp; Fragrances Inc.</name>
        <lei>BZLRL03D3GPGMOGFO832</lei>
        <title>IFF 4.45 09/26/28</title>
        <cusip>459506AK7</cusip>
        <identifiers>
          <isin value="US459506AK78"/>
          <ticker value="IFF"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116303.57</valUSD>
        <pctVal>0.0520144279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</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>NXP BV/NXP Funding LLC</name>
        <lei>724500RKKW4NOJ9YQF60</lei>
        <title>NXPI 3.875 09/01/22 144A</title>
        <cusip>62947QAW8</cusip>
        <identifiers>
          <isin value="US62947QAW87"/>
          <ticker value="NXPI"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211831.79</valUSD>
        <pctVal>0.0947374992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KHC 4.375 06/01/46</title>
        <cusip>50077LAB2</cusip>
        <identifiers>
          <isin value="US50077LAB27"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52573.41</valUSD>
        <pctVal>0.0235123982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Conagra Brands Inc</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CAG 4.6 11/01/25</title>
        <cusip>205887CB6</cusip>
        <identifiers>
          <isin value="US205887CB65"/>
          <ticker value="CAG"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35035.08</valUSD>
        <pctVal>0.0156687335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</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>AEP Texas Inc</name>
        <lei>5493001L78U618KXNZ75</lei>
        <title>AEP 3.95 06/01/28</title>
        <cusip>00108WAH3</cusip>
        <identifiers>
          <isin value="US00108WAH34"/>
          <ticker value="AEP"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58720.8</valUSD>
        <pctVal>0.0262616944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</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>CFD_EQS FIN LEG NUCOR COR</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG NUCOR COR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6703461052"/>
          <ticker value="NUE"/>
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        <balance>2821</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>118340.95</valUSD>
        <pctVal>0.0529256051</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NUCOR CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <unrealizedAppr>226.61</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HARLEY-DA</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG HARLEY-DA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4128221086"/>
          <ticker value="HOG"/>
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        <balance>10184</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>265089.52</valUSD>
        <pctVal>0.1185559457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HARLEY-DAVIDSON INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <unrealizedAppr>-2661.30</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Southwest Airlines Co.</name>
        <lei>UDTZ87G0STFETI6HGH41</lei>
        <title>LUV 1.25 05/01/25</title>
        <cusip>844741BG2</cusip>
        <identifiers>
          <isin value="US844741BG22"/>
          <ticker value="LUV"/>
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        <balance>608000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>704765.02</valUSD>
        <pctVal>0.3151919527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>1.250000000000</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>Callaway Golf Co</name>
        <lei>5493005UB0KFRKBPCU72</lei>
        <title>ELY 2.75 05/01/26</title>
        <cusip>131193AD6</cusip>
        <identifiers>
          <isin value="US131193AD62"/>
          <ticker value="ELY"/>
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        <balance>337000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>448241.49</valUSD>
        <pctVal>0.2004669734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 3.8 03/15/30</title>
        <cusip>38141GXH2</cusip>
        <identifiers>
          <isin value="US38141GXH28"/>
          <ticker value="GS"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58605.38</valUSD>
        <pctVal>0.0262100752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>XOM 2.992 03/19/25</title>
        <cusip>30231GBH4</cusip>
        <identifiers>
          <isin value="US30231GBH48"/>
          <ticker value="XOM"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88005.8</valUSD>
        <pctVal>0.0393588205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.992000000000</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>Cincinnati Bell, Inc.</name>
        <lei>549300JYVZOCUJOHL272</lei>
        <title>CBB 7 07/15/24 144A</title>
        <cusip>171871AP1</cusip>
        <identifiers>
          <isin value="US171871AP14"/>
          <ticker value="CBB"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77601</valUSD>
        <pctVal>0.0347054834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4125</title>
        <cusip>36179SSN8</cusip>
        <identifiers>
          <isin value="US36179SSN89"/>
          <ticker value="GNR"/>
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        <balance>75000.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79875.17</valUSD>
        <pctVal>0.0357225601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG OVINTIV I</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG OVINTIV I</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US69047Q1022"/>
          <ticker value="OVV"/>
        </identifiers>
        <balance>13747</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>133208.43</valUSD>
        <pctVal>0.0595747859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OVINTIV INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>133208.43</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8128.26</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG KINDER MO</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>CFD_EQS FIN LEG KINDER MO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US49456B1017"/>
          <ticker value="KMI"/>
        </identifiers>
        <balance>9141</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>128888.1</valUSD>
        <pctVal>0.0576426054</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KINDER MORGAN INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>128888.1</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6442.35</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy Inc COM</title>
        <cusip>25746U109</cusip>
        <identifiers>
          <isin value="US25746U1097"/>
          <ticker value="D"/>
        </identifiers>
        <balance>1118</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90591.54</valUSD>
        <pctVal>0.0405152407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Idacorp Inc</name>
        <lei>N134NUJDWN8UEFA8B673</lei>
        <title>Idacorp Inc COM</title>
        <cusip>451107106</cusip>
        <identifiers>
          <isin value="US4511071064"/>
          <ticker value="IDA"/>
        </identifiers>
        <balance>520</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48490</valUSD>
        <pctVal>0.0216861753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG JABIL INC</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>CFD_EQS FIN LEG JABIL INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4663131039"/>
          <ticker value="JBL"/>
        </identifiers>
        <balance>634</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>22101.24</valUSD>
        <pctVal>0.0098843342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="JABIL INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-24</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>22101.24</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>923.21</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BAKER HUG</name>
        <lei>529900UT4DG0LG5R9O07</lei>
        <title>CFD_EQS FIN LEG BAKER HUG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US05722G1004"/>
          <ticker value="BKR"/>
        </identifiers>
        <balance>-5570</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-86279.3</valUSD>
        <pctVal>-0.0385866782</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BAKER HUGHES CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-24</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-86279.3</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>697.71</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ENTERGY C</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>CFD_EQS FIN LEG ENTERGY C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US29364G1031"/>
          <ticker value="ETR"/>
        </identifiers>
        <balance>1624</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>170731.12</valUSD>
        <pctVal>0.0763560528</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ENTERGY CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>170731.12</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>12011.72</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CONSTELLA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CONSTELLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US21036P1084"/>
          <ticker value="STZ"/>
        </identifiers>
        <balance>-617</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-109949.4</valUSD>
        <pctVal>-0.0491726534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CONSTELLATION BRANDS INC-A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-109949.4</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2718.89</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ALTRIA GR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ALTRIA GR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US02209S1033"/>
          <ticker value="MO"/>
        </identifiers>
        <balance>2141</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>88102.15</valUSD>
        <pctVal>0.0394019111</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALTRIA GROUP INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>88102.15</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-362.25</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG VULCAN MA</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG VULCAN MA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9291601097"/>
          <ticker value="VMC"/>
        </identifiers>
        <balance>1300</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>152646</valUSD>
        <pctVal>0.0682678474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VULCAN MATERIALS CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>152646</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-7865.01</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CONAGRA B</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG CONAGRA B</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2058871029"/>
          <ticker value="CAG"/>
        </identifiers>
        <balance>481</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18013.45</valUSD>
        <pctVal>0.0080561525</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CONAGRA BRANDS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
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        <name>CFD_EQS FIN LEG VISTRA EN</name>
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        <name>Ross Stores Inc</name>
        <lei>549300ENZFLPGRDFZQ60</lei>
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        <name>Lowes Companies, Inc.</name>
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        <name>CFD_EQS FIN LEG BEST BUY</name>
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        <name>CFD_EQS FIN LEG GENERAL E</name>
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        <name>CFD_EQS FIN LEG BROADCOM</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CFD_EQS FIN LEG BROADCOM</title>
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        <name>CFD_EQS FIN LEG NAVIENT C</name>
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      <invstOrSec>
        <name>Nike, Inc.</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NKE 2.4 03/27/25</title>
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        <name>Dollar General Corporation</name>
        <lei>OPX52SQVOZI8IVSWYU66</lei>
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        <name>CFD_EQS FIN LEG HESS CORP</name>
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        <name>CFD_EQS FIN LEG TRANSDIGM</name>
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        <name>CFD_EQS FIN LEG WESTROCK</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CFD_EQS FIN LEG WESTROCK</title>
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        <name>CFD_EQS FIN LEG HEALTHPEA</name>
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        <name>Pacific Bioscience</name>
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        <name>General Mills, Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>General Mills, Inc. COM</title>
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        <name>Fluor Corporation</name>
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        <title>FLR 4.25 09/15/28</title>
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        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 2.9 08/15/24</title>
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        <name>CFD_EQS FIN LEG PROCTER &amp;</name>
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        <name>Sabine Pass Liquefaction, LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
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          <ticker value="CQP"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Commercial Metals Company</name>
        <lei>549300OQS2LO07ZJ7N73</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Coherus Biosciences Inc</name>
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        <valUSD>281463.75</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Chegg Inc</name>
        <lei>549300AKX7O8JG0O3G77</lei>
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        <balance>285000</balance>
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        <curCd>USD</curCd>
        <valUSD>474954.18</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Bloomin Brands Inc</name>
        <lei>E1UJ2GO305B5FXGV7N04</lei>
        <title>Bloomin Brands Inc COM</title>
        <cusip>094235108</cusip>
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          <ticker value="BLMN"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Flutter Entertainment Plc</name>
        <lei>635400EG4YIJLJMZJ782</lei>
        <title>Flutter Entertainment Plc ORD EUR0.09</title>
        <cusip>G3643J108</cusip>
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          <isin value="IE00BWT6H894"/>
          <ticker value="PDYPF"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TR 2019-1</name>
        <lei>N/A</lei>
        <title>WLAKE 2019-1A C</title>
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          <isin value="US96042JAJ51"/>
          <ticker value="WLAKE"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>511830.85</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Nexstar Escrow Inc</name>
        <lei>5493006PK6I4I2OOT688</lei>
        <title>NXST 5.625 07/15/27 144A</title>
        <cusip>65343HAA9</cusip>
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          <isin value="US65343HAA95"/>
          <ticker value="NXST"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107030</valUSD>
        <pctVal>0.0478670106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>CFD_EQS FIN LEG IRON MOUN</name>
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          <ticker value="IRM"/>
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        <invCountry>US</invCountry>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <name>CFD_EQS FIN LEG ANTHEM IN</name>
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        <title>CFD_EQS FIN LEG ANTHEM IN</title>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <name>CFD_EQS FIN LEG DEERE &amp; C</name>
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        <title>CFD_EQS FIN LEG DEERE &amp; C</title>
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          <ticker value="DE"/>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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          <ticker value="SEE"/>
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        <name>APELLIS PHARMACEUTICALS INC</name>
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        <name>I3 Verticals LLC</name>
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        <name>CFD_EQS FIN LEG NEWMONT C</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ESSENTIAL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ESSENTIAL</title>
        <cusip>000000000</cusip>
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          <isin value="US29670G1022"/>
          <ticker value="WTRG"/>
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        <balance>-5627</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-255184.45</valUSD>
        <pctVal>-0.1141261027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <notionalAmt>-255184.45</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-11331.00</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG OUTFRONT</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG OUTFRONT</title>
        <cusip>000000000</cusip>
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          <isin value="US69007J1060"/>
          <ticker value="OUT"/>
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        <balance>-840</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12104.4</valUSD>
        <pctVal>-0.0054134490</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OUTFRONT MEDIA INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-24</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-12104.4</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>405.99</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AMERICAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMERICAN</title>
        <cusip>000000000</cusip>
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          <isin value="US0255371017"/>
          <ticker value="AEP"/>
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        <balance>685</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>59512.8</valUSD>
        <pctVal>0.0266159005</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AMERICAN ELECTRIC POWER" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-24</terminationDt>
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            <notionalAmt>59512.8</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1589.40</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Just Eat Takeaway.Com N.V</name>
        <lei>724500FVZIBSSQ7SHI95</lei>
        <title>Just Eat Takeaway.Com N.V EUR0.04</title>
        <cusip>N4753E105</cusip>
        <identifiers>
          <isin value="NL0012015705"/>
          <ticker value="TKAYF"/>
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        <balance>-4380</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt=".8489324"/>
        <valUSD>-472677.46</valUSD>
        <pctVal>-0.2113954685</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NCR Corporation</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR Corporation CONVERTIBLE PREFERRED STOCK</title>
        <cusip>62886E207</cusip>
        <identifiers>
          <isin value="US62886E2072"/>
          <ticker value="NCR"/>
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        <balance>375</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224625</valUSD>
        <pctVal>0.1004590046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG UNITED RE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UNITED RE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9113631090"/>
          <ticker value="URI"/>
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        <balance>760</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>118081.2</valUSD>
        <pctVal>0.0528094371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>-3904.28</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WHIRLPOOL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WHIRLPOOL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9633201069"/>
          <ticker value="WHR"/>
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        <balance>1611</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>262786.32</valUSD>
        <pctVal>0.1175258859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WHIRLPOOL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Health Catalyst Incorporation</name>
        <lei>N/A</lei>
        <title>HCAT 2.5 04/15/25</title>
        <cusip>42225TAA5</cusip>
        <identifiers>
          <isin value="US42225TAA51"/>
          <ticker value="HCAT"/>
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        <balance>157000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>209398.75</valUSD>
        <pctVal>0.0936493711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>National Vision Holdings Inc</name>
        <lei>549300JHURCBLI5ROA42</lei>
        <title>EYE 2.5 05/15/25</title>
        <cusip>63845RAA5</cusip>
        <identifiers>
          <isin value="US63845RAA59"/>
          <ticker value="EYE"/>
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        <balance>271000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>339353.63</valUSD>
        <pctVal>0.1517690723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Lyondellbasell Advanced Polymers Inc</name>
        <lei>5493004OGK9A7CGV3B42</lei>
        <title>Lyondellbasell Advanced Polymers Inc CUM SPECIAL STK CONV 6%</title>
        <cusip>67054E202</cusip>
        <identifiers>
          <isin value="US67054E2028"/>
          <ticker value="SHLM"/>
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        <balance>669</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>675690</valUSD>
        <pctVal>0.3021887359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MICRON TE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MICRON TE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5951121038"/>
          <ticker value="MU"/>
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        <balance>-236</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11812.98</valUSD>
        <pctVal>-0.0052831172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>96.73</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG REINSURAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG REINSURAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7593516047"/>
          <ticker value="RGA"/>
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        <balance>714</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>60868.5</valUSD>
        <pctVal>0.0272222100</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="REINSURANCE GROUP OF AMERICA" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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      </invstOrSec>
      <invstOrSec>
        <name>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>ES 2.9 10/01/24 L</title>
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          <isin value="US30040WAD02"/>
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        <curCd>USD</curCd>
        <valUSD>54113.72</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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Century Communities Inc</name>
        <lei>5299002QMB2O7ZL1CA26</lei>
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          <ticker value="CCS"/>
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        <curCd>USD</curCd>
        <valUSD>102908</valUSD>
        <pctVal>0.0460235292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG GENERAL M</name>
        <lei>N/A</lei>
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          <isin value="US3703341046"/>
          <ticker value="GIS"/>
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        <balance>6232</balance>
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        <valUSD>394298.64</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <notionalAmt>394298.64</notionalAmt>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CDK GLOBA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CDK GLOBA</title>
        <cusip>000000000</cusip>
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          <isin value="US12508E1010"/>
          <ticker value="CDK"/>
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        <balance>6070</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>275942.2</valUSD>
        <pctVal>0.1234095881</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Flowers Foods, Inc.</name>
        <lei>7YNCQQNDK8FBM9BBTK25</lei>
        <title>Flowers Foods, Inc. COM</title>
        <cusip>343498101</cusip>
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          <isin value="US3434981011"/>
          <ticker value="FLO"/>
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        <balance>4140</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94185</valUSD>
        <pctVal>0.0421223432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Illinois Tool Works Inc.</name>
        <lei>76NA4I14SZCFAYMNSV04</lei>
        <title>Illinois Tool Works Inc. COM</title>
        <cusip>452308109</cusip>
        <identifiers>
          <isin value="US4523081093"/>
          <ticker value="ITW"/>
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        <balance>133</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24603.67</valUSD>
        <pctVal>0.0110034956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 4 03/03/24</title>
        <cusip>38141GVM3</cusip>
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          <isin value="US38141GVM31"/>
          <ticker value="GS"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111094.21</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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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>W. R. Grace &amp; Co-Conn</name>
        <lei>5493003X5Z6TVAXIPW56</lei>
        <title>GRA 5.625 10/01/24 144A</title>
        <cusip>383909AF5</cusip>
        <identifiers>
          <isin value="US383909AF54"/>
          <ticker value="GRA"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54125</valUSD>
        <pctVal>0.0242063155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 4 01/22/25 MTN</title>
        <cusip>06051GFM6</cusip>
        <identifiers>
          <isin value="US06051GFM69"/>
          <ticker value="BAC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111839.08</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS5640</title>
        <cusip>3138WFHS8</cusip>
        <identifiers>
          <isin value="US3138WFHS88"/>
          <ticker value="FNMA"/>
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        <balance>97872.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106133.5</valUSD>
        <pctVal>0.0474660691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG FLUOR COR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG FLUOR COR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US3434121022"/>
          <ticker value="FLR"/>
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        <balance>-20065</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-204462.35</valUSD>
        <pctVal>-0.0914416657</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG BOSTON PR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BOSTON PR</title>
        <cusip>000000000</cusip>
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          <isin value="US1011211018"/>
          <ticker value="BXP"/>
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        <units>NC</units>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CONOCOPHI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CONOCOPHI</title>
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          <ticker value="COP"/>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG AUTOZONE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AUTOZONE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0533321024"/>
          <ticker value="AZO"/>
        </identifiers>
        <balance>371</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>447952.82</valUSD>
        <pctVal>0.2003378715</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AUTOZONE INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>447952.82</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>30087.66</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Sherwin-Williams Company</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
        <title>SHW 2.95 08/15/29</title>
        <cusip>824348BJ4</cusip>
        <identifiers>
          <isin value="US824348BJ44"/>
          <ticker value="SHW"/>
        </identifiers>
        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100338.9</valUSD>
        <pctVal>0.0448745510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Drive Auto Receivables Trust 2019-4</name>
        <lei>N/A</lei>
        <title>DRIVE 2019-4 B</title>
        <cusip>26209AAE1</cusip>
        <identifiers>
          <isin value="US26209AAE10"/>
          <ticker value="DRIVE"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>507501.45</valUSD>
        <pctVal>0.2269697963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.230000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vonage Holdings Corporation</name>
        <lei>529900W7N0N4WLN1JY21</lei>
        <title>VG 1.75 06/01/24</title>
        <cusip>92886TAJ1</cusip>
        <identifiers>
          <isin value="US92886TAJ16"/>
          <ticker value="VG"/>
        </identifiers>
        <balance>514000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>520997.07</valUSD>
        <pctVal>0.2330054403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG INTEL COR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG INTEL COR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4581401001"/>
          <ticker value="INTC"/>
        </identifiers>
        <balance>4981</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>237743.13</valUSD>
        <pctVal>0.1063258239</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INTEL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>237743.13</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-47322.68</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG STANLEY B</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG STANLEY B</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8545021011"/>
          <ticker value="SWK"/>
        </identifiers>
        <balance>-2778</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-425922.96</valUSD>
        <pctVal>-0.1904854606</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="STANLEY BLACK &amp; DECKER INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-425922.96</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-29830.02</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MCKESSON</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MCKESSON</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US58155Q1031"/>
          <ticker value="MCK"/>
        </identifiers>
        <balance>1873</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>281249.68</valUSD>
        <pctVal>0.1257832516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MCKESSON CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>281249.68</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7541.80</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HEALTHPEA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HEALTHPEA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US42250P1030"/>
          <ticker value="PEAK"/>
        </identifiers>
        <balance>-9698</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-264658.42</valUSD>
        <pctVal>-0.1183631449</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HEALTHPEAK PROPERTIES INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-264658.42</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5740.64</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kimberly-Clark Corporation</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>Kimberly-Clark Corporation COM</title>
        <cusip>494368103</cusip>
        <identifiers>
          <isin value="US4943681035"/>
          <ticker value="KMB"/>
        </identifiers>
        <balance>650</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98826</valUSD>
        <pctVal>0.0441979369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>Lockheed Martin Corporation COM</title>
        <cusip>539830109</cusip>
        <identifiers>
          <isin value="US5398301094"/>
          <ticker value="LMT"/>
        </identifiers>
        <balance>254</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96258.38</valUSD>
        <pctVal>0.0430496206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KB Home</name>
        <lei>549300LGUCWQURMWLG09</lei>
        <title>KBH 4.8 11/15/29</title>
        <cusip>48666KAY5</cusip>
        <identifiers>
          <isin value="US48666KAY55"/>
          <ticker value="KBH"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104000</valUSD>
        <pctVal>0.0465119042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Camelot Finance S.A.</name>
        <lei>N/A</lei>
        <title>CCC 4.5 11/01/26 144A</title>
        <cusip>13323AAB6</cusip>
        <identifiers>
          <isin value="US13323AAB61"/>
          <ticker value="CAMFIN"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51750</valUSD>
        <pctVal>0.0231441446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BRUNSWICK</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BRUNSWICK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1170431092"/>
          <ticker value="BC"/>
        </identifiers>
        <balance>-3248</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-217551.04</valUSD>
        <pctVal>-0.0972953185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BRUNSWICK CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-217551.04</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5579.92</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HCA HEALT</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HCA HEALT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US40412C1018"/>
          <ticker value="HCA"/>
        </identifiers>
        <balance>-205</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25961.2</valUSD>
        <pctVal>-0.0116106235</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PTC INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PTC INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US69370C1009"/>
          <ticker value="PTC"/>
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        <balance>-1525</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-130479</valUSD>
        <pctVal>-0.0583541033</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AUTONATIO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AUTONATIO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US05329W1027"/>
          <ticker value="AN"/>
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        <balance>59</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3029.06</valUSD>
        <pctVal>0.0013546860</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-07-01</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>3029.06</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-250.88</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CAPITAL O</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CAPITAL O</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US14040H1059"/>
          <ticker value="COF"/>
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        <balance>3838</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>244864.4</valUSD>
        <pctVal>0.1095106684</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CAPITAL ONE FINANCIAL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>244864.4</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5905.92</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CONSTELLA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CONSTELLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US21036P1084"/>
          <ticker value="STZ"/>
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        <balance>-1250</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-222750</valUSD>
        <pctVal>-0.0996204486</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-222750</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5842.14</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LYONDELLB</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LYONDELLB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0009434992"/>
          <ticker value="LYB"/>
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        <balance>819</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>51203.88</valUSD>
        <pctVal>0.0228999035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG EDISON IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EDISON IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2810201077"/>
          <ticker value="EIX"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MOHAWK IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MOHAWK IN</title>
        <cusip>000000000</cusip>
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          <isin value="US6081901042"/>
          <ticker value="MHK"/>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG SOUTHERN</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CFD_EQS FIN LEG LOCKHEED</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LOCKHEED</title>
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          <ticker value="LMT"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG JOHNSON C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG JOHNSON C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00BY7QL619"/>
          <ticker value="JCI"/>
        </identifiers>
        <balance>-8727</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-335814.96</valUSD>
        <pctVal>-0.1501864735</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="JOHNSON CONTROLS INTERNATIONAL" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-335814.96</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-17042.98</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AMGEN INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMGEN INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0311621009"/>
          <ticker value="AMGN"/>
        </identifiers>
        <balance>409</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>100070.03</valUSD>
        <pctVal>0.0447543043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AMGEN INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>100070.03</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3220.81</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CINTAS CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CINTAS CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1729081059"/>
          <ticker value="CTAS"/>
        </identifiers>
        <balance>-83</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25055.21</valUSD>
        <pctVal>-0.0112054378</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CINTAS CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-25055.21</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-235.43</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG DAVITA IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DAVITA IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US23918K1088"/>
          <ticker value="DVA"/>
        </identifiers>
        <balance>4823</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>421481.97</valUSD>
        <pctVal>0.1884993173</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DAVITA INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>421481.97</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>10290.73</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PIONEER N</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PIONEER N</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7237871071"/>
          <ticker value="PXD"/>
        </identifiers>
        <balance>-653</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-63288.76</valUSD>
        <pctVal>-0.0283046225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PIONEER NATURAL RESOURCES CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-63288.76</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-46.74</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BECTON DI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BECTON DI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0758871091"/>
          <ticker value="BDX"/>
        </identifiers>
        <balance>-237</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-66677.58</valUSD>
        <pctVal>-0.0298202040</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BECTON DICKINSON AND CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-07-02</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-66677.58</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5000.10</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG RALPH LAU</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG RALPH LAU</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7512121010"/>
          <ticker value="RL"/>
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        <balance>756</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>53902.8</valUSD>
        <pctVal>0.0241069410</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RALPH LAUREN CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-07-02</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>53902.8</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2228.04</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG UNITED ST</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UNITED ST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9129091081"/>
          <ticker value="X"/>
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        <balance>-529</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3523.14</valUSD>
        <pctVal>-0.0015756534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNITED STATES STEEL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-07-08</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-3523.14</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>713.40</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BECTON DI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BECTON DI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0758871091"/>
          <ticker value="BDX"/>
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        <balance>-871</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-245047.14</valUSD>
        <pctVal>-0.1095923951</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BECTON DICKINSON AND CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
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            <terminationDt>2030-07-08</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <notionalAmt>-245047.14</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-12520.45</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Netent AB</name>
        <lei>549300KMAL1H1YLMWP02</lei>
        <title>Netent AB SER'B'NPV</title>
        <cusip>W5938J406</cusip>
        <identifiers>
          <isin value="SE0014186656"/>
          <ticker value="NTABF"/>
        </identifiers>
        <balance>14467</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="8.7803"/>
        <valUSD>127548.54</valUSD>
        <pctVal>0.0570435141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Unilever PLC</name>
        <lei>549300MKFYEKVRWML317</lei>
        <title>Unilever PLC ADS-EA REPR 1 ORD GPB0.03111</title>
        <cusip>904767704</cusip>
        <identifiers>
          <isin value="US9047677045"/>
          <ticker value="UL"/>
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        <balance>-6143</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-371528.64</valUSD>
        <pctVal>-0.1661586971</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CENTERPOI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CENTERPOI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US15189T1079"/>
          <ticker value="CNP"/>
        </identifiers>
        <balance>831</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15797.31</valUSD>
        <pctVal>0.0070650285</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CENTERPOINT ENERGY INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>15797.31</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-344.42</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CANADIAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CANADIAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA1363851017"/>
          <ticker value="CNQ"/>
        </identifiers>
        <balance>-6496</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-114719.36</valUSD>
        <pctVal>-0.0513059219</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CANADIAN NATURAL RESOURCES" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-114719.36</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1801.09</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LIVE NATI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LIVE NATI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5380341090"/>
          <ticker value="LYV"/>
        </identifiers>
        <balance>-1799</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-84211.19</valUSD>
        <pctVal>-0.0376617577</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LIVE NATION ENTERTAINMENT IN" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-24</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-84211.19</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2857.49</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SENSATA T</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SENSATA T</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BFMBMT84"/>
          <ticker value="ST"/>
        </identifiers>
        <balance>-148</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5621.04</valUSD>
        <pctVal>-0.0025138969</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SENSATA TECHNOLOGIES HOLDING" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-24</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-5621.04</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>73.55</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Maxim Integrated Products, Inc.</name>
        <lei>SO0H5YEO14Y4PVKQH532</lei>
        <title>Maxim Integrated Products, Inc. COM</title>
        <cusip>57772K101</cusip>
        <identifiers>
          <isin value="US57772K1016"/>
          <ticker value="MXIM"/>
        </identifiers>
        <balance>1543</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105062.87</valUSD>
        <pctVal>0.0469872514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corp COM</title>
        <cusip>126650100</cusip>
        <identifiers>
          <isin value="US1266501006"/>
          <ticker value="CVS"/>
        </identifiers>
        <balance>1427</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89815.38</valUSD>
        <pctVal>0.0401681187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MOSAIC CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MOSAIC CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US61945C1036"/>
          <ticker value="MOS"/>
        </identifiers>
        <balance>-755</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10169.85</valUSD>
        <pctVal>-0.0045482605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MOSAIC CO/THE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-10169.85</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>39.91</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG EPR PROPE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EPR PROPE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US26884U1097"/>
          <ticker value="EPR"/>
        </identifiers>
        <balance>-1237</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-35415.31</valUSD>
        <pctVal>-0.0158387837</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EPR PROPERTIES" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-35415.31</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4651.56</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG NEWMONT C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NEWMONT C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6516391066"/>
          <ticker value="NEM"/>
        </identifiers>
        <balance>3311</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>229121.2</valUSD>
        <pctVal>0.1024698394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NEWMONT CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>229121.2</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>23799.68</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG NORFOLK S</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NORFOLK S</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6558441084"/>
          <ticker value="NSC"/>
        </identifiers>
        <balance>765</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>147040.65</valUSD>
        <pctVal>0.0657609675</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NORFOLK SOUTHERN CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>147040.65</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7171.37</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Paccar Inc</name>
        <lei>KDTEY8BWE486IKZ3CC07</lei>
        <title>Paccar Inc COM</title>
        <cusip>693718108</cusip>
        <identifiers>
          <isin value="US6937181088"/>
          <ticker value="PCAR"/>
        </identifiers>
        <balance>1240</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105499.2</valUSD>
        <pctVal>0.0471823912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pfizer Inc.</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>Pfizer Inc. COM</title>
        <cusip>717081103</cusip>
        <identifiers>
          <isin value="US7170811035"/>
          <ticker value="PFE"/>
        </identifiers>
        <balance>2730</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105050.4</valUSD>
        <pctVal>0.0469816744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BROADRIDG</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BROADRIDG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US11133T1034"/>
          <ticker value="BR"/>
        </identifiers>
        <balance>-536</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-72006.24</valUSD>
        <pctVal>-0.0322033398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BROADRIDGE FINANCIAL SOLUTIO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-07-08</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-72006.24</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2753.19</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG UNUM GROU</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UNUM GROU</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US91529Y1064"/>
          <ticker value="UNM"/>
        </identifiers>
        <balance>-379</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6530.17</valUSD>
        <pctVal>-0.0029204869</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNUM GROUP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
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              </rtResetTenors>
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            <terminationDt>2030-07-08</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-6530.17</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-18.39</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CARLISLE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CARLISLE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1423391002"/>
          <ticker value="CSL"/>
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        <balance>1898</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>226013.84</valUSD>
        <pctVal>0.1010801353</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CARLISLE COS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>226013.84</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4168.91</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ALLY FINA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ALLY FINA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US02005N1000"/>
          <ticker value="ALLY"/>
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        <balance>-11282</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-226768.2</valUSD>
        <pctVal>-0.1014175076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALLY FINANCIAL INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-226768.2</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1523.19</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG FORD MOTO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG FORD MOTO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US3453708600"/>
          <ticker value="F"/>
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        <balance>-13391</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-88514.51</valUSD>
        <pctVal>-0.0395863308</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FORD MOTOR CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-88514.51</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1734.93</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG UNITED AI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UNITED AI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9100471096"/>
          <ticker value="UAL"/>
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        <balance>-2747</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-86200.86</valUSD>
        <pctVal>-0.0385515975</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNITED AIRLINES HOLDINGS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-86200.86</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4088.47</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG EOG RESOU</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EOG RESOU</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US26875P1012"/>
          <ticker value="EOG"/>
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        <balance>658</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>30827.3</valUSD>
        <pctVal>0.0137868887</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EOG RESOURCES INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-07-08</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>30827.3</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-522.09</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MOODY'S C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MOODY'S C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6153691059"/>
          <ticker value="MCO"/>
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        <balance>123</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>34599.9</valUSD>
        <pctVal>0.0154741080</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MOODY'S CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <curCd>USD</curCd>
            <unrealizedAppr>-1238.97</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Noble Energy, Inc.</name>
        <lei>02VFQXG2D1LR5ZH3K186</lei>
        <title>NBL 3.85 01/15/28</title>
        <cusip>655044AP0</cusip>
        <identifiers>
          <isin value="US655044AP00"/>
          <ticker value="NBL"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34263.27</valUSD>
        <pctVal>0.0153235570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hologic Inc</name>
        <lei>549300DYP6F5ZJL0LB74</lei>
        <title>HOLX 4.375 10/15/25 144A</title>
        <cusip>436440AK7</cusip>
        <identifiers>
          <isin value="US436440AK75"/>
          <ticker value="HOLX"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51250</valUSD>
        <pctVal>0.0229205297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</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>CFD_EQS FIN LEG ALLISON T</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ALLISON T</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US01973R1014"/>
          <ticker value="ALSN"/>
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        <balance>1780</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>66500.8</valUSD>
        <pctVal>0.0297411427</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>66500.8</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>292.39</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG DISCOVER</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DISCOVER</title>
        <cusip>000000000</cusip>
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          <isin value="US2547091080"/>
          <ticker value="DFS"/>
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        <balance>2284</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>112898.12</valUSD>
        <pctVal>0.0504914090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DISCOVER FINANCIAL SERVICES" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-07-08</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
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            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>112898.12</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-611.63</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HALLIBURT</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HALLIBURT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4062161017"/>
          <ticker value="HAL"/>
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        <balance>14103</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>202095.99</valUSD>
        <pctVal>0.0903833589</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HALLIBURTON CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>202095.99</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>25702.10</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ROYAL CAR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ROYAL CAR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="LR0008862868"/>
          <ticker value="RCL"/>
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        <balance>-3247</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-158161.37</valUSD>
        <pctVal>-0.0707344854</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-47.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ROYAL CARIBBEAN CRUISES LTD" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-158161.37</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>9633.54</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AVIS BUDG</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AVIS BUDG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0537741052"/>
          <ticker value="CAR"/>
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        <balance>137</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3548.3</valUSD>
        <pctVal>0.0015869057</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AVIS BUDGET GROUP INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-07-08</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3548.3</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-58.29</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG REGENCY C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG REGENCY C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7588491032"/>
          <ticker value="REG"/>
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        <balance>615</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>25233.45</valUSD>
        <pctVal>0.0112851520</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="REGENCY CENTERS CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-07-08</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>25233.45</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-682.83</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Unilever N.V.</name>
        <lei>549300TK7G7NZTVM1Z30</lei>
        <title>Unilever N.V. EUR0.16(NEW YORK SHARES)</title>
        <cusip>904784709</cusip>
        <identifiers>
          <isin value="US9047847093"/>
          <ticker value="UN"/>
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        <balance>18432</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1088040.96</valUSD>
        <pctVal>0.4866043930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BorgWarner Inc.</name>
        <lei>549300DSFX2IE88NSX47</lei>
        <title>BorgWarner Inc. COM</title>
        <cusip>099724106</cusip>
        <identifiers>
          <isin value="US0997241064"/>
          <ticker value="BWA"/>
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        <balance>-47827</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-1750468.2</valUSD>
        <pctVal>-0.7828616268</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PUBLIC ST</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PUBLIC ST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US74460D1090"/>
          <ticker value="PSA"/>
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        <balance>22</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4397.36</valUSD>
        <pctVal>0.0019666306</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PUBLIC STORAGE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <unrealizedAppr>164.68</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LAMAR ADV</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LAMAR ADV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5128161099"/>
          <ticker value="LAMR"/>
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        <balance>665</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>43710.45</valUSD>
        <pctVal>0.0195486179</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LAMAR ADVERTISING CO-A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BARRICK G</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BARRICK G</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA0679011084"/>
          <ticker value="GOLD"/>
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        <balance>7542</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>218039.22</valUSD>
        <pctVal>0.0975136472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BARRICK GOLD CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HUMANA IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HUMANA IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4448591028"/>
          <ticker value="HUM"/>
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        <balance>10</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3924.5</valUSD>
        <pctVal>0.0017551535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MGIC INVE</name>
        <lei>N/A</lei>
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          <ticker value="MTG"/>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG ONEMAIN H</name>
        <lei>N/A</lei>
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          <isin value="US68268W1036"/>
          <ticker value="OMF"/>
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        <balance>-6062</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-173979.4</valUSD>
        <pctVal>-0.0778087806</pctVal>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <notionalAmt>-173979.4</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-28344.45</unrealizedAppr>
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      <invstOrSec>
        <name>3M Company</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>3M Company COM</title>
        <cusip>88579Y101</cusip>
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          <isin value="US88579Y1010"/>
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        <balance>592</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89078.24</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Price T Rowe Group</name>
        <lei>549300SIV6FPS9Y7IH33</lei>
        <title>Price T Rowe Group COM</title>
        <cusip>74144T108</cusip>
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          <isin value="US74144T1088"/>
          <ticker value="TROW"/>
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        <balance>188</balance>
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        <curCd>USD</curCd>
        <valUSD>25962.8</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>The Procter &amp; Gamble Company</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>The Procter &amp; Gamble Company COM</title>
        <cusip>742718109</cusip>
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          <ticker value="PG"/>
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        <balance>768</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100700.16</valUSD>
        <pctVal>0.0450361172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>QUALCOMM Incorporated</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM Incorporated COM</title>
        <cusip>747525103</cusip>
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          <isin value="US7475251036"/>
          <ticker value="QCOM"/>
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        <balance>1026</balance>
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        <curCd>USD</curCd>
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        <pctVal>0.0484599748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG PTC INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PTC INC</title>
        <cusip>000000000</cusip>
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          <isin value="US69370C1009"/>
          <ticker value="PTC"/>
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        <balance>-480</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41068.8</valUSD>
        <pctVal>-0.0183671932</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG VF CORP</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <isin value="US9182041080"/>
          <ticker value="VFC"/>
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        <balance>-2925</balance>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-26</terminationDt>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG BIOGEN IN</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <isin value="US09062X1037"/>
          <ticker value="BIIB"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG REALTY IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG REALTY IN</title>
        <cusip>000000000</cusip>
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          <isin value="US7561091049"/>
          <ticker value="O"/>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 3.2 11/21/29 144A</title>
        <cusip>00287YBW8</cusip>
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        <curCd>USD</curCd>
        <valUSD>22480.21</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>549300X2937PB0CJ7I56</lei>
        <title>STACR 2019-HQA4 M2</title>
        <cusip>35565CAH9</cusip>
        <identifiers>
          <isin value="US35565CAH97"/>
          <ticker value="FHLMC"/>
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        <balance>394082.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>385706.58</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG FOX CORP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG FOX CORP</title>
        <cusip>000000000</cusip>
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          <isin value="US35137L1052"/>
          <ticker value="FOXA"/>
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        <balance>795</balance>
        <units>NC</units>
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        <valUSD>20487.15</valUSD>
        <pctVal>0.0091624650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <curCd>USD</curCd>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG PPL CORP</name>
        <lei>N/A</lei>
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        <name>CFD_EQS FIN LEG PROCTER &amp;</name>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG DXC TECHN</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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        <assetCat>DE</assetCat>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG TC ENERGY</name>
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          <isin value="CA87807B1076"/>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG ORACLE CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ORACLE CO</title>
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          <isin value="US68389X1054"/>
          <ticker value="ORCL"/>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <name>Federal National Mortgage Association</name>
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        <title>FN MA3238</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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      <invstOrSec>
        <name>Cenovus Energy Inc</name>
        <lei>549300EIRQ0Z2B9C1W06</lei>
        <title>CVECN 4.25 04/15/27</title>
        <cusip>15135UAM1</cusip>
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          <isin value="US15135UAM18"/>
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        <curCd>USD</curCd>
        <valUSD>95062.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley COM NEW</title>
        <cusip>617446448</cusip>
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          <ticker value="MS"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Select Sector Spdr</name>
        <lei>5493008JJKIPMEX3CO91</lei>
        <title>Select Sector Spdr SBI CONS DISCR</title>
        <cusip>81369Y407</cusip>
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          <isin value="US81369Y4070"/>
          <ticker value="XLY"/>
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        <curCd>USD</curCd>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Apx Group, Inc.</name>
        <lei>549300OMQVKPRU98OE64</lei>
        <title>APXSEC 6.75 02/15/27 144A</title>
        <cusip>00213MAV6</cusip>
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      <invstOrSec>
        <name>Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Capital LLC</name>
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        <title>UNIT 7.875 02/15/25 144A</title>
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          <isin value="US91327AAA07"/>
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        <payoffProfile>Long</payoffProfile>
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        <name>CFD_EQS FIN LEG INTERPUBL</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
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          <isin value="US4606901001"/>
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        <units>NC</units>
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        <fairValLevel>2</fairValLevel>
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        <name>CFD_EQS FIN LEG ABBVIE IN</name>
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        <name>CFD_EQS FIN LEG TC ENERGY</name>
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        <name>Sunrun Incorporation</name>
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        <name>Meet Group Inc</name>
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        <name>Carrier Global Corporation</name>
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        <name>Carnival Corporation</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>CCL 11.5 04/01/23 144A</title>
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        <name>Toyota Motor Credit Corporation</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA 3 04/01/25 MTN</title>
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        <name>Silgan Holdings Inc.</name>
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        <title>SLGN 4.75 03/15/25</title>
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        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <name>CFD_EQS FIN LEG AMERISOUR</name>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG KROGER CO</name>
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        <assetCat>DE</assetCat>
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        <name>Sprint Capital Corporation</name>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Sprint Capital Corporation</name>
        <lei>549300L17W0GQBR1PO80</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CITRIX SY</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CITRIX SY</title>
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        <identifiers>
          <isin value="US1773761002"/>
          <ticker value="CTXS"/>
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        <balance>-92</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13133.92</valUSD>
        <pctVal>-0.0058738810</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WALGREENS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WALGREENS</title>
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          <ticker value="WBA"/>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG HARTFORD</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HARTFORD</title>
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        <units>NC</units>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG YUM BRAN</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9884981013"/>
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        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CHEMOURS</name>
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        <title>CFD_EQS FIN LEG CHEMOURS</title>
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        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MCDONALD'</name>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Delphi Technologies Pl</name>
        <lei>549300SEU65CJHRH6V04</lei>
        <title>Delphi Technologies Pl COM USD0.01</title>
        <cusip>G2709G107</cusip>
        <identifiers>
          <isin value="JE00BD85SC56"/>
          <ticker value="DLPH"/>
        </identifiers>
        <balance>110957</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1663245.43</valUSD>
        <pctVal>0.7438530006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CURO GROUP HOLDINGS CORP</name>
        <lei>54930007KH8KCGJ4YE72</lei>
        <title>CURO 8.25 09/01/25 144A</title>
        <cusip>23131LAA5</cusip>
        <identifiers>
          <isin value="US23131LAA52"/>
          <ticker value="CURO"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39875</valUSD>
        <pctVal>0.0178332902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.M. Smucker Company</name>
        <lei>5493000WDH6A0LHDJD55</lei>
        <title>J.M. Smucker Company COM NEW</title>
        <cusip>832696405</cusip>
        <identifiers>
          <isin value="US8326964058"/>
          <ticker value="SJM"/>
        </identifiers>
        <balance>875</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95681.25</valUSD>
        <pctVal>0.0427915109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sonoco Products Company</name>
        <lei>GKOMIK4RDJGHEF0VNP11</lei>
        <title>Sonoco Products Company COM</title>
        <cusip>835495102</cusip>
        <identifiers>
          <isin value="US8354951027"/>
          <ticker value="SON"/>
        </identifiers>
        <balance>1706</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88268.44</valUSD>
        <pctVal>0.0394762810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG STANLEY B</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG STANLEY B</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8545021011"/>
          <ticker value="SWK"/>
        </identifiers>
        <balance>-1292</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-198089.44</valUSD>
        <pctVal>-0.0885915101</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="STANLEY BLACK &amp; DECKER INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-198089.44</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2272.14</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ALLISON T</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ALLISON T</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US01973R1014"/>
          <ticker value="ALSN"/>
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        <balance>5092</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>190237.12</valUSD>
        <pctVal>0.0850797182</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ALLISON TRANSMISSION HOLDING" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>190237.12</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6825.41</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG VENTAS IN</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>CFD_EQS FIN LEG VENTAS IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US92276F1003"/>
          <ticker value="VTR"/>
        </identifiers>
        <balance>-132</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5063.52</valUSD>
        <pctVal>-0.0022645573</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VENTAS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-5063.52</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-315.67</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG VORNADO R</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>CFD_EQS FIN LEG VORNADO R</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9290421091"/>
          <ticker value="VNO"/>
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        <balance>-3499</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-120785.48</valUSD>
        <pctVal>-0.0540188718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VORNADO REALTY TRUST" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-120785.48</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>9824.48</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG WILLIAMS</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CFD_EQS FIN LEG WILLIAMS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9694571004"/>
          <ticker value="WMB"/>
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        <balance>-10733</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-205322.29</valUSD>
        <pctVal>-0.0918262565</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WILLIAMS COS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <notionalAmt>-205322.29</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6514.13</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG SHERWIN-W</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CFD_EQS FIN LEG SHERWIN-W</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8243481061"/>
          <ticker value="SHW"/>
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        <balance>-442</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-286380.64</valUSD>
        <pctVal>-0.1280779701</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Public Storage</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>Public Storage COM</title>
        <cusip>74460D109</cusip>
        <identifiers>
          <isin value="US74460D1090"/>
          <ticker value="PSA"/>
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        <balance>463</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92544.44</valUSD>
        <pctVal>0.0413886358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Texas Instruments Incorporated</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>Texas Instruments Incorporated COM</title>
        <cusip>882508104</cusip>
        <identifiers>
          <isin value="US8825081040"/>
          <ticker value="TXN"/>
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        <balance>739</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94259.45</valUSD>
        <pctVal>0.0421556395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>Union Pacific Corporation COM</title>
        <cusip>907818108</cusip>
        <identifiers>
          <isin value="US9078181081"/>
          <ticker value="UNP"/>
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        <balance>552</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95689.2</valUSD>
        <pctVal>0.0427950664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sensient Techs</name>
        <lei>CMMZHMFZQG86EI7WZU92</lei>
        <title>Sensient Techs COM</title>
        <cusip>81725T100</cusip>
        <identifiers>
          <isin value="US81725T1007"/>
          <ticker value="SXT"/>
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        <balance>1784</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93142.64</valUSD>
        <pctVal>0.0416561687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Booking Holdings Inc</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>BKNG 4.625 04/13/30</title>
        <cusip>09857LAR9</cusip>
        <identifiers>
          <isin value="US09857LAR96"/>
          <ticker value="BKNG"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Farm Credit Banks</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>CAS 2017-C01 1B1</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG PBF ENERG</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CFD_EQS FIN LEG PBF ENERG</title>
        <cusip>000000000</cusip>
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          <isin value="US69318G1067"/>
          <ticker value="PBF"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MYLAN NV</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CFD_EQS FIN LEG MYLAN NV</title>
        <cusip>000000000</cusip>
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          <isin value="NL0011031208"/>
          <ticker value="MYL"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <name>CFD_EQS FIN LEG DIGITAL R</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>CFD_EQS FIN LEG DIGITAL R</title>
        <cusip>000000000</cusip>
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          <isin value="US2538681030"/>
          <ticker value="DLR"/>
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        <assetCat>DE</assetCat>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG ESSENTIAL</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CFD_EQS FIN LEG ESSENTIAL</title>
        <cusip>000000000</cusip>
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          <isin value="US29670G1022"/>
          <ticker value="WTRG"/>
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        <balance>-1035</balance>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG TECK RESO</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CFD_EQS FIN LEG TECK RESO</title>
        <cusip>000000000</cusip>
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        <assetCat>DE</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <name>CFD_EQS FIN LEG HILL-ROM</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CFD_EQS FIN LEG HILL-ROM</title>
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        <name>Watsco Inc</name>
        <lei>549300F1Y3LN5BX5WN75</lei>
        <title>Watsco Inc COM</title>
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        <name>Alliant Energy Corporation</name>
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        <title>Alliant Energy Corporation COM</title>
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        <name>Avangrid Inc</name>
        <lei>549300OX0Q38NLSKPB49</lei>
        <title>Avangrid Inc COM</title>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WLAKE 2018-3A C</title>
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        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <name>WILLIAMS PARTNERS L.P.</name>
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        <title>WMB 3.6 03/15/22</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG TOLL BROT</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CFD_EQS FIN LEG TOLL BROT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8894781033"/>
          <ticker value="TOL"/>
        </identifiers>
        <balance>9716</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>371151.2</valUSD>
        <pctVal>0.1659898947</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TOLL BROTHERS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>371151.2</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>37625.76</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG DOMINION</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CFD_EQS FIN LEG DOMINION</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US25746U1097"/>
          <ticker value="D"/>
        </identifiers>
        <balance>-4943</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-400531.29</valUSD>
        <pctVal>-0.1791295479</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DOMINION ENERGY INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-400531.29</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-27009.08</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LIFE STOR</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CFD_EQS FIN LEG LIFE STOR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US53223X1072"/>
          <ticker value="LSI"/>
        </identifiers>
        <balance>1171</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>114910.23</valUSD>
        <pctVal>0.0513912847</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LIFE STORAGE INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>114910.23</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3207.86</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG FMC CORP</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CFD_EQS FIN LEG FMC CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US3024913036"/>
          <ticker value="FMC"/>
        </identifiers>
        <balance>367</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>38920.35</valUSD>
        <pctVal>0.0174063422</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FMC CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>38920.35</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-672.54</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AECOM</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CFD_EQS FIN LEG AECOM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US00766T1007"/>
          <ticker value="ACM"/>
        </identifiers>
        <balance>-266</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9626.54</valUSD>
        <pctVal>-0.0043052760</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AECOM" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-07-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-9626.54</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>325.18</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HANESBRAN</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CFD_EQS FIN LEG HANESBRAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4103451021"/>
          <ticker value="HBI"/>
        </identifiers>
        <balance>-1957</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27652.41</valUSD>
        <pctVal>-0.0123669831</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HANESBRANDS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-07-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <notionalAmt>-27652.41</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-281.03</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG NORDSTROM</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CFD_EQS FIN LEG NORDSTROM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6556641008"/>
          <ticker value="JWN"/>
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        <balance>-26539</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-363318.91</valUSD>
        <pctVal>-0.1624870608</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NORDSTROM INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <unrealizedAppr>60562.13</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG VENTAS IN</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CFD_EQS FIN LEG VENTAS IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US92276F1003"/>
          <ticker value="VTR"/>
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        <balance>-1125</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-43155</valUSD>
        <pctVal>-0.0193002041</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG TRINITY I</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TRINITY I</title>
        <cusip>000000000</cusip>
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          <isin value="US8965221091"/>
          <ticker value="TRN"/>
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        <balance>6360</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>124210.8</valUSD>
        <pctVal>0.0555507772</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SUNCOR EN</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>CFD_EQS FIN LEG SUNCOR EN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA8672241079"/>
          <ticker value="SU"/>
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        <balance>-4736</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-74639.36</valUSD>
        <pctVal>-0.0333809496</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <curCd>USD</curCd>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Navient Corporation</name>
        <lei>54930067J0ZNOEBRW338</lei>
        <title>NAVI 7.25 09/25/23</title>
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        <curCd>USD</curCd>
        <valUSD>79196.25</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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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DISH DBS Corporation</name>
        <lei>N/A</lei>
        <title>DISH 7.75 07/01/26</title>
        <cusip>25470XAY1</cusip>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56380</valUSD>
        <pctVal>0.0252148188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG ALLEGHENY</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ALLEGHENY</title>
        <cusip>000000000</cusip>
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          <isin value="US01741R1023"/>
          <ticker value="ATI"/>
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        <balance>626</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5439.94</valUSD>
        <pctVal>0.0024329035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
            <unrealizedAppr>-1327.89</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG HUNTINGTO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HUNTINGTO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4464131063"/>
          <ticker value="HII"/>
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        <balance>435</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>75563.85</valUSD>
        <pctVal>0.0337944091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-28</terminationDt>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CAMDEN PR</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CFD_EQS FIN LEG CAMDEN PR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1331311027"/>
          <ticker value="CPT"/>
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        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>454.05</valUSD>
        <pctVal>0.0002030647</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CAMDEN PROPERTY TRUST" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-07-16</terminationDt>
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            <unrealizedAppr>1.47</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CDK GLOBA</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CFD_EQS FIN LEG CDK GLOBA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US12508E1010"/>
          <ticker value="CDK"/>
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        <balance>304</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13819.84</valUSD>
        <pctVal>0.0061806449</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-07-17</terminationDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG HARTFORD</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>CFD_EQS FIN LEG HARTFORD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4165151048"/>
          <ticker value="HIG"/>
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        <balance>1231</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>52095.92</valUSD>
        <pctVal>0.0232988504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG BOSTON SC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BOSTON SC</title>
        <cusip>000000000</cusip>
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          <isin value="US1011371077"/>
          <ticker value="BSX"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CONCHO RE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CONCHO RE</title>
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          <isin value="US20605P1012"/>
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        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG DELTA AIR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DELTA AIR</title>
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          <isin value="US2473617023"/>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SABRA HEA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SABRA HEA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US78573L1061"/>
          <ticker value="SBRA"/>
        </identifiers>
        <balance>-8757</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-129078.18</valUSD>
        <pctVal>-0.0577276148</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SABRA HEALTH CARE REIT INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-129078.18</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5428.66</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SOUTHWEST</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SOUTHWEST</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8447411088"/>
          <ticker value="LUV"/>
        </identifiers>
        <balance>3163</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>97705.07</valUSD>
        <pctVal>0.0436966236</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOUTHWEST AIRLINES CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>97705.07</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9516.44</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG RALPH LAU</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG RALPH LAU</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7512121010"/>
          <ticker value="RL"/>
        </identifiers>
        <balance>1252</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>89267.6</valUSD>
        <pctVal>0.0399231352</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RALPH LAUREN CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>89267.6</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2084.57</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BROOKFIEL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BROOKFIEL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA1125851040"/>
          <ticker value="BAM"/>
        </identifiers>
        <balance>-6863</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-221880.79</valUSD>
        <pctVal>-0.0992317120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BROOKFIELD ASSET MANAGE-CL A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-221880.79</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6723.46</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EQM MIDSTREAM PARTNERS LP</name>
        <lei>549300NELT611CL6XM83</lei>
        <title>EQM 4.125 12/01/26</title>
        <cusip>26885BAB6</cusip>
        <identifiers>
          <isin value="US26885BAB62"/>
          <ticker value="EQM"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97250</valUSD>
        <pctVal>0.0434931027</pctVal>
        <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>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 3.5 11/16/26</title>
        <cusip>38145GAH3</cusip>
        <identifiers>
          <isin value="US38145GAH39"/>
          <ticker value="GS"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55785.41</valUSD>
        <pctVal>0.0249489004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AIR PRODU</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AIR PRODU</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0091581068"/>
          <ticker value="APD"/>
        </identifiers>
        <balance>-318</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-91148.34</valUSD>
        <pctVal>-0.0407642582</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AIR PRODUCTS &amp; CHEMICALS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-07-17</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-91148.34</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1501.61</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG NATIONAL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NATIONAL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6361801011"/>
          <ticker value="NFG"/>
        </identifiers>
        <balance>-2201</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-89294.57</valUSD>
        <pctVal>-0.0399351970</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NATIONAL FUEL GAS CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-07-22</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-89294.57</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>942.61</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BACR V4.61 02/15/23</title>
        <cusip>06738EBE4</cusip>
        <identifiers>
          <isin value="US06738EBE41"/>
          <ticker value="BACR"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210746.54</valUSD>
        <pctVal>0.0942521430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.610000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V3.702 05/06/30</title>
        <cusip>46647PBD7</cusip>
        <identifiers>
          <isin value="US46647PBD78"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23234.5</valUSD>
        <pctVal>0.0103911619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.702000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HOST HOTE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HOST HOTE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US44107P1049"/>
          <ticker value="HST"/>
        </identifiers>
        <balance>-4034</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-43486.52</valUSD>
        <pctVal>-0.0194484697</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HOST HOTELS &amp; RESORTS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-43486.52</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1127.21</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MARSH &amp; M</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MARSH &amp; M</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5717481023"/>
          <ticker value="MMC"/>
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        <balance>2170</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>253022</valUSD>
        <pctVal>0.1131589906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>STACR 2017-DNA1 B1</title>
        <cusip>3137G0MX4</cusip>
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          <isin value="US3137G0MX48"/>
          <ticker value="FHLMC"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253676.93</valUSD>
        <pctVal>0.1134518948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Tutor Perini Corporation</name>
        <lei>549300FHXYVPW8LJ6D98</lei>
        <title>TPC 6.875 05/01/25 144A</title>
        <cusip>901109AF5</cusip>
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          <isin value="US901109AF51"/>
          <ticker value="TPC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99734</valUSD>
        <pctVal>0.0446040216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG GEO GROUP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG GEO GROUP</title>
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          <isin value="US36162J1060"/>
          <ticker value="GEO"/>
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        <balance>-1862</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19793.06</valUSD>
        <pctVal>-0.0088520472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG VERISIGN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG VERISIGN</title>
        <cusip>000000000</cusip>
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          <isin value="US92343E1029"/>
          <ticker value="VRSN"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.0045441415</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ASHLAND G</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ASHLAND G</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0441861046"/>
          <ticker value="ASH"/>
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        <balance>1131</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>85367.88</valUSD>
        <pctVal>0.0381790640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ASHLAND GLOBAL HOLDINGS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>85367.88</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6191.74</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WESTERN U</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WESTERN U</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9598021098"/>
          <ticker value="WU"/>
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        <balance>7496</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>182002.88</valUSD>
        <pctVal>0.0813971203</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="WESTERN UNION CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>182002.88</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>15854.03</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHENIERE ENERGY PARTNERS L P</name>
        <lei>5493005UEC8AZ34LDV29</lei>
        <title>CQP 5.625 10/01/26</title>
        <cusip>16411QAD3</cusip>
        <identifiers>
          <isin value="US16411QAD34"/>
          <ticker value="CQP"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52812.5</valUSD>
        <pctVal>0.0236193263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group Inc</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMIBK 2.448 09/27/24</title>
        <cusip>86562MBT6</cusip>
        <identifiers>
          <isin value="US86562MBT62"/>
          <ticker value="SUMIBK"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211899.21</valUSD>
        <pctVal>0.0947676514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG PENN NATI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PENN NATI</title>
        <cusip>000000000</cusip>
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          <isin value="US7075691094"/>
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        <balance>-7671</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG INTERNATI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG INTERNATI</title>
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          <ticker value="IP"/>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG DANA INC</name>
        <lei>N/A</lei>
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          <isin value="US2358252052"/>
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        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG OLIN CORP</name>
        <lei>N/A</lei>
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          <isin value="US6806652052"/>
          <ticker value="OLN"/>
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        <curCd>USD</curCd>
        <valUSD>-158337.88</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
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        <cusip>06367WRC9</cusip>
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          <isin value="US06367WRC90"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>103701.36</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Connecticut Avenue Securities Trust 2019- R07</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>CAS 2019-R07 1M2</title>
        <cusip>20753WAF3</cusip>
        <identifiers>
          <isin value="US20753WAF32"/>
          <ticker value="CAS"/>
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        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>683773.72</valUSD>
        <pctVal>0.3058040168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.284500400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CMS ENERG</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CFD_EQS FIN LEG CMS ENERG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1258961002"/>
          <ticker value="CMS"/>
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        <balance>-848</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-54424.64</valUSD>
        <pctVal>-0.0243403235</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <notionalAmt>-54424.64</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-828.15</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG INGREDION</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG INGREDION</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4571871023"/>
          <ticker value="INGR"/>
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        <balance>1403</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>121359.5</valUSD>
        <pctVal>0.0542755907</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INGREDION INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-07-22</terminationDt>
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            <unrealizedAppr>1802.42</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG ROPER TEC</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>CFD_EQS FIN LEG ROPER TEC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7766961061"/>
          <ticker value="ROP"/>
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        <balance>-13</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5621.85</valUSD>
        <pctVal>-0.0025142591</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ROPER TECHNOLOGIES INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <notionalAmt>-5621.85</notionalAmt>
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            <unrealizedAppr>-213.26</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PROLOGIS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PROLOGIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US74340W1036"/>
          <ticker value="PLD"/>
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        <balance>-320</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-33734.4</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PROLOGIS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG SERVICE C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SERVICE C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8175651046"/>
          <ticker value="SCI"/>
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        <balance>1376</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>59663.36</valUSD>
        <pctVal>0.0266832354</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG HILTON WO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HILTON WO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US43300A2033"/>
          <ticker value="HLT"/>
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        <balance>3090</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V2.406 10/30/25 MTN</title>
        <cusip>95000U2H5</cusip>
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          <isin value="US95000U2H53"/>
          <ticker value="WFC"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52616.11</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enviva Partners LP / Enviva Partners Finance Corp</name>
        <lei>549300WH5VXDEFM5KR81</lei>
        <title>EVA 6.5 01/15/26 144A</title>
        <cusip>29413XAD9</cusip>
        <identifiers>
          <isin value="US29413XAD93"/>
          <ticker value="EVA"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215500</valUSD>
        <pctVal>0.0963780322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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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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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cheniere Corpus Christi Holdings, LLC</name>
        <lei>549300I7CIEWU1BBLQ53</lei>
        <title>CHCOCH 5.875 03/31/25</title>
        <cusip>16412XAC9</cusip>
        <identifiers>
          <isin value="US16412XAC92"/>
          <ticker value="CHCOCH"/>
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        <balance>105000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Lithia Motors Incorporated</name>
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        <name>Nationstar Mortgage LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
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        <title>RY 1.95 01/17/23 GMTN</title>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG BRISTOL-M</name>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <name>CFD_EQS FIN LEG OCCIDENTA</name>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <name>CFD_EQS FIN LEG MID-AMERI</name>
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        <name>CFD_EQS FIN LEG LEIDOS HO</name>
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        <name>CFD_EQS FIN LEG HECLA MIN</name>
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        <name>CFD_EQS FIN LEG BUNGE LTD</name>
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        <name>CFD_EQS FIN LEG OMEGA HEA</name>
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        <name>Federal Farm Credit Banks</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ENVA 2019-A LLC</name>
        <lei>N/A</lei>
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        <name>Navistar International Corporation</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>L Brands Inc</name>
        <lei>GR3KVMWVCR54YWQNXU90</lei>
        <title>LB 5.25 02/01/28</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CFD_EQS FIN LEG LOEWS COR</name>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG ENBRIDGE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ENBRIDGE</title>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CFD_EQS FIN LEG CISCO SYS</name>
        <lei>N/A</lei>
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        <assetCat>DE</assetCat>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG VULCAN MA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG VULCAN MA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9291601097"/>
          <ticker value="VMC"/>
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        <balance>1347</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 3.85 06/15/24 144A</title>
        <cusip>00287YCJ6</cusip>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 3.45 03/15/22 144A</title>
        <cusip>00287YCF4</cusip>
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        <name>CFD_EQS FIN LEG REGENCY C</name>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG NRG ENERG</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CFD_EQS FIN LEG NRG ENERG</title>
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            <unrealizedAppr>3565.14</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WESTROCK</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CFD_EQS FIN LEG WESTROCK</title>
        <cusip>000000000</cusip>
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          <isin value="US96145D1054"/>
          <ticker value="WRK"/>
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        <balance>7761</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>208460.46</valUSD>
        <pctVal>0.0932297398</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>208460.46</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6518.05</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG DANA INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DANA INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2358252052"/>
          <ticker value="DAN"/>
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        <balance>8526</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>97452.18</valUSD>
        <pctVal>0.0435835236</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DANA INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>97452.18</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6095.98</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MDC HOLDI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MDC HOLDI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5526761086"/>
          <ticker value="MDC"/>
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        <balance>-1481</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-66393.23</valUSD>
        <pctVal>-0.0296930342</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MDC HOLDINGS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-66393.23</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8443.13</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG OMNICOM G</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG OMNICOM G</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6819191064"/>
          <ticker value="OMC"/>
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        <balance>3909</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>210030.57</valUSD>
        <pctVal>0.0939319399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OMNICOM GROUP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>210030.57</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8771.20</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE 2020-1 A3</title>
        <cusip>26208QAD9</cusip>
        <identifiers>
          <isin value="US26208QAD97"/>
          <ticker value="DRIVE"/>
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        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136890.34</valUSD>
        <pctVal>0.0612214459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.020000000000</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>Builders Firstsource, Inc.</name>
        <lei>549300W0SKP6L3H7DP63</lei>
        <title>BLDR 5 03/01/30 144A</title>
        <cusip>12008RAN7</cusip>
        <identifiers>
          <isin value="US12008RAN70"/>
          <ticker value="BLDR"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52440</valUSD>
        <pctVal>0.0234527332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Motorola Solutions Inc</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>MSI 4.6 05/23/29</title>
        <cusip>620076BN8</cusip>
        <identifiers>
          <isin value="US620076BN89"/>
          <ticker value="MSI"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58635.09</valUSD>
        <pctVal>0.0262233624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ArcelorMittal S.A.</name>
        <lei>2EULGUTUI56JI9SAL165</lei>
        <title>MTNA 4.25 07/16/29</title>
        <cusip>03938LBC7</cusip>
        <identifiers>
          <isin value="US03938LBC72"/>
          <ticker value="MTNA"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53020</valUSD>
        <pctVal>0.0237121265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-16</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MERITAGE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MERITAGE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US59001A1025"/>
          <ticker value="MTH"/>
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        <balance>-192</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19042.56</valUSD>
        <pctVal>-0.0085164012</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG AIR PRODU</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AIR PRODU</title>
        <cusip>000000000</cusip>
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          <isin value="US0091581068"/>
          <ticker value="APD"/>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG NATIONAL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NATIONAL</title>
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          <ticker value="NFG"/>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AMERICAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMERICAN</title>
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          <isin value="US03027X1000"/>
          <ticker value="AMT"/>
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        <assetCat>DE</assetCat>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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        <name>CFD_EQS FIN LEG DEVON ENE</name>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG HD SUPPLY</name>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Aon plc</name>
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        <title>Aon plc COM USD0.01 CL A</title>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ISHARES TRUST</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Union Electric Company</name>
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        <title>AEE 2.95 03/15/30</title>
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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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        <name>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 2.75 03/19/30</title>
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          <isin value="US713448ES36"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114143.83</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>CFD_EQS FIN LEG RAYMOND J</name>
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        <title>CFD_EQS FIN LEG RAYMOND J</title>
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          <ticker value="RJF"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <name>CFD_EQS FIN LEG ECOLAB IN</name>
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        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>CAS 2018-R07 1M2</title>
        <cusip>20753QAE9</cusip>
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      <invstOrSec>
        <name>Micron Technology Inc.</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>MU 4.64 02/06/24</title>
        <cusip>595112BL6</cusip>
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        <name>CFD_EQS FIN LEG ESSEX PRO</name>
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          <isin value="US2971781057"/>
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        <name>CFD_EQS FIN LEG DISCOVERY</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MARATHON</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MARATHON</title>
        <cusip>000000000</cusip>
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          <isin value="US5658491064"/>
          <ticker value="MRO"/>
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        <balance>26955</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>147982.95</valUSD>
        <pctVal>0.0661823922</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <notionalAmt>147982.95</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5202.20</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG OCCIDENTA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG OCCIDENTA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6745991058"/>
          <ticker value="OXY"/>
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        <balance>5510</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>86727.4</valUSD>
        <pctVal>0.0387870819</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OCCIDENTAL PETROLEUM CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>86727.4</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4698.83</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BRUNSWICK</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BRUNSWICK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1170431092"/>
          <ticker value="BC"/>
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        <balance>-1573</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-105359.54</valUSD>
        <pctVal>-0.0471199310</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BRUNSWICK CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-105359.54</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1408.25</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ANTHEM IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ANTHEM IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0367521038"/>
          <ticker value="ANTM"/>
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        <balance>72</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19713.6</valUSD>
        <pctVal>0.0088165103</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <notionalAmt>19713.6</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Dell International L.L.C. and EMC Corporation</name>
        <lei>N/A</lei>
        <title>DELL 5.85 07/15/25 144A</title>
        <cusip>24703DBB6</cusip>
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          <isin value="US24703DBB64"/>
          <ticker value="DELL"/>
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        <balance>475000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>555507.99</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTC 3.75 03/25/27</title>
        <cusip>458140BQ2</cusip>
        <identifiers>
          <isin value="US458140BQ26"/>
          <ticker value="INTC"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>235480.91</valUSD>
        <pctVal>0.1053140916</pctVal>
        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG LAMAR ADV</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LAMAR ADV</title>
        <cusip>000000000</cusip>
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          <ticker value="LAMR"/>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG LAS VEGAS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LAS VEGAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5178341070"/>
          <ticker value="LVS"/>
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        <balance>-180</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7855.2</valUSD>
        <pctVal>-0.0035130799</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      <invstOrSec>
        <name>DAVITA INC</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DVA 4.625 06/01/30 144A</title>
        <cusip>23918KAS7</cusip>
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          <isin value="US23918KAS78"/>
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        <curCd>USD</curCd>
        <valUSD>106500</valUSD>
        <pctVal>0.0476299788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>L Brands Inc</name>
        <lei>GR3KVMWVCR54YWQNXU90</lei>
        <title>LB 6.875 07/01/25 144A</title>
        <cusip>501797AS3</cusip>
        <identifiers>
          <isin value="US501797AS36"/>
          <ticker value="LB"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53849</valUSD>
        <pctVal>0.0240828801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG FIDELITY</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG FIDELITY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US31620M1062"/>
          <ticker value="FIS"/>
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        <balance>-90</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13167.9</valUSD>
        <pctVal>-0.0058890779</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG LIVE NATI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LIVE NATI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5380341090"/>
          <ticker value="LYV"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LIVE NATION ENTERTAINMENT IN" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-167018.08</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>17058.84</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 3.55 07/08/22</title>
        <cusip>37045XCU8</cusip>
        <identifiers>
          <isin value="US37045XCU81"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207573.3</valUSD>
        <pctVal>0.0928329754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 4.25 04/15/26 144A</title>
        <cusip>11135FAE1</cusip>
        <identifiers>
          <isin value="US11135FAE16"/>
          <ticker value="AVGO"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112954.43</valUSD>
        <pctVal>0.0505165925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CMS ENERG</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CMS ENERG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1258961002"/>
          <ticker value="CMS"/>
        </identifiers>
        <balance>-1207</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-77465.26</valUSD>
        <pctVal>-0.0346447764</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CMS ENERGY CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-07-22</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-77465.26</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1094.82</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SERVICE P</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>CFD_EQS FIN LEG SERVICE P</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US81761L1026"/>
          <ticker value="SVC"/>
        </identifiers>
        <balance>-2361</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15818.7</valUSD>
        <pctVal>-0.0070745948</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SERVICE PROPERTIES TRUST" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-07-22</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-15818.7</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1307.83</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AMERICAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMERICAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0259321042"/>
          <ticker value="AFG"/>
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        <balance>1774</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>107805.98</valUSD>
        <pctVal>0.0482140520</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AMERICAN FINANCIAL GROUP INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-26</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>107805.98</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1317.63</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AMERICAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMERICAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0259321042"/>
          <ticker value="AFG"/>
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        <balance>810</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>49223.7</valUSD>
        <pctVal>0.0220143079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AMERICAN FINANCIAL GROUP INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
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            </floatingPmntDesc>
            <terminationDt>2030-06-28</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>49223.7</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1689.95</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Public Storage</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>PSA 3.385 05/01/29</title>
        <cusip>74460DAD1</cusip>
        <identifiers>
          <isin value="US74460DAD12"/>
          <ticker value="PSA"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29353.68</valUSD>
        <pctVal>0.0131278418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.385000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Evolution Gaming Group Ab</name>
        <lei>549300SUH6ZR1RF6TA88</lei>
        <title>Evolution Gaming Group Ab NPV</title>
        <cusip>W3287P115</cusip>
        <identifiers>
          <isin value="SE0012673267"/>
          <ticker value="EVGGF"/>
        </identifiers>
        <balance>-1889</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="8.7803"/>
        <valUSD>-128189.18</valUSD>
        <pctVal>-0.0573300275</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Methanex Corporation</name>
        <lei>549300TSJHRXT9QXRD13</lei>
        <title>MXCN 5.25 12/15/29</title>
        <cusip>59151KAL2</cusip>
        <identifiers>
          <isin value="US59151KAL26"/>
          <ticker value="MXCN"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72562.5</valUSD>
        <pctVal>0.0324521158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>Hess Midstream Operations LP</name>
        <lei>N/A</lei>
        <title>HESM 5.125 06/15/28 144A</title>
        <cusip>428104AA1</cusip>
        <identifiers>
          <isin value="US428104AA14"/>
          <ticker value="HESM"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75937.5</valUSD>
        <pctVal>0.0339615166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</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>CFD_EQS FIN LEG HOWMET AE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CFD_EQS FIN LEG HOWMET AE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4432011082"/>
          <ticker value="HWM"/>
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        <balance>-2616</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-38664.48</valUSD>
        <pctVal>-0.0172919095</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HOWMET AEROSPACE INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-28</terminationDt>
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            <curCd>USD</curCd>
            <unrealizedAppr>4840.48</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG VF CORP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG VF CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9182041080"/>
          <ticker value="VFC"/>
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        <balance>-1993</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-120297.48</valUSD>
        <pctVal>-0.0538006237</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VF CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-28</terminationDt>
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            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-120297.48</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3284.03</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Equinix, Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQIX 2.15 07/15/30</title>
        <cusip>29444UBH8</cusip>
        <identifiers>
          <isin value="US29444UBH86"/>
          <ticker value="EQIX"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103047</valUSD>
        <pctVal>0.0460856941</pctVal>
        <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>2.150000000000</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>International Game Technology PLC</name>
        <lei>549300UQ6KHRCZDRGZ76</lei>
        <title>IGT 5.25 01/15/29 144A</title>
        <cusip>460599AE3</cusip>
        <identifiers>
          <isin value="US460599AE31"/>
          <ticker value="IGT"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30653.7</valUSD>
        <pctVal>0.0137092496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>CFD_EQS FIN LEG PENN NATI</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PENN NATI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7075691094"/>
          <ticker value="PENN"/>
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        <balance>-496</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16789.6</valUSD>
        <pctVal>-0.0075088103</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PENN NATIONAL GAMING INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-16789.6</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>203.51</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BORGWARNE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BORGWARNE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0997241064"/>
          <ticker value="BWA"/>
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        <balance>-8309</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-304109.4</valUSD>
        <pctVal>-0.1360068007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <notionalAmt>-304109.4</notionalAmt>
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            <unrealizedAppr>8011.51</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Advanced Disposal Services Incorporation</name>
        <lei>549300ML1GEF4BKIM713</lei>
        <title>Advanced Disposal Services Incorporation COM</title>
        <cusip>00790X101</cusip>
        <identifiers>
          <isin value="US00790X1019"/>
          <ticker value="ADSW"/>
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        <balance>13909</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>419495.44</valUSD>
        <pctVal>0.1876108818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Qiagen NV</name>
        <lei>54930036WK3GMCN17Z57</lei>
        <title>Qiagen NV EUR0.01</title>
        <cusip>N72482123</cusip>
        <identifiers>
          <isin value="NL0012169213"/>
          <ticker value="QGEN"/>
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        <balance>24454</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt=".8489324"/>
        <valUSD>1214731.8</valUSD>
        <pctVal>0.5432643181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Forescout Technologies</name>
        <lei>529900UJ1QN3N3MQ2826</lei>
        <title>Forescout Technologies COM</title>
        <cusip>34553D101</cusip>
        <identifiers>
          <isin value="US34553D1019"/>
          <ticker value="FSCT"/>
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        <balance>31978</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>927042.22</valUSD>
        <pctVal>0.4146009510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Front Yard Residential Corporation</name>
        <lei>N/A</lei>
        <title>Front Yard Residential Corporation COM</title>
        <cusip>35904G107</cusip>
        <identifiers>
          <isin value="US35904G1076"/>
          <ticker value="RESI"/>
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        <balance>17294</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149938.98</valUSD>
        <pctVal>0.0670571872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG NXP SEMIC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NXP SEMIC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0009538784"/>
          <ticker value="NXPI"/>
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        <balance>89</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10460.17</valUSD>
        <pctVal>0.0046781002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
            <unrealizedAppr>-383.94</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG REPUBLIC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG REPUBLIC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7607591002"/>
          <ticker value="RSG"/>
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        <balance>1003</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>87511.75</valUSD>
        <pctVal>0.0391378666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <unrealizedAppr>2872.29</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hologic Inc</name>
        <lei>549300DYP6F5ZJL0LB74</lei>
        <title>HOLX 4.625 02/01/28 144A</title>
        <cusip>436440AM3</cusip>
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          <isin value="US436440AM32"/>
          <ticker value="HOLX"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53383.5</valUSD>
        <pctVal>0.0238746946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</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>Dell Inc</name>
        <lei>3E70L4WYANTIWWIPHC81</lei>
        <title>DELL 6.5 04/15/38</title>
        <cusip>24702RAF8</cusip>
        <identifiers>
          <isin value="US24702RAF82"/>
          <ticker value="DELL"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55125</valUSD>
        <pctVal>0.0246535454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG EQT CORP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EQT CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US26884L1098"/>
          <ticker value="EQT"/>
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        <balance>419</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.0027208927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG SPIRIT RE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SPIRIT RE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US84860W3007"/>
          <ticker value="SRC"/>
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        <balance>-5244</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-180708.24</valUSD>
        <pctVal>-0.0808181187</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>B.A.T. Capital Corporation</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Marsh &amp; McLennan Companies, Inc.</name>
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      <invstOrSec>
        <name>Realogy Group LLC/Realogy Co-Issuer Corp</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BWX Technologies Inc</name>
        <lei>549300NP85N265KWMS58</lei>
        <title>BWXT 4.125 06/30/28 144A</title>
        <cusip>05605HAB6</cusip>
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          <ticker value="BWXT"/>
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        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119600</valUSD>
        <pctVal>0.0534886898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE 2020-2 A2A</title>
        <cusip>26208VAB2</cusip>
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          <isin value="US26208VAB27"/>
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        <balance>410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>410640.17</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>New Gold, Inc.</name>
        <lei>5493005G0GNCHP0H6L96</lei>
        <title>NGDCN 7.5 07/15/27 144A</title>
        <cusip>644535AH9</cusip>
        <identifiers>
          <isin value="US644535AH91"/>
          <ticker value="NGDCN"/>
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        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16312.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 8 07/15/25</title>
        <cusip>674599DY8</cusip>
        <identifiers>
          <isin value="US674599DY89"/>
          <ticker value="OXY"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43700</valUSD>
        <pctVal>0.0195439444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA6598</title>
        <cusip>3140QEKL5</cusip>
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          <ticker value="FN"/>
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        <balance>77000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80933.22</valUSD>
        <pctVal>0.0361957517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG HUNTSMAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HUNTSMAN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4470111075"/>
          <ticker value="HUN"/>
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        <balance>-11551</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-213693.5</valUSD>
        <pctVal>-0.0955701115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CFD_EQS FIN LEG VORNADO R</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG VORNADO R</title>
        <cusip>000000000</cusip>
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          <ticker value="VNO"/>
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        <balance>-4744</balance>
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        <assetCat>DE</assetCat>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <name>Quest Diagnostics Incorporated</name>
        <lei>8MCWUBXQ0WE04KMXBX50</lei>
        <title>DGX 2.95 06/30/30</title>
        <cusip>74834LBB5</cusip>
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          <ticker value="DGX"/>
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        <curCd>USD</curCd>
        <valUSD>111015.78</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>CVR Energy Inc</name>
        <lei>529900SOYZIXZBTXB558</lei>
        <title>CVI 5.25 02/15/25 144A</title>
        <cusip>12662PAB4</cusip>
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          <isin value="US12662PAB40"/>
          <ticker value="CVI"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22812.5</valUSD>
        <pctVal>0.0102024309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SDART 2019-1 C</title>
        <cusip>80285HAF7</cusip>
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          <isin value="US80285HAF73"/>
          <ticker value="SDART"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1022424.5</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CNX Resources Corporation</name>
        <lei>549300JK3KH8PWM3B226</lei>
        <title>CNX 7.25 03/14/27 144A</title>
        <cusip>12653CAC2</cusip>
        <identifiers>
          <isin value="US12653CAC29"/>
          <ticker value="CNX"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97996</valUSD>
        <pctVal>0.0438267362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG LEIDOS HO</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>CFD_EQS FIN LEG LEIDOS HO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5253271028"/>
          <ticker value="LDOS"/>
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        <balance>829</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>78887.64</valUSD>
        <pctVal>0.0352809072</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>CFD_EQS FIN LEG SCOTTS MI</name>
        <lei>5493004R83R1LVX2IL36</lei>
        <title>CFD_EQS FIN LEG SCOTTS MI</title>
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          <ticker value="SMG"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>Arconic Corporation</name>
        <lei>549300B4YFWH3U74B152</lei>
        <title>ARNC 6.125 02/15/28 144A</title>
        <cusip>03966VAA5</cusip>
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          <isin value="US03966VAA52"/>
          <ticker value="ARCROL"/>
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        <curCd>USD</curCd>
        <valUSD>79781.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Berkshire Hathaway Energy Company</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>BRKHEC 4.05 04/15/25 144A</title>
        <cusip>084659AS0</cusip>
        <identifiers>
          <isin value="US084659AS06"/>
          <ticker value="BRKHEC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115027.13</valUSD>
        <pctVal>0.0514435658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.050000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TD 3.25 03/11/24 GMTN</title>
        <cusip>89114QCB2</cusip>
        <identifiers>
          <isin value="US89114QCB23"/>
          <ticker value="TD"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54811.24</valUSD>
        <pctVal>0.0245132225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Prime Securities Services Borrower, LLC and Prime Finance, Inc.</name>
        <lei>549300O6QPZVWXV2DC15</lei>
        <title>PRSESE 5.75 04/15/26 144A</title>
        <cusip>74166MAC0</cusip>
        <identifiers>
          <isin value="US74166MAC01"/>
          <ticker value="PRSESE"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55500</valUSD>
        <pctVal>0.0248212566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG NEXTERA E</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CFD_EQS FIN LEG NEXTERA E</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US65339F1012"/>
          <ticker value="NEE"/>
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        <balance>-26</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7298.2</valUSD>
        <pctVal>-0.0032639729</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MERITAGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CFD_EQS FIN LEG MERITAGE</title>
        <cusip>000000000</cusip>
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          <isin value="US59001A1025"/>
          <ticker value="MTH"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 5.15 09/15/23</title>
        <cusip>92343VBR4</cusip>
        <identifiers>
          <isin value="US92343VBR42"/>
          <ticker value="VZ"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114191.84</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>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apache Corporation</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>APA 4.75 04/15/43</title>
        <cusip>037411BA2</cusip>
        <identifiers>
          <isin value="US037411BA28"/>
          <ticker value="APA"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23812.5</valUSD>
        <pctVal>0.0106496608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Thermo Fisher Scientific Inc</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>TMO 4.133 03/25/25</title>
        <cusip>883556CF7</cusip>
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        <curCd>USD</curCd>
        <valUSD>149854.17</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.133000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Mills, Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GIS 2.875 04/15/30</title>
        <cusip>370334CL6</cusip>
        <identifiers>
          <isin value="US370334CL64"/>
          <ticker value="GIS"/>
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        <balance>90000</balance>
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        <curCd>USD</curCd>
        <valUSD>100875.87</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG GILEAD SC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG GILEAD SC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US3755581036"/>
          <ticker value="GILD"/>
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        <balance>953</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG BARRICK G</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CFD_EQS FIN LEG BARRICK G</title>
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          <isin value="CA0679011084"/>
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        <name>Netflix, Inc.</name>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <name>Intercontinental Exchange Inc</name>
        <lei>5493000F4ZO33MV32P92</lei>
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        <curCd>USD</curCd>
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        <name>Six Flags Theme Parks Inc.</name>
        <lei>5493003MX0ZXTM8EVY68</lei>
        <title>SIX 7 07/01/25 144A</title>
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        <name>Federal Farm Credit Banks</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>CAS 2017-C04 2B1</title>
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        <curCd>USD</curCd>
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        <name>CFD_EQS FIN LEG MARTIN MA</name>
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        <name>Netflix, Inc.</name>
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      <invstOrSec>
        <name>Grubhub Holdings Inc</name>
        <lei>N/A</lei>
        <title>GRUB 5.5 07/01/27 144A</title>
        <cusip>40010PAA6</cusip>
        <identifiers>
          <isin value="US40010PAA66"/>
          <ticker value="GRUB"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104375</valUSD>
        <pctVal>0.0466796154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.4 06/15/22</title>
        <cusip>00206RHM7</cusip>
        <identifiers>
          <isin value="US00206RHM79"/>
          <ticker value="T"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211041.82</valUSD>
        <pctVal>0.0943842010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Keurig Dr Pepper Inc</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KDP 4.057 05/25/23</title>
        <cusip>49271VAG5</cusip>
        <identifiers>
          <isin value="US49271VAG59"/>
          <ticker value="KDP"/>
        </identifiers>
        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87562.36</valUSD>
        <pctVal>0.0391605009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.057000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PFIZER IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PFIZER IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7170811035"/>
          <ticker value="PFE"/>
        </identifiers>
        <balance>8903</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>342587.44</valUSD>
        <pctVal>0.1532153287</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PFIZER INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>342587.44</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>40006.72</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HOME DEPO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HOME DEPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4370761029"/>
          <ticker value="HD"/>
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        <balance>170</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>45133.3</valUSD>
        <pctVal>0.0201849589</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HOME DEPOT INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>45133.3</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1394.42</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG INGREDION</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG INGREDION</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4571871023"/>
          <ticker value="INGR"/>
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        <balance>251</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21711.5</valUSD>
        <pctVal>0.0097100308</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="INGREDION INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
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            </floatingPmntDesc>
            <terminationDt>2030-07-23</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>21711.5</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-182.11</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG SEAGATE T</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SEAGATE T</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00B58JVZ52"/>
          <ticker value="STX"/>
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        <balance>-202</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9134.44</valUSD>
        <pctVal>-0.0040851942</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SEAGATE TECHNOLOGY" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-07-23</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-9134.44</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>314.33</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS 3.7 10/23/24 GMTN</title>
        <cusip>61761JVL0</cusip>
        <identifiers>
          <isin value="US61761JVL06"/>
          <ticker value="MS"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55871.53</valUSD>
        <pctVal>0.0249874159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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>Kinross Gold Corporation</name>
        <lei>549300UEBMAQDN0K0R06</lei>
        <title>KCN 5.95 03/15/24</title>
        <cusip>496902AN7</cusip>
        <identifiers>
          <isin value="US496902AN77"/>
          <ticker value="KCN"/>
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        <balance>26000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29548.33</valUSD>
        <pctVal>0.0132148951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</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>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SDART 2019-3 B</title>
        <cusip>80286HAE9</cusip>
        <identifiers>
          <isin value="US80286HAE99"/>
          <ticker value="SDART"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>506562.75</valUSD>
        <pctVal>0.2265499816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.280000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Paypal Holdings Incorporation</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PYPL 2.4 10/01/24</title>
        <cusip>70450YAC7</cusip>
        <identifiers>
          <isin value="US70450YAC75"/>
          <ticker value="PYPL"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214461.21</valUSD>
        <pctVal>0.0959134543</pctVal>
        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG SUNCOR EN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SUNCOR EN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA8672241079"/>
          <ticker value="SU"/>
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        <balance>-6712</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-105781.12</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG BRIGHTHOU</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BRIGHTHOU</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US10922N1037"/>
          <ticker value="BHF"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <notionalAmt>9408.88</notionalAmt>
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            <unrealizedAppr>-286.53</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Horizon Pharma USA Inc</name>
        <lei>549300XKTPCO4GUSJY52</lei>
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          <isin value="US44055PAA49"/>
          <ticker value="HZNP"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217368</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CNX Resources Corporation</name>
        <lei>549300JK3KH8PWM3B226</lei>
        <title>CNX Resources Corporation COM</title>
        <cusip>12653C108</cusip>
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          <isin value="US12653C1080"/>
          <ticker value="CNX"/>
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        <balance>-55046</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-531193.9</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG SEAGATE T</name>
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        <cusip>000000000</cusip>
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          <isin value="IE00B58JVZ52"/>
          <ticker value="STX"/>
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        <balance>-149</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6737.78</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CIMAREX E</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CIMAREX E</title>
        <cusip>000000000</cusip>
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          <isin value="US1717981013"/>
          <ticker value="XEC"/>
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        <balance>228</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5576.88</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CIMAREX ENERGY CO" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-07-24</terminationDt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <unrealizedAppr>-298.39</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PBF Logistics and PBF Logistics Finance Corp</name>
        <lei>529900XB9LDTN4488F04</lei>
        <title>PBFX 6.875 05/15/23</title>
        <cusip>69318UAB1</cusip>
        <identifiers>
          <isin value="US69318UAB17"/>
          <ticker value="PBFX"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72562.5</valUSD>
        <pctVal>0.0324521158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.6 02/17/23</title>
        <cusip>00206RCS9</cusip>
        <identifiers>
          <isin value="US00206RCS94"/>
          <ticker value="T"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214538.86</valUSD>
        <pctVal>0.0959481817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Stacr Remic Trust 2019-Dna4</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>STACR 2019-DNA4 M2</title>
        <cusip>35565AAH3</cusip>
        <identifiers>
          <isin value="US35565AAH32"/>
          <ticker value="STACR"/>
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        <balance>419895.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>410941.99</valUSD>
        <pctVal>0.1837855237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.134500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EQT Corporation</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT 7 02/01/30</title>
        <cusip>26884LAG4</cusip>
        <identifiers>
          <isin value="US26884LAG41"/>
          <ticker value="EQT"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115780</valUSD>
        <pctVal>0.0517802718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG MONDELEZ</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MONDELEZ</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6092071058"/>
          <ticker value="MDLZ"/>
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        <balance>-3783</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-209918.67</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <name>CFD_EQS FIN LEG PIONEER N</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PIONEER N</title>
        <cusip>000000000</cusip>
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          <isin value="US7237871071"/>
          <ticker value="PXD"/>
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        <units>NC</units>
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        <assetCat>DE</assetCat>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMT 2.9 01/15/30</title>
        <cusip>03027XBA7</cusip>
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          <ticker value="AMT"/>
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        <balance>10000</balance>
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        <curCd>USD</curCd>
        <valUSD>11073.85</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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ortho Clinical Diagnostics Inc / Ortho Clinical Diagnostics S A</name>
        <lei>5493006VJVVGE5PD4517</lei>
        <title>ORTCLI 7.25 02/01/28 144A</title>
        <cusip>68752DAA6</cusip>
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          <isin value="US68752DAA63"/>
          <ticker value="ORTCLI"/>
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        <balance>50000</balance>
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        <curCd>USD</curCd>
        <valUSD>52312.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.250000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mediawan</name>
        <lei>969500EAJ71S8SWIN260</lei>
        <title>Mediawan EUR0.01</title>
        <cusip>F609A7121</cusip>
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          <isin value="FR0013247137"/>
          <ticker value="MDW"/>
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        <balance>13377</balance>
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        <currencyConditional curCd="EUR" exchangeRt=".8489324"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP 4.2 11/06/25</title>
        <cusip>025816CA5</cusip>
        <identifiers>
          <isin value="US025816CA56"/>
          <ticker value="AXP"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58800.45</valUSD>
        <pctVal>0.0262973163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Coca-Cola European Partners plc</name>
        <lei>549300LTH67W4GWMRF57</lei>
        <title>Coca-Cola European Partners plc COM EUR0.01</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Occidental Petroleum Corporation</name>
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        <name>CFD_EQS FIN LEG COMMSCOPE</name>
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        <name>CFD_EQS FIN LEG HONEYWELL</name>
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        <name>Brookfield Finance Inc.</name>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AMERICAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMERICAN</title>
        <cusip>000000000</cusip>
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          <isin value="US0248351001"/>
          <ticker value="ACC"/>
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        <units>NC</units>
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        <valUSD>-2459.16</valUSD>
        <pctVal>-0.0010998098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <curCd>USD</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CARNIVAL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CARNIVAL</title>
        <cusip>000000000</cusip>
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          <isin value="PA1436583006"/>
          <ticker value="CCL"/>
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        <balance>-11084</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-153845.92</valUSD>
        <pctVal>-0.0688044874</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CARNIVAL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
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            <notionalAmt>-153845.92</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>11490.44</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG VERIZON C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG VERIZON C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US92343V1044"/>
          <ticker value="VZ"/>
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        <balance>-4544</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-261189.12</valUSD>
        <pctVal>-0.1168115704</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="VERIZON COMMUNICATIONS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-261189.12</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9433.94</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Waste Connections Inc (CA) Inc</name>
        <lei>549300HDLRTPBQU69P29</lei>
        <title>WCNCN 2.6 02/01/30</title>
        <cusip>94106BAA9</cusip>
        <identifiers>
          <isin value="US94106BAA98"/>
          <ticker value="WCNCN"/>
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        <balance>5000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5478.94</valUSD>
        <pctVal>0.0024503455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Novartis Capital Corporation</name>
        <lei>5493002KF87V5RSRQS84</lei>
        <title>NOVNVX 2.2 08/14/30</title>
        <cusip>66989HAR9</cusip>
        <identifiers>
          <isin value="US66989HAR93"/>
          <ticker value="NOVNVX"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108949.63</valUSD>
        <pctVal>0.0487255264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</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>CFD_EQS FIN LEG BROOKFIEL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG BROOKFIEL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA1125851040"/>
          <ticker value="BAM"/>
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        <balance>-2024</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-65435.92</valUSD>
        <pctVal>-0.0292648965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BROOKFIELD ASSET MANAGE-CL A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <curCd>USD</curCd>
            <unrealizedAppr>4822.92</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CENOVUS E</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CENOVUS E</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA15135U1093"/>
          <ticker value="CVE"/>
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        <balance>-22065</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-98409.9</valUSD>
        <pctVal>-0.0440118446</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CENOVUS ENERGY INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <curCd>USD</curCd>
            <unrealizedAppr>3862.17</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Western Midstream Operating LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WES 4.65 07/01/26</title>
        <cusip>958254AF1</cusip>
        <identifiers>
          <isin value="US958254AF13"/>
          <ticker value="WES"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51125</valUSD>
        <pctVal>0.0228646260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V3.124 01/20/23 MTN</title>
        <cusip>06051GGE3</cusip>
        <identifiers>
          <isin value="US06051GGE35"/>
          <ticker value="BAC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103548.1</valUSD>
        <pctVal>0.0463098010</pctVal>
        <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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          <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>CFD_EQS FIN LEG SINCLAIR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SINCLAIR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8292261091"/>
          <ticker value="SBGI"/>
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        <balance>654</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13472.4</valUSD>
        <pctVal>0.0060252594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ANALOG DE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ANALOG DE</title>
        <cusip>000000000</cusip>
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          <isin value="US0326541051"/>
          <ticker value="ADI"/>
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        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>Element Solutions Inc</name>
        <lei>549300FLGN6P5CU20J91</lei>
        <title>ESI 5.875 12/01/25 144A</title>
        <cusip>72766QAD7</cusip>
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          <isin value="US72766QAD79"/>
          <ticker value="ESI"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103250</valUSD>
        <pctVal>0.0461764818</pctVal>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Deutsche Bank AG New York Branch</name>
        <lei>N/A</lei>
        <title>DB V4.875 12/01/32</title>
        <cusip>251526BN8</cusip>
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          <isin value="US251526BN89"/>
          <ticker value="DB"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191128</valUSD>
        <pctVal>0.0854781464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LAS VEGAS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LAS VEGAS</title>
        <cusip>000000000</cusip>
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          <isin value="US5178341070"/>
          <ticker value="LVS"/>
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        <balance>-176</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>-0.0034350115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG AMERICAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMERICAN</title>
        <cusip>000000000</cusip>
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          <isin value="US0248351001"/>
          <ticker value="ACC"/>
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        <balance>-168</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-07-29</terminationDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG AIR LEASE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AIR LEASE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US00912X3026"/>
          <ticker value="AL"/>
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        <balance>-1834</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-48087.48</valUSD>
        <pctVal>-0.0215061564</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AIR LEASE CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-48087.48</notionalAmt>
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            <unrealizedAppr>6856.83</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG TRANSDIGM</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TRANSDIGM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US8936411003"/>
          <ticker value="TDG"/>
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        <balance>-797</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-343969.26</valUSD>
        <pctVal>-0.1538333198</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="TRANSDIGM GROUP INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <notionalAmt>-343969.26</notionalAmt>
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            <unrealizedAppr>-2699.25</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TransDigm, Inc.</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TDG 6.25 03/15/26 144A</title>
        <cusip>893647BE6</cusip>
        <identifiers>
          <isin value="US893647BE67"/>
          <ticker value="TDG"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105500</valUSD>
        <pctVal>0.0471827489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ViaSat, Inc.</name>
        <lei>UFC8NYMNFSYIHNSM2I38</lei>
        <title>VSAT 5.625 04/15/27 144A</title>
        <cusip>92552VAL4</cusip>
        <identifiers>
          <isin value="US92552VAL45"/>
          <ticker value="VSAT"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105970</valUSD>
        <pctVal>0.0473929470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ares Capital Corporation</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>ARCC 4.25 03/01/25</title>
        <cusip>04010LAV5</cusip>
        <identifiers>
          <isin value="US04010LAV53"/>
          <ticker value="ARCC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102758.99</valUSD>
        <pctVal>0.0459568875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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      <invstOrSec>
        <name>Nuance Communications, Inc.</name>
        <lei>AEMSOT3SS15TNMJCE605</lei>
        <title>NUAN 5.625 12/15/26</title>
        <cusip>67020YAQ3</cusip>
        <identifiers>
          <isin value="US67020YAQ35"/>
          <ticker value="NUAN"/>
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        <balance>125000</balance>
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        <curCd>USD</curCd>
        <valUSD>133281.25</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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Embarq Corporation</name>
        <lei>N/A</lei>
        <title>CTL 7.995 06/01/36</title>
        <cusip>29078EAA3</cusip>
        <identifiers>
          <isin value="US29078EAA38"/>
          <ticker value="EQ"/>
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        <balance>25000</balance>
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        <curCd>USD</curCd>
        <valUSD>29300</valUSD>
        <pctVal>0.0131038345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Methanex Corporation</name>
        <lei>549300TSJHRXT9QXRD13</lei>
        <title>MXCN 5.25 03/01/22</title>
        <cusip>59151KAG3</cusip>
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          <isin value="US59151KAG31"/>
          <ticker value="MXCN"/>
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        <curCd>USD</curCd>
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        <pctVal>0.0223614924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG INTERPUBL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG INTERPUBL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4606901001"/>
          <ticker value="IPG"/>
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        <balance>7958</balance>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG DOVER COR</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DOVER COR</title>
        <cusip>000000000</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <title>SDART 2019-1 D</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Olin Corporation</name>
        <lei>549300GKK294V7W57P06</lei>
        <title>OLN 9.5 06/01/25 144A</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CHARTER C</name>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-209960</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CSX CORP</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <isin value="US1264081035"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>1960.11</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS 4.1 05/22/23 MTN</title>
        <cusip>61747YDU6</cusip>
        <identifiers>
          <isin value="US61747YDU64"/>
          <ticker value="MS"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27184.65</valUSD>
        <pctVal>0.0121577869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Boise Cascade Co</name>
        <lei>549300Z8B8LSRHC7XA55</lei>
        <title>BCC 5.625 09/01/24 144A</title>
        <cusip>09739DAC4</cusip>
        <identifiers>
          <isin value="US09739DAC48"/>
          <ticker value="BCC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103000</valUSD>
        <pctVal>0.0460646743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</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>Duke Energy Corp</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUK 3.4 06/15/29</title>
        <cusip>26441CBE4</cusip>
        <identifiers>
          <isin value="US26441CBE49"/>
          <ticker value="DUK"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57535.73</valUSD>
        <pctVal>0.0257316958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc</name>
        <lei>P77IMDGVZE8EFBTF2M92</lei>
        <title>JBSSBZ 5.5 01/15/30 144A</title>
        <cusip>46590XAB2</cusip>
        <identifiers>
          <isin value="US46590XAB29"/>
          <ticker value="JBSSBZ"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27562.5</valUSD>
        <pctVal>0.0123267727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA4026</title>
        <cusip>31418DPL0</cusip>
        <identifiers>
          <isin value="US31418DPL00"/>
          <ticker value="FNMA"/>
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        <balance>180000.42</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191773.38</valUSD>
        <pctVal>0.0857667796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Pacific Gas and Electric Company</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PCG 1.75 06/16/22</title>
        <cusip>694308JE8</cusip>
        <identifiers>
          <isin value="US694308JE87"/>
          <ticker value="PCG"/>
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        <balance>20000</balance>
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        <curCd>USD</curCd>
        <valUSD>20074.12</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>CFD_EQS FIN LEG LOUISIANA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LOUISIANA</title>
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          <isin value="US5463471053"/>
          <ticker value="LPX"/>
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        <balance>-7444</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG KINDER MO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG KINDER MO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US49456B1017"/>
          <ticker value="KMI"/>
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        <balance>15638</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Match Group, Inc.</name>
        <lei>549300BIJKT86CPCKK96</lei>
        <title>MTCHII 4.125 08/01/30 144A</title>
        <cusip>57665RAL0</cusip>
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          <ticker value="MTCH"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77250</valUSD>
        <pctVal>0.0345485057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>Y</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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Baxter International, Inc.</name>
        <lei>J5OIVXX3P24RJRW5CK77</lei>
        <title>BAX 3.75 10/01/25 144A</title>
        <cusip>071813BV0</cusip>
        <identifiers>
          <isin value="US071813BV00"/>
          <ticker value="BAX"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114793</valUSD>
        <pctVal>0.0513388559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ONEOK INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ONEOK INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6826801036"/>
          <ticker value="OKE"/>
        </identifiers>
        <balance>-5317</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-148397.47</valUSD>
        <pctVal>-0.0663677779</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-148397.47</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4247.22</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG OVINTIV I</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG OVINTIV I</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US69047Q1022"/>
          <ticker value="OVV"/>
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        <balance>14552</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>141008.88</valUSD>
        <pctVal>0.0630633799</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OVINTIV INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>141008.88</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2538.47</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MURPHY US</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MURPHY US</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6267551025"/>
          <ticker value="MUSA"/>
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        <balance>21</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2780.61</valUSD>
        <pctVal>0.0012435718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MURPHY USA INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-07-29</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2780.61</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-25.90</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG KB HOME</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG KB HOME</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US48666K1097"/>
          <ticker value="KBH"/>
        </identifiers>
        <balance>-232</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7804.48</valUSD>
        <pctVal>-0.0034903964</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="KB HOME" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-07-29</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-7804.48</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>131.31</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Apache Corporation</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>APA 4.25 01/15/30</title>
        <cusip>037411BF1</cusip>
        <identifiers>
          <isin value="US037411BF15"/>
          <ticker value="APA"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48140</valUSD>
        <pctVal>0.0215296449</pctVal>
        <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>4.250000000000</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>YUM Brands Inc</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM 4.75 01/15/30 144A</title>
        <cusip>988498AL5</cusip>
        <identifiers>
          <isin value="US988498AL59"/>
          <ticker value="YUM"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54250</valUSD>
        <pctVal>0.0242622192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KHC 5.2 07/15/45</title>
        <cusip>50077LAM8</cusip>
        <identifiers>
          <isin value="US50077LAM81"/>
          <ticker value="KHC"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57039.24</valUSD>
        <pctVal>0.0255096506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</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>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KHC 3.95 07/15/25</title>
        <cusip>50077LAK2</cusip>
        <identifiers>
          <isin value="US50077LAK26"/>
          <ticker value="KHC"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54962.56</valUSD>
        <pctVal>0.0245808973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG WYNDHAM D</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WYNDHAM D</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US98310W1080"/>
          <ticker value="WYND"/>
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        <balance>2014</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>53572.4</valUSD>
        <pctVal>0.0239591763</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG WILLIAMS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WILLIAMS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9694571004"/>
          <ticker value="WMB"/>
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        <balance>-7095</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-135727.35</valUSD>
        <pctVal>-0.0607013221</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MICHAELS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MICHAELS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US59408Q1067"/>
          <ticker value="MIK"/>
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        <balance>321</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2304.78</valUSD>
        <pctVal>0.0010307664</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG UDR INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UDR INC</title>
        <cusip>000000000</cusip>
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          <isin value="US9026531049"/>
          <ticker value="UDR"/>
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        <balance>160</balance>
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        <valUSD>5792</valUSD>
        <pctVal>0.0025903553</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG TRAVELERS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG TRAVELERS</title>
        <cusip>000000000</cusip>
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          <isin value="US89417E1091"/>
          <ticker value="TRV"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-213164.46</valUSD>
        <pctVal>-0.0953335090</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <notionalAmt>-213164.46</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1537.38</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG WW GRAING</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WW GRAING</title>
        <cusip>000000000</cusip>
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          <isin value="US3848021040"/>
          <ticker value="GWW"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>39275.95</valUSD>
        <pctVal>0.0175653771</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-06-10</terminationDt>
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            <notionalAmt>39275.95</notionalAmt>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG SERVICE P</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG SERVICE P</title>
        <cusip>000000000</cusip>
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          <isin value="US81761L1026"/>
          <ticker value="SVC"/>
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        <balance>-1578</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10572.6</valUSD>
        <pctVal>-0.0047283823</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SERVICE PROPERTIES TRUST" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-07-30</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-10572.6</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>558.30</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG NVR INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG NVR INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US62944T1051"/>
          <ticker value="NVR"/>
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        <balance>-2</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7860.3</valUSD>
        <pctVal>-0.0035153608</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="NVR INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-07-30</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
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            <notionalAmt>-7860.3</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-93.11</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Aercap Ireland Capital DAC</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AER 4.5 09/15/23</title>
        <cusip>00774MAP0</cusip>
        <identifiers>
          <isin value="US00774MAP05"/>
          <ticker value="AER"/>
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        <balance>220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223739.29</valUSD>
        <pctVal>0.1000628886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA5575</title>
        <cusip>3140QDFR0</cusip>
        <identifiers>
          <isin value="US3140QDFR04"/>
          <ticker value="FN"/>
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        <balance>792123.49</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>851359.9</valUSD>
        <pctVal>0.3807535585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</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>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG AMERICAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMERICAN</title>
        <cusip>000000000</cusip>
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          <isin value="US0258161092"/>
          <ticker value="AXP"/>
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        <balance>2052</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>191492.64</valUSD>
        <pctVal>0.0856412243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG WASTE MAN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG WASTE MAN</title>
        <cusip>000000000</cusip>
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          <isin value="US94106L1098"/>
          <ticker value="WM"/>
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        <balance>-3523</balance>
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        <curCd>USD</curCd>
        <valUSD>-386120.8</valUSD>
        <pctVal>-0.1726847466</pctVal>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>Benefytt Technologies Inc</name>
        <lei>529900S0AD0TZ77CHM29</lei>
        <title>Benefytt Technologies Inc COM CL A</title>
        <cusip>08182C106</cusip>
        <identifiers>
          <isin value="US08182C1062"/>
          <ticker value="BFYT"/>
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        <balance>24643</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>761961.56</valUSD>
        <pctVal>0.3407719525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Neles Oyj</name>
        <lei>2138007FRMWVPUDCMA45</lei>
        <title>Neles Oyj NPV</title>
        <cusip>X6000X108</cusip>
        <identifiers>
          <isin value="FI4000440664"/>
          <ticker value="MXTOF"/>
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        <balance>8419</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt=".8489324"/>
        <valUSD>120063.56</valUSD>
        <pctVal>0.0536960077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG HEXCEL CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HEXCEL CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4282911084"/>
          <ticker value="HXL"/>
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        <balance>117</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4364.1</valUSD>
        <pctVal>0.0019517558</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HEXCEL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-07-30</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>4364.1</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-191.95</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG UDR INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UDR INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9026531049"/>
          <ticker value="UDR"/>
        </identifiers>
        <balance>330</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11946</valUSD>
        <pctVal>0.0053426078</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UDR INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-07-30</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>11946</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>109.49</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Qorvo Inc</name>
        <lei>254900YAUJV2EUEVBR11</lei>
        <title>QRVO 4.375 10/15/29 144A</title>
        <cusip>74736KAG6</cusip>
        <identifiers>
          <isin value="US74736KAG67"/>
          <ticker value="QRVO"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107750</valUSD>
        <pctVal>0.0481890161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kansas City Southern</name>
        <lei>5493008C12PZMWP3WY03</lei>
        <title>KSU 2.875 11/15/29</title>
        <cusip>485170BD5</cusip>
        <identifiers>
          <isin value="US485170BD50"/>
          <ticker value="KSU"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43875.23</valUSD>
        <pctVal>0.0196223124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hess Corporation</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>HES 4.3 04/01/27</title>
        <cusip>42809HAG2</cusip>
        <identifiers>
          <isin value="US42809HAG20"/>
          <ticker value="HES"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52548.11</valUSD>
        <pctVal>0.0235010832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 4.464 07/23/22</title>
        <cusip>161175BB9</cusip>
        <identifiers>
          <isin value="US161175BB96"/>
          <ticker value="CHTRIG"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213095.18</valUSD>
        <pctVal>0.0953025249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.464000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 3.069 01/24/23</title>
        <cusip>949746SK8</cusip>
        <identifiers>
          <isin value="US949746SK86"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103526</valUSD>
        <pctVal>0.0462999172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.069000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clearway Energy Operating LLC</name>
        <lei>549300Z3NFMM54NWBB87</lei>
        <title>CWENA 5 09/15/26</title>
        <cusip>62943WAE9</cusip>
        <identifiers>
          <isin value="US62943WAE93"/>
          <ticker value="CWENA"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104875</valUSD>
        <pctVal>0.0469032303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DISH DBS Corporation</name>
        <lei>N/A</lei>
        <title>DISH 7.375 07/01/28 144A</title>
        <cusip>25470XAZ8</cusip>
        <identifiers>
          <isin value="US25470XAZ87"/>
          <ticker value="DISH"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21169.2</valUSD>
        <pctVal>0.0094674981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intuit Inc</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>INTU 0.95 07/15/25</title>
        <cusip>46124HAB2</cusip>
        <identifiers>
          <isin value="US46124HAB24"/>
          <ticker value="INTU"/>
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        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86064.15</valUSD>
        <pctVal>0.0384904567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG DOLLAR GE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DOLLAR GE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2566771059"/>
          <ticker value="DG"/>
        </identifiers>
        <balance>571</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>108718.4</valUSD>
        <pctVal>0.0486221135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DOLLAR GENERAL CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>108718.4</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>570.46</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG CONCHO RE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CONCHO RE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US20605P1012"/>
          <ticker value="CXO"/>
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        <balance>2264</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>118950.56</valUSD>
        <pctVal>0.0531982409</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CONCHO RESOURCES INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>118950.56</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1057.96</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG AECOM</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AECOM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US00766T1007"/>
          <ticker value="ACM"/>
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        <balance>-787</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28481.53</valUSD>
        <pctVal>-0.0127377903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AECOM" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-28481.53</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1376.09</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG CSX CORP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CSX CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US1264081035"/>
          <ticker value="CSX"/>
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        <balance>4054</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>289212.36</valUSD>
        <pctVal>0.1293443998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CSX CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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      </invstOrSec>
      <invstOrSec>
        <name>Fortress Transportation and Infrastructure Investors LLC</name>
        <lei>529900E7PUVK6BC8PE80</lei>
        <title>FTAI 9.75 08/01/27 144A</title>
        <cusip>34960PAC5</cusip>
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          <isin value="US34960PAC59"/>
          <ticker value="FTAI"/>
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        <balance>320000</balance>
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        <curCd>USD</curCd>
        <valUSD>330400</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES TRUST 2019-R04</name>
        <lei>N/A</lei>
        <title>CAS 2019-R06 2M2</title>
        <cusip>20754JAB0</cusip>
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          <isin value="US20754JAB08"/>
          <ticker value="CAS"/>
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        <balance>478004.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>471104.67</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.284500400000</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>CFD_EQS FIN LEG EBAY INC</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EBAY INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2786421030"/>
          <ticker value="EBAY"/>
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        <balance>1788</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>98840.64</valUSD>
        <pctVal>0.0442044844</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EBAY INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>98840.64</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>457.25</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ESSEX PRO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ESSEX PRO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US2971781057"/>
          <ticker value="ESS"/>
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        <balance>689</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>152089.86</valUSD>
        <pctVal>0.0680191249</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ESSEX PROPERTY TRUST INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <notionalAmt>152089.86</notionalAmt>
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            <unrealizedAppr>-2515.57</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LPL Holdings Inc.</name>
        <lei>549300Z5YF8CCRMYUL26</lei>
        <title>LPLA 4.625 11/15/27 144A</title>
        <cusip>50212YAC8</cusip>
        <identifiers>
          <isin value="US50212YAC84"/>
          <ticker value="LPLA"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103000</valUSD>
        <pctVal>0.0460646743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</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>Credit Acceptance Corporation of Michigan</name>
        <lei>N/A</lei>
        <title>CACC 6.625 03/15/26</title>
        <cusip>225310AM3</cusip>
        <identifiers>
          <isin value="US225310AM36"/>
          <ticker value="CACC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104375</valUSD>
        <pctVal>0.0466796154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</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>CFD_EQS FIN LEG MEDICAL P</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MEDICAL P</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US58463J3041"/>
          <ticker value="MPW"/>
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        <balance>-11146</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-224368.98</valUSD>
        <pctVal>-0.1003445048</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>-224368.98</notionalAmt>
            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG EXELON CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG EXELON CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US30161N1019"/>
          <ticker value="EXC"/>
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        <balance>10518</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>406099.98</valUSD>
        <pctVal>0.1816200323</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="EXELON CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <notionalAmt>406099.98</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cincinnati Bell, Inc.</name>
        <lei>549300JYVZOCUJOHL272</lei>
        <title>Cincinnati Bell, Inc. COM NEW</title>
        <cusip>171871502</cusip>
        <identifiers>
          <isin value="US1718715022"/>
          <ticker value="CBB"/>
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        <balance>63867</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>958643.67</valUSD>
        <pctVal>0.4287340627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cnx Midstream Partners Lp</name>
        <lei>N/A</lei>
        <title>Cnx Midstream Partners Lp COM UNIT REPST</title>
        <cusip>12654A101</cusip>
        <identifiers>
          <isin value="US12654A1016"/>
          <ticker value="CNXM"/>
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        <balance>62554</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>560483.84</valUSD>
        <pctVal>0.2506651025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Progressive Corporation</name>
        <lei>529900TACNVLY9DCR586</lei>
        <title>PGR 3.95 03/26/50</title>
        <cusip>743315AX1</cusip>
        <identifiers>
          <isin value="US743315AX14"/>
          <ticker value="PGR"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27308.13</valUSD>
        <pctVal>0.0122130108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Coca-Cola Company</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>KO 2.95 03/25/25</title>
        <cusip>191216CN8</cusip>
        <identifiers>
          <isin value="US191216CN81"/>
          <ticker value="KO"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166747.44</valUSD>
        <pctVal>0.0745744322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.</name>
        <lei>549300IQ3DN0F3VERF65</lei>
        <title>TEP 5.5 01/15/28 144A</title>
        <cusip>87470LAD3</cusip>
        <identifiers>
          <isin value="US87470LAD38"/>
          <ticker value="TEP"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88988</valUSD>
        <pctVal>0.0397980897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Southwestern Energy Company</name>
        <lei>EFWMP121W54QV9MGOP87</lei>
        <title>SWN 7.5 04/01/26</title>
        <cusip>845467AM1</cusip>
        <identifiers>
          <isin value="US845467AM16"/>
          <ticker value="SWN"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93825</valUSD>
        <pctVal>0.0419613405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <cusip>38141GWQ3</cusip>
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        <curCd>USD</curCd>
        <valUSD>163643.31</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Apache Corporation</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>APA 5.1 09/01/40</title>
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        <curCd>USD</curCd>
        <valUSD>24250</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG TRI POINT</name>
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          <ticker value="TPH"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG NCR CORPO</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <isin value="US62886E1082"/>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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      <invstOrSec>
        <name>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>FITB 3.65 01/25/24</title>
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          <isin value="US316773CX61"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V4.431 01/23/30 GMTN</title>
        <cusip>6174468G7</cusip>
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          <isin value="US6174468G77"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60796.92</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-01-23</maturityDt>
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      <invstOrSec>
        <name>Amkor Technology, Inc.</name>
        <lei>529900VHLRTKPWZJBM84</lei>
        <title>AMKR 6.625 09/15/27 144A</title>
        <cusip>031652BK5</cusip>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>CAS 2019-R02 1M2</title>
        <cusip>20753KAB8</cusip>
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          <isin value="US20753KAB89"/>
          <ticker value="FNMA"/>
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        <balance>430923.52</balance>
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        <valUSD>424522.97</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Reynolds American Inc.</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>BATSLN 4.45 06/12/25</title>
        <cusip>761713BG0</cusip>
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          <isin value="US761713BG06"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WELLTOWER INC</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
        <title>WELL 4 06/01/25</title>
        <cusip>42217KBF2</cusip>
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          <isin value="US42217KBF21"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>CFD_EQS FIN LEG MARRIOTT</name>
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        <name>CFD_EQS FIN LEG UNITED PA</name>
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      <invstOrSec>
        <name>Darling Ingredients, Inc</name>
        <lei>L1N0SPPKS7EXZYUMZ898</lei>
        <title>DAR 5.25 04/15/27 144A</title>
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      <invstOrSec>
        <name>Camden Property Trust</name>
        <lei>5493002MYX22OHYJBD89</lei>
        <title>CPT 3.15 07/01/29</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northern Inst Fds</name>
        <lei>549300Y178DO5JBR1S04</lei>
        <title>Northern Inst Fds TREAS PRT PRMR</title>
        <cusip>665279873</cusip>
        <identifiers>
          <isin value="US6652798736"/>
          <ticker value="NTPXX"/>
        </identifiers>
        <balance>23938297.2</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23938297.2</valUSD>
        <pctVal>10.7059210146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northern Inst Fds</name>
        <lei>549300Y178DO5JBR1S04</lei>
        <title>Northern Inst Fds TREAS PRT PRMR</title>
        <cusip>665279873</cusip>
        <identifiers>
          <isin value="US6652798736"/>
          <ticker value="NTPXX"/>
        </identifiers>
        <balance>5020.93</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5020.93</valUSD>
        <pctVal>0.0022455098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UPSTART SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>UPST 2019-3 A</title>
        <cusip>91678WAA7</cusip>
        <identifiers>
          <isin value="US91678WAA71"/>
          <ticker value="UPST"/>
        </identifiers>
        <balance>480138.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>484227.71</valUSD>
        <pctVal>0.2165610851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>N/A</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Flex Limited</name>
        <lei>549300EAQH74YHD07T53</lei>
        <title>FLEX 4.875 05/12/30</title>
        <cusip>33938XAB1</cusip>
        <identifiers>
          <isin value="US33938XAB10"/>
          <ticker value="FLEX"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57498.07</valUSD>
        <pctVal>0.0257148531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG UNIVERSAL</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG UNIVERSAL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US9139031002"/>
          <ticker value="UHS"/>
        </identifiers>
        <balance>2072</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>227712.8</valUSD>
        <pctVal>0.1018399609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="UNIVERSAL HEALTH SERVICES-B" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>227712.8</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>32514.75</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG LOWE'S CO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG LOWE'S CO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5486611073"/>
          <ticker value="LOW"/>
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        <balance>2418</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>360064.38</valUSD>
        <pctVal>0.1610315379</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="LOWE'S COS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>360064.38</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>27815.34</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEXTERA ENERGY CAPITAL HLDGS INC</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEE 2.75 05/01/25</title>
        <cusip>65339KBQ2</cusip>
        <identifiers>
          <isin value="US65339KBQ22"/>
          <ticker value="NEE"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109396.08</valUSD>
        <pctVal>0.0489251922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hewlett Packard Enterprise Company</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HPE 4.45 10/02/23</title>
        <cusip>42824CBG3</cusip>
        <identifiers>
          <isin value="US42824CBG33"/>
          <ticker value="HPE"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>219529.54</valUSD>
        <pctVal>0.0981801628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG RYDER SYS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG RYDER SYS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7835491082"/>
          <ticker value="R"/>
        </identifiers>
        <balance>955</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>34981.65</valUSD>
        <pctVal>0.0156448380</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="RYDER SYSTEM INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>34981.65</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6378.81</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MCCORMICK</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MCCORMICK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US5797802064"/>
          <ticker value="MKC"/>
        </identifiers>
        <balance>-16</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3118.4</valUSD>
        <pctVal>-0.0013946416</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="-17.500000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MCCORMICK &amp; CO-NON VTG SHRS" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-3118.4</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1.12</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG PHILLIPS</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG PHILLIPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US7185461040"/>
          <ticker value="PSX"/>
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        <balance>1319</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>81804.38</valUSD>
        <pctVal>0.0365853604</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="PHILLIPS 66" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-25</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>81804.38</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2811.09</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG HUNTINGTO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HUNTINGTO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US4464131063"/>
          <ticker value="HII"/>
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        <balance>1254</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>217832.34</valUSD>
        <pctVal>0.0974211243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HUNTINGTON INGALLS INDUSTRIE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-26</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>217832.34</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3013.10</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Suncor Energy Inc.</name>
        <lei>549300W70ZOQDVLCHY06</lei>
        <title>SUCN 3.1 05/15/25</title>
        <cusip>867224AD9</cusip>
        <identifiers>
          <isin value="US867224AD98"/>
          <ticker value="SUCN"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108606.99</valUSD>
        <pctVal>0.0485722876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Diversified Healthcare Trust</name>
        <lei>N/A</lei>
        <title>DHC 9.75 06/15/25</title>
        <cusip>25525PAA5</cusip>
        <identifiers>
          <isin value="US25525PAA57"/>
          <ticker value="DHC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110375</valUSD>
        <pctVal>0.0493629945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>9.750000000000</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>Booking Holdings Inc</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>BKNG 4.1 04/13/25</title>
        <cusip>09857LAP3</cusip>
        <identifiers>
          <isin value="US09857LAP31"/>
          <ticker value="BKNG"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113806.67</valUSD>
        <pctVal>0.0508977397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP 2.5 07/30/24</title>
        <cusip>025816CG2</cusip>
        <identifiers>
          <isin value="US025816CG27"/>
          <ticker value="AXP"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53571.24</valUSD>
        <pctVal>0.0239586575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oneok Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>OKE 2.75 09/01/24</title>
        <cusip>682680AX1</cusip>
        <identifiers>
          <isin value="US682680AX11"/>
          <ticker value="OKE"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50869.69</valUSD>
        <pctVal>0.0227504437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BK 2.1 10/24/24 MTN</title>
        <cusip>06406RAL1</cusip>
        <identifiers>
          <isin value="US06406RAL15"/>
          <ticker value="BK"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106261.58</valUSD>
        <pctVal>0.0475233503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Microchip Technology Incorporated</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>MCHP 4.25 09/01/25 144A</title>
        <cusip>595017AS3</cusip>
        <identifiers>
          <isin value="US595017AS32"/>
          <ticker value="MCHP"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105121.4</valUSD>
        <pctVal>0.0470134277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>Sirius XM Holdings Inc</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>SIRI 4.125 07/01/30 144A</title>
        <cusip>82967NBG2</cusip>
        <identifiers>
          <isin value="US82967NBG25"/>
          <ticker value="SIRI"/>
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        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121359.5</valUSD>
        <pctVal>0.0542755907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>CFD_EQS FIN LEG MOODY'S C</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MOODY'S C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US6153691059"/>
          <ticker value="MCO"/>
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        <balance>307</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>86359.1</valUSD>
        <pctVal>0.0386223672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MOODY'S CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <curCd>USD</curCd>
            <unrealizedAppr>-2493.73</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFD_EQS FIN LEG FOX CORP</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG FOX CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US35137L1052"/>
          <ticker value="FOXA"/>
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        <balance>2606</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>67156.62</valUSD>
        <pctVal>0.0300344449</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="FOX CORP - CLASS A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-26</terminationDt>
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            <curCd>USD</curCd>
            <unrealizedAppr>1672.00</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08737</title>
        <cusip>3128MJZB9</cusip>
        <identifiers>
          <isin value="US3128MJZB93"/>
          <ticker value="FHLMC"/>
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        <balance>329000.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>349110.3</valUSD>
        <pctVal>0.1561325464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BNS 2.7 03/07/22</title>
        <cusip>064159JG2</cusip>
        <identifiers>
          <isin value="US064159JG24"/>
          <ticker value="BNS"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103764.21</valUSD>
        <pctVal>0.0464064519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</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>Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC</name>
        <lei>549300YKWOC0AOR16R51</lei>
        <title>ACI 4.625 01/15/27 144A</title>
        <cusip>013092AC5</cusip>
        <identifiers>
          <isin value="US013092AC57"/>
          <ticker value="ALBLLC"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52875</valUSD>
        <pctVal>0.0236472782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 2.6 11/21/24 144A</title>
        <cusip>00287YBQ1</cusip>
        <identifiers>
          <isin value="US00287YBQ17"/>
          <ticker value="ABBV"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213879.17</valUSD>
        <pctVal>0.0956531487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vivint Solar Inc</name>
        <lei>549300IMDTS6JXV4CV59</lei>
        <title>Vivint Solar Inc COM</title>
        <cusip>92854Q106</cusip>
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          <isin value="US92854Q1067"/>
          <ticker value="VSLR"/>
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        <balance>12011</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>244303.74</valUSD>
        <pctVal>0.1092599245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Community Health Systems Incorporated</name>
        <lei>549300BQWM4WENQ3YW73</lei>
        <title>CYH 8 03/15/26 144A</title>
        <cusip>12543DBC3</cusip>
        <identifiers>
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          <ticker value="CYH"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51213.5</valUSD>
        <pctVal>0.0229042058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</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>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS 2.75 05/19/22</title>
        <cusip>61744YAH1</cusip>
        <identifiers>
          <isin value="US61744YAH18"/>
          <ticker value="MS"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51988.46</valUSD>
        <pctVal>0.0232507911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Crown Castle International Corp.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CCI 3.2 09/01/24</title>
        <cusip>22822VAG6</cusip>
        <identifiers>
          <isin value="US22822VAG68"/>
          <ticker value="CCI"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32703.03</valUSD>
        <pctVal>0.0146257711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Griffon Corp</name>
        <lei>5493000C2SGNC7ZN3242</lei>
        <title>GFF 5.75 03/01/28 144a</title>
        <cusip>398433AQ5</cusip>
        <identifiers>
          <isin value="US398433AQ54"/>
          <ticker value="GFF"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26125</valUSD>
        <pctVal>0.0116838798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Caterpillar Financial Services Corporation</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CAT 0.65 07/07/23</title>
        <cusip>14913R2D8</cusip>
        <identifiers>
          <isin value="US14913R2D89"/>
          <ticker value="CAT"/>
        </identifiers>
        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125795.79</valUSD>
        <pctVal>0.0562596320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>iStar Inc</name>
        <lei>QFFLKWYYS3UPWD86E794</lei>
        <title>STAR 4.25 08/01/25</title>
        <cusip>45031UCG4</cusip>
        <identifiers>
          <isin value="US45031UCG40"/>
          <ticker value="STAR"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96125</valUSD>
        <pctVal>0.0429899691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Southern California Gas Company</name>
        <lei>XY0N0J73VHV5F4CUJV89</lei>
        <title>SRE 2.55 02/01/30 XX</title>
        <cusip>842434CU4</cusip>
        <identifiers>
          <isin value="US842434CU45"/>
          <ticker value="SRE"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33182.39</valUSD>
        <pctVal>0.0148401552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</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>CFD_EQS FIN LEG DAVITA IN</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG DAVITA IN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US23918K1088"/>
          <ticker value="DVA"/>
        </identifiers>
        <balance>2372</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>207289.08</valUSD>
        <pctVal>0.0927058637</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DAVITA INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>207289.08</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>12881.85</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG QUEST DIA</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG QUEST DIA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US74834L1008"/>
          <ticker value="DGX"/>
        </identifiers>
        <balance>1982</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>251852.74</valUSD>
        <pctVal>0.1126360626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="QUEST DIAGNOSTICS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="17.500000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>251852.74</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>15835.80</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verisign, Inc.</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VRSN 4.75 07/15/27</title>
        <cusip>92343EAL6</cusip>
        <identifiers>
          <isin value="US92343EAL65"/>
          <ticker value="VRSN"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108578</valUSD>
        <pctVal>0.0485593224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Southwestern Energy Company</name>
        <lei>EFWMP121W54QV9MGOP87</lei>
        <title>SWN 7.75 10/01/27</title>
        <cusip>845467AN9</cusip>
        <identifiers>
          <isin value="US845467AN98"/>
          <ticker value="SWN"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70522.5</valUSD>
        <pctVal>0.0315397669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Winnebago Inds Inc</name>
        <lei>549300B7OYKYJLTE3G11</lei>
        <title>WGO 6.25 07/15/28 144A</title>
        <cusip>974637AC4</cusip>
        <identifiers>
          <isin value="US974637AC45"/>
          <ticker value="WGO"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10575</valUSD>
        <pctVal>0.0047294556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intuit Inc</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>INTU 1.35 07/15/27</title>
        <cusip>46124HAC0</cusip>
        <identifiers>
          <isin value="US46124HAC07"/>
          <ticker value="INTU"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61479.42</valUSD>
        <pctVal>0.0274954317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Scripps Escrow Inc</name>
        <lei>549300U1OW41QPKYW028</lei>
        <title>SSP 5.875 07/15/27 144A</title>
        <cusip>81104PAA7</cusip>
        <identifiers>
          <isin value="US81104PAA75"/>
          <ticker value="SSP"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75375</valUSD>
        <pctVal>0.0337099498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>RTS.ELANCO ANIMAL HEALTH</name>
        <lei>N/A</lei>
        <title>RTS.ELANCO ANIMAL HEALTH</title>
        <cusip>TYU999GR9</cusip>
        <identifiers>
          <isin value="N/A"/>
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        <balance>22842</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0.0000000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="RIGHT"/>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVANTOR INC</name>
        <lei>5493003VM0XB4U8YD238</lei>
        <title>AVTR 6 10/01/24 144a</title>
        <cusip>05352AAA8</cusip>
        <identifiers>
          <isin value="US05352AAA88"/>
          <ticker value="VWR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105250</valUSD>
        <pctVal>0.0470709415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TR 2017-3</name>
        <lei>549300RZ091I85JWZO63</lei>
        <title>DRIVE 2017-3 D</title>
        <cusip>26207KAG6</cusip>
        <identifiers>
          <isin value="US26207KAG67"/>
          <ticker value="DRIVE"/>
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        <balance>448285.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>454698.58</valUSD>
        <pctVal>0.2033547768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.530000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mizuho Financial Group Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO F 07/10/24 .</title>
        <cusip>60687YBG3</cusip>
        <identifiers>
          <isin value="US60687YBG35"/>
          <ticker value="MIZUHO"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200607.73</valUSD>
        <pctVal>0.0897177646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.262880000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR QA8965</title>
        <cusip>3133A36A1</cusip>
        <identifiers>
          <isin value="US3133A36A18"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>49999.92</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52936.41</valUSD>
        <pctVal>0.0236747426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>F 4.75 01/15/43</title>
        <cusip>345370CQ1</cusip>
        <identifiers>
          <isin value="US345370CQ17"/>
          <ticker value="F"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22875</valUSD>
        <pctVal>0.0102303828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DISH DBS Corporation</name>
        <lei>N/A</lei>
        <title>DISH 5.875 11/15/24</title>
        <cusip>25470XAW5</cusip>
        <identifiers>
          <isin value="US25470XAW56"/>
          <ticker value="DISH"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104270</valUSD>
        <pctVal>0.0466326562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG MYLAN NV</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG MYLAN NV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0011031208"/>
          <ticker value="MYL"/>
        </identifiers>
        <balance>55</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>886.05</valUSD>
        <pctVal>0.0003962680</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MYLAN NV" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>886.05</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-47.95</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG ARROW ELE</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG ARROW ELE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US0427351004"/>
          <ticker value="ARW"/>
        </identifiers>
        <balance>3846</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>275450.52</valUSD>
        <pctVal>0.1231896941</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ARROW ELECTRONICS INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2030-06-10</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>275450.52</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>14849.94</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Stemline Therapeutics Inc</name>
        <lei>529900EFNCIRC8Q7V234</lei>
        <title>Stemline Therapeutics Inc SHS</title>
        <cusip>858CVR020</cusip>
        <identifiers>
          <isin value="US858CVR0207"/>
        </identifiers>
        <balance>33076</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10915.08</valUSD>
        <pctVal>0.0048815496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CCO Holdings, LLC/ CCO Holdings Capital Corp.</name>
        <lei>N/A</lei>
        <title>CHTR 5.375 05/01/25 144A</title>
        <cusip>1248EPBG7</cusip>
        <identifiers>
          <isin value="US1248EPBG71"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206250</valUSD>
        <pctVal>0.0922411561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ally Financial Inc.</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY 5.75 11/20/25</title>
        <cusip>02005NBF6</cusip>
        <identifiers>
          <isin value="US02005NBF69"/>
          <ticker value="ALLY"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56456.45</valUSD>
        <pctVal>0.0252490095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prime Securities Services Borrower, LLC and Prime Finance, Inc.</name>
        <lei>549300O6QPZVWXV2DC15</lei>
        <title>PRSESE 6.25 01/15/28 144A</title>
        <cusip>74166MAE6</cusip>
        <identifiers>
          <isin value="US74166MAE66"/>
          <ticker value="PRSESE"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52125</valUSD>
        <pctVal>0.0233118558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CCO Holdings, LLC/ CCO Holdings Capital Corp.</name>
        <lei>N/A</lei>
        <title>CHTR 4.5 05/01/32 144A</title>
        <cusip>1248EPCJ0</cusip>
        <identifiers>
          <isin value="US1248EPCJ02"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105500</valUSD>
        <pctVal>0.0471827489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Newell Brands Inc.</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
        <title>NWL 4.2 04/01/26</title>
        <cusip>651229AW6</cusip>
        <identifiers>
          <isin value="US651229AW64"/>
          <ticker value="NWL"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108280</valUSD>
        <pctVal>0.0484260479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The ADT Corporation</name>
        <lei>5493009JEEDYLVRA0J13</lei>
        <title>ADT 4.875 07/15/32 144A</title>
        <cusip>74166NAA2</cusip>
        <identifiers>
          <isin value="US74166NAA28"/>
          <ticker value="ADT"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25125</valUSD>
        <pctVal>0.0112366499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>CFD_EQS FIN LEG HCA HEALT</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG HCA HEALT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US40412C1018"/>
          <ticker value="HCA"/>
        </identifiers>
        <balance>-2160</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-273542.4</valUSD>
        <pctVal>-0.1223363259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="-20.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="HCA HEALTHCARE INC" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-273542.4</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-32888.75</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD_EQS FIN LEG AMC NETWO</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG AMC NETWO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US00164V1035"/>
          <ticker value="AMCX"/>
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        <balance>439</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10140.9</valUSD>
        <pctVal>0.0045353132</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="AMC NETWORKS INC-A" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE" floatingRtSpread="20.000000000000" pmntAmt="0.000000000000">
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            <terminationDt>2030-06-10</terminationDt>
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <notionalAmt>10140.9</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1427.83</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>2.500 2050-06-01 USD</title>
        <cusip>3133KJLB6</cusip>
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          <isin value="US3133KJLB60"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>54127.61</valUSD>
        <pctVal>0.0242074828</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>By Crown Parent Llc / By Bond Finance Incorporated</name>
        <lei>549300B1M4J69ECRY452</lei>
        <title>BLYNDR 4.25 01/31/26 144A</title>
        <cusip>05608QAA5</cusip>
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          <isin value="US05608QAA58"/>
          <ticker value="BLYNDR"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20731</valUSD>
        <pctVal>0.0092715220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Enlink Midstream Partners LP</name>
        <lei>88CPW63VL7KHJWS0NY83</lei>
        <title>ENLK 4.85 07/15/26</title>
        <cusip>29336UAF4</cusip>
        <identifiers>
          <isin value="US29336UAF49"/>
          <ticker value="ENLK"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38757</valUSD>
        <pctVal>0.0173332872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ares Capital Corporation</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>ARCC 3.625 01/19/22</title>
        <cusip>04010LAR4</cusip>
        <identifiers>
          <isin value="US04010LAR42"/>
          <ticker value="ARCC"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61639.11</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V2.005 03/13/26</title>
        <cusip>46647PBH8</cusip>
        <identifiers>
          <isin value="US46647PBH82"/>
          <ticker value="JPM"/>
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        <curCd>USD</curCd>
        <valUSD>104343.99</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.005000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>TMUS 3.5 04/15/25 144A</title>
        <cusip>87264ABA2</cusip>
        <identifiers>
          <isin value="US87264ABA25"/>
          <ticker value="TMUS"/>
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        <balance>385000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>424558.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>CFD_EQS FIN LEG CNX RESOU</name>
        <lei>N/A</lei>
        <title>CFD_EQS FIN LEG CNX RESOU</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US12653C1080"/>
          <ticker value="CNX"/>
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        <balance>12522</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>120837.3</valUSD>
        <pctVal>0.0540420473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CNX RESOURCES CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
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            <unrealizedAppr>11135.51</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Calpine Corporation</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>CPN 4.625 02/01/29 144A</title>
        <cusip>131347CP9</cusip>
        <identifiers>
          <isin value="US131347CP95"/>
          <ticker value="CPN"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25249.5</valUSD>
        <pctVal>0.0112923300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</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>Reliance Steel &amp; Aluminum Co.</name>
        <lei>549300E287ZOFT3C5Z56</lei>
        <title>RS 1.3 08/15/25</title>
        <cusip>759509AF9</cusip>
        <identifiers>
          <isin value="US759509AF91"/>
          <ticker value="RS"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40072.48</valUSD>
        <pctVal>0.0179216091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Simon Property Group, L.P.</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>SPG 3.5 09/01/25</title>
        <cusip>828807CV7</cusip>
        <identifiers>
          <isin value="US828807CV75"/>
          <ticker value="SPG"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71583.2</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>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TR 2017-3</name>
        <lei>N/A</lei>
        <title>DRIVE 2016-BA D</title>
        <cusip>26208AAG7</cusip>
        <identifiers>
          <isin value="US26208AAG76"/>
          <ticker value="DRIVE"/>
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        <balance>220595.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221964.77</valUSD>
        <pctVal>0.0992692703</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.530000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V3.54 05/01/28</title>
        <cusip>46647PAF3</cusip>
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          <isin value="US46647PAF36"/>
          <ticker value="JPM"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56808.5</valUSD>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.540000000000</annualizedRt>
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      <invstOrSec>
        <name>MERITAGE HOMES CORP</name>
        <lei>52990044W9UMFJO2FB97</lei>
        <title>MTH 5.125 06/06/27</title>
        <cusip>59001ABA9</cusip>
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          <isin value="US59001ABA97"/>
          <ticker value="MTH"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-06</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>AMCAR 2016-3 D</title>
        <cusip>03065DAG2</cusip>
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          <isin value="US03065DAG25"/>
          <ticker value="ACAR"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>506606.55</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-09-08</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Farm Credit Banks</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>CAS 2018-C04 2M2</title>
        <cusip>30711XR63</cusip>
        <identifiers>
          <isin value="US30711XR630"/>
          <ticker value="FFCB"/>
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        <balance>399879.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>384343.61</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.734500500000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Humana Inc.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUM 4.5 04/01/25</title>
        <cusip>444859BM3</cusip>
        <identifiers>
          <isin value="US444859BM39"/>
          <ticker value="HUM"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28923.69</valUSD>
        <pctVal>0.0129355375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Ameriprise Financial, Inc.</name>
        <lei>6ZLKQF7QB6JAEKQS5388</lei>
        <title>AMP 3 04/02/25</title>
        <cusip>03076CAK2</cusip>
        <identifiers>
          <isin value="US03076CAK27"/>
          <ticker value="AMP"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109358.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Marlette Funding Trust 2018-4</name>
        <lei>549300JRCMNFIBT50883</lei>
        <title>MFT 2018-4A A</title>
        <cusip>57109GAA2</cusip>
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          <isin value="US57109GAA22"/>
          <ticker value="MFT"/>
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        <balance>440912.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>443958.49</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.710000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES TRUST 2019-R04</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>CAS 2019-R04 2M2</title>
        <cusip>20753TAB9</cusip>
        <identifiers>
          <isin value="US20753TAB98"/>
          <ticker value="CAS"/>
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        <balance>643350.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>634422.81</valUSD>
        <pctVal>0.2837328168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.284499900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Rural Utilities Cooperative Finance Corporation</name>
        <lei>4NYF266XZC35SCTGX023</lei>
        <title>NRUC 2.4 03/15/30</title>
        <cusip>637432NV3</cusip>
        <identifiers>
          <isin value="US637432NV39"/>
          <ticker value="NRUC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110673.05</valUSD>
        <pctVal>0.0494962913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MSCI Inc.</name>
        <lei>549300HTIN2PD78UB763</lei>
        <title>MSCI 3.875 02/15/31 144A</title>
        <cusip>55354GAL4</cusip>
        <identifiers>
          <isin value="US55354GAL41"/>
          <ticker value="MSCI"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108625</valUSD>
        <pctVal>0.0485803422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 4.7 04/15/25 144A</title>
        <cusip>11135FAF8</cusip>
        <identifiers>
          <isin value="US11135FAF80"/>
          <ticker value="AVGO"/>
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        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257322.5</valUSD>
        <pctVal>0.1150823025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</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>Credit Suisse AG New York Branch</name>
        <lei>N/A</lei>
        <title>CS 2.8 04/08/22</title>
        <cusip>22550L2B6</cusip>
        <identifiers>
          <isin value="US22550L2B68"/>
          <ticker value="CS"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259804.77</valUSD>
        <pctVal>0.1161924478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</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>EQT Corporation</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT 3.9 10/01/27</title>
        <cusip>26884LAF6</cusip>
        <identifiers>
          <isin value="US26884LAF67"/>
          <ticker value="EQT"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94230</valUSD>
        <pctVal>0.0421424686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMT 3.5 01/31/23</title>
        <cusip>03027XAB6</cusip>
        <identifiers>
          <isin value="US03027XAB64"/>
          <ticker value="AMT"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160654.2</valUSD>
        <pctVal>0.0718493534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA5182</title>
        <cusip>3140QCXL5</cusip>
        <identifiers>
          <isin value="US3140QCXL58"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>1269594.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1382166.56</valUSD>
        <pctVal>0.6181461403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6766</title>
        <cusip>36179VQT0</cusip>
        <identifiers>
          <isin value="US36179VQT07"/>
          <ticker value="GNR"/>
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        <balance>1425000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1509774.19</valUSD>
        <pctVal>0.6752160813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Intuit Inc</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>INTU 0.65 07/15/23</title>
        <cusip>46124HAA4</cusip>
        <identifiers>
          <isin value="US46124HAA41"/>
          <ticker value="INTU"/>
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        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55352.07</valUSD>
        <pctVal>0.0247550978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.650000000000</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>Intuit Inc</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>INTU 1.65 07/15/30</title>
        <cusip>46124HAD8</cusip>
        <identifiers>
          <isin value="US46124HAD89"/>
          <ticker value="INTU"/>
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        <balance>45000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46510.46</valUSD>
        <pctVal>0.0208008659</pctVal>
        <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>1.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group Inc</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMIBK 1.474 07/08/25</title>
        <cusip>86562MCA6</cusip>
        <identifiers>
          <isin value="US86562MCA62"/>
          <ticker value="SUMIBK"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205002.14</valUSD>
        <pctVal>0.0916830759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.474000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>STACR 2020-HQA3 M1</title>
        <cusip>35565MAA2</cusip>
        <identifiers>
          <isin value="US35565MAA27"/>
          <ticker value="FHLMC"/>
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        <balance>580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>580452.98</valUSD>
        <pctVal>0.2595958979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.725750000000</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>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MUFG 2.048 07/17/30</title>
        <cusip>606822BU7</cusip>
        <identifiers>
          <isin value="US606822BU78"/>
          <ticker value="MUFG"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205802.44</valUSD>
        <pctVal>0.0920409939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.048000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wec Energy Group Incorporation</name>
        <lei>549300IGLYTZUK3PVP70</lei>
        <title>Wec Energy Group Incorporation COM</title>
        <cusip>92939U106</cusip>
        <identifiers>
          <isin value="US92939U1060"/>
          <ticker value="WEC"/>
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        <balance>1032</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98308.32</valUSD>
        <pctVal>0.0439664150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Realty Investment Trust</name>
        <lei>549300LI6XZ51GOCJ427</lei>
        <title>FRT 3.95 01/15/24</title>
        <cusip>313747AU1</cusip>
        <identifiers>
          <isin value="US313747AU17"/>
          <ticker value="FRT"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53823.01</valUSD>
        <pctVal>0.0240712566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Duke Energy Corp</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUK 3.75 04/15/24</title>
        <cusip>26441CAN5</cusip>
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          <isin value="US26441CAN56"/>
          <ticker value="DUK"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33189.17</valUSD>
        <pctVal>0.0148431874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 3.4 07/08/24</title>
        <cusip>68389XAU9</cusip>
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          <ticker value="ORCL"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121325.82</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 4 08/05/24</title>
        <cusip>172967HV6</cusip>
        <identifiers>
          <isin value="US172967HV61"/>
          <ticker value="C"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165621.05</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>STACR 2019-HQA1 M2</title>
        <cusip>35563MAH9</cusip>
        <identifiers>
          <isin value="US35563MAH97"/>
          <ticker value="FHLMC"/>
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        <balance>542939.95</balance>
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        <curCd>USD</curCd>
        <valUSD>523339.55</valUSD>
        <pctVal>0.2340530673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.534500000000</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>Prosper Marketplace Issuance Trust, Series 2019-2</name>
        <lei>549300WV6NCA12RVBP15</lei>
        <title>PMIT 2019-2A A</title>
        <cusip>74361PAA0</cusip>
        <identifiers>
          <isin value="US74361PAA03"/>
          <ticker value="PMIT"/>
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        <balance>204833.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205338.27</valUSD>
        <pctVal>0.0918334032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>Energy Transfer Operating L P</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ETP 4.05 03/15/25</title>
        <cusip>29273RBD0</cusip>
        <identifiers>
          <isin value="US29273RBD08"/>
          <ticker value="ETP"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52735.15</valUSD>
        <pctVal>0.0235847331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ArcelorMittal S.A.</name>
        <lei>2EULGUTUI56JI9SAL165</lei>
        <title>MTNA 6.125 06/01/25</title>
        <cusip>03938LAZ7</cusip>
        <identifiers>
          <isin value="US03938LAZ76"/>
          <ticker value="MTNA"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57975.12</valUSD>
        <pctVal>0.0259282041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Exelon Generation Company, LLC</name>
        <lei>S2PEWKCZFFECR4533P43</lei>
        <title>EXC 3.25 06/01/25</title>
        <cusip>30161MAS2</cusip>
        <identifiers>
          <isin value="US30161MAS26"/>
          <ticker value="EXC"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55258.08</valUSD>
        <pctVal>0.0247130627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aon Corporation</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
        <title>AON 2.8 05/15/30</title>
        <cusip>037389BE2</cusip>
        <identifiers>
          <isin value="US037389BE22"/>
          <ticker value="AON"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21929.17</valUSD>
        <pctVal>0.0098073794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</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>Change Healthcare Holdings LLC/ Change Healthcare Finance Inc</name>
        <lei>N/A</lei>
        <title>EM 5.75 03/01/25 144A</title>
        <cusip>15911NAA3</cusip>
        <identifiers>
          <isin value="US15911NAA37"/>
          <ticker value="EM"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102250</valUSD>
        <pctVal>0.0457292519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC V3.262 03/13/23</title>
        <cusip>404280BJ7</cusip>
        <identifiers>
          <isin value="US404280BJ78"/>
          <ticker value="HSBC"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207482.49</valUSD>
        <pctVal>0.0927923624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.262000000000</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>Radian Group Inc.</name>
        <lei>54930005OUP720S5U385</lei>
        <title>RDN 6.625 03/15/25</title>
        <cusip>750236AX9</cusip>
        <identifiers>
          <isin value="US750236AX98"/>
          <ticker value="RDN"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106690</valUSD>
        <pctVal>0.0477149525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Health Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 2 05/15/30</title>
        <cusip>91324PDX7</cusip>
        <identifiers>
          <isin value="US91324PDX78"/>
          <ticker value="UNH"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26648.83</valUSD>
        <pctVal>0.0119181522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Chemours Company LLC</name>
        <lei>549300M1BOLNXL8DOV14</lei>
        <title>CC 5.375 05/15/27</title>
        <cusip>163851AE8</cusip>
        <identifiers>
          <isin value="US163851AE83"/>
          <ticker value="CC"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48994</valUSD>
        <pctVal>0.0219115792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 2.375 08/17/22</title>
        <cusip>718172CA5</cusip>
        <identifiers>
          <isin value="US718172CA54"/>
          <ticker value="PM"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207812.79</valUSD>
        <pctVal>0.0929400825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Steel Corporation</name>
        <lei>JNLUVFYJT1OZSIQ24U47</lei>
        <title>X 12 06/01/25 144A</title>
        <cusip>912909AR9</cusip>
        <identifiers>
          <isin value="US912909AR98"/>
          <ticker value="X"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51989.5</valUSD>
        <pctVal>0.0232512562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>12.000000000000</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>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 1.5 06/03/30</title>
        <cusip>023135BS4</cusip>
        <identifiers>
          <isin value="US023135BS49"/>
          <ticker value="AMZN"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258825.69</valUSD>
        <pctVal>0.1157545740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Crown Castle International Corp.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CCI 1.35 07/15/25</title>
        <cusip>22822VAS0</cusip>
        <identifiers>
          <isin value="US22822VAS07"/>
          <ticker value="CCI"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204201</valUSD>
        <pctVal>0.0913247822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Equinix, Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQIX 1.25 07/15/25</title>
        <cusip>29444UBF2</cusip>
        <identifiers>
          <isin value="US29444UBF21"/>
          <ticker value="EQIX"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201700</valUSD>
        <pctVal>0.0902062603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hillenbrand, Inc.</name>
        <lei>U246OE781574J2BUD366</lei>
        <title>HI 5.75 06/15/25</title>
        <cusip>431571AD0</cusip>
        <identifiers>
          <isin value="US431571AD01"/>
          <ticker value="HI"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26875</valUSD>
        <pctVal>0.0120193022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>5.750000000000</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>Merck &amp; Co., Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MRK 0.75 02/24/26</title>
        <cusip>58933YAY1</cusip>
        <identifiers>
          <isin value="US58933YAY14"/>
          <ticker value="MRK"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65990.49</valUSD>
        <pctVal>0.0295129168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</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>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 8.5 07/15/27</title>
        <cusip>674599DZ5</cusip>
        <identifiers>
          <isin value="US674599DZ54"/>
          <ticker value="OXY"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72384</valUSD>
        <pctVal>0.0323722853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</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>Nomura Holdings, Inc.</name>
        <lei>549300B3CEAHYG7K8164</lei>
        <title>NOMURA 1.851 07/16/25</title>
        <cusip>65535HAR0</cusip>
        <identifiers>
          <isin value="US65535HAR03"/>
          <ticker value="NOMURA"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203083.33</valUSD>
        <pctVal>0.0908249268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.851000000000</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>Magellan Health Inc</name>
        <lei>N/A</lei>
        <title>MGLN 4.4 09/22/24</title>
        <cusip>559079AK4</cusip>
        <identifiers>
          <isin value="US559079AK49"/>
          <ticker value="MGLN"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50500</valUSD>
        <pctVal>0.0225851073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</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>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V3.52 10/27/28</title>
        <cusip>172967LS8</cusip>
        <identifiers>
          <isin value="US172967LS86"/>
          <ticker value="C"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56354.86</valUSD>
        <pctVal>0.0252035755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.520000000000</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>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SDART 2020-2 B</title>
        <cusip>80285RAE8</cusip>
        <identifiers>
          <isin value="US80285RAE80"/>
          <ticker value="SDART"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110378.19</valUSD>
        <pctVal>0.0493644211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.960000000000</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>Pattern Energy Operations LP / Pattern Energy Operations Inc</name>
        <lei>254900P898KPCM50SP51</lei>
        <title>PEGI 4.5 08/15/28 144A</title>
        <cusip>70339PAA7</cusip>
        <identifiers>
          <isin value="US70339PAA75"/>
          <ticker value="PEGI"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42400</valUSD>
        <pctVal>0.0189625455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Summit Materials, LLC/Summit Materials Finance Corp.</name>
        <lei>549300C97P3BW8QROE16</lei>
        <title>SUMMAT 5.25 01/15/29 144A</title>
        <cusip>86614RAN7</cusip>
        <identifiers>
          <isin value="US86614RAN70"/>
          <ticker value="SUMMAT"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20750</valUSD>
        <pctVal>0.0092800193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>CAS 2019-R05 1M2</title>
        <cusip>20754HAE8</cusip>
        <identifiers>
          <isin value="US20754HAE80"/>
          <ticker value="FNMA"/>
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        <balance>347411.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>340873.83</valUSD>
        <pctVal>0.1524489511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.184499900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>STACR 2019-HQA3 M2</title>
        <cusip>35564XAH4</cusip>
        <identifiers>
          <isin value="US35564XAH44"/>
          <ticker value="FHLMC"/>
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        <balance>354613.12</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>339681.99</valUSD>
        <pctVal>0.1519159247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.034500000000</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>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 3 03/22/27</title>
        <cusip>92343VFF6</cusip>
        <identifiers>
          <isin value="US92343VFF67"/>
          <ticker value="VZ"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112677.2</valUSD>
        <pctVal>0.0503926070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Edgewell Personal Care Co</name>
        <lei>549300CY8QZDL4Z3RU59</lei>
        <title>EPC 5.5 06/01/28 144A</title>
        <cusip>28035QAA0</cusip>
        <identifiers>
          <isin value="US28035QAA04"/>
          <ticker value="EPC"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54125</valUSD>
        <pctVal>0.0242063155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>TransDigm, Inc.</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TDG 5.5 11/15/27</title>
        <cusip>893647BL0</cusip>
        <identifiers>
          <isin value="US893647BL01"/>
          <ticker value="TDG"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71152.5</valUSD>
        <pctVal>0.0318215217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Ally Financial Inc.</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY 3.05 06/05/23</title>
        <cusip>02005NBK5</cusip>
        <identifiers>
          <isin value="US02005NBK54"/>
          <ticker value="ALLY"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31030.7</valUSD>
        <pctVal>0.0138778552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</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>RALPH LAUREN CORPORATION</name>
        <lei>HO1QNWM0IXBZ0QSMMO20</lei>
        <title>RL 1.7 06/15/22</title>
        <cusip>731572AA1</cusip>
        <identifiers>
          <isin value="US731572AA14"/>
          <ticker value="RL"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153010.17</valUSD>
        <pctVal>0.0684307150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.700000000000</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>HP Inc</name>
        <lei>WHKXQACZ14C5XRO8LW03</lei>
        <title>HPQ 2.2 06/17/25</title>
        <cusip>40434LAA3</cusip>
        <identifiers>
          <isin value="US40434LAA35"/>
          <ticker value="HPQ"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73552.42</valUSD>
        <pctVal>0.0328948376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V1.319 06/19/26 MTN</title>
        <cusip>06051GJD2</cusip>
        <identifiers>
          <isin value="US06051GJD25"/>
          <ticker value="BAC"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212554.31</valUSD>
        <pctVal>0.0950606317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.319000000000</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>Tripadvisor Inc</name>
        <lei>549300QB8O3XV4AYBY08</lei>
        <title>TRIP 7 07/15/25 144A</title>
        <cusip>896945AA0</cusip>
        <identifiers>
          <isin value="US896945AA07"/>
          <ticker value="TRIP"/>
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        <balance>5000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5232.75</valUSD>
        <pctVal>0.0023402420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</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>Joseph T. Ryerson &amp; Son, Inc.</name>
        <lei>54930086XMNNXPXPWJ34</lei>
        <title>RYI 8.5 08/01/28 144A</title>
        <cusip>48088LAB3</cusip>
        <identifiers>
          <isin value="US48088LAB36"/>
          <ticker value="RYI"/>
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        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16338.75</valUSD>
        <pctVal>0.0073071767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</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>Adapthealth Llc</name>
        <lei>549300SN58QQ28RVWE26</lei>
        <title>ADAHEA 6.125 08/01/28 144A</title>
        <cusip>00653VAA9</cusip>
        <identifiers>
          <isin value="US00653VAA98"/>
          <ticker value="ADAHEA"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31264.5</valUSD>
        <pctVal>0.0139824176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</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>Cenovus Energy Inc</name>
        <lei>549300EIRQ0Z2B9C1W06</lei>
        <title>CVECN 5.375 07/15/25</title>
        <cusip>15135UAS8</cusip>
        <identifiers>
          <isin value="US15135UAS87"/>
          <ticker value="CVECN"/>
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        <balance>10000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10001.72</valUSD>
        <pctVal>0.0044730677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</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>Dupont De Nemours Inc</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DD 2.169 05/01/23</title>
        <cusip>26614NAA0</cusip>
        <identifiers>
          <isin value="US26614NAA00"/>
          <ticker value="DWDP"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102044</valUSD>
        <pctVal>0.0456371226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.169000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>XPO Logistics, Inc.</name>
        <lei>54930096DB9LCLPN7H13</lei>
        <title>XPO 6.25 05/01/25 144A</title>
        <cusip>983793AH3</cusip>
        <identifiers>
          <isin value="US983793AH33"/>
          <ticker value="XPO"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54062.5</valUSD>
        <pctVal>0.0241783636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Gap, Inc.</name>
        <lei>T2ZG1WRWZ4BUCMQL9224</lei>
        <title>GPS 8.625 05/15/25 144A</title>
        <cusip>364760AM0</cusip>
        <identifiers>
          <isin value="US364760AM04"/>
          <ticker value="GPS"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55110</valUSD>
        <pctVal>0.0246468369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Avient Corporation</name>
        <lei>SM8L9RZYIB34LNTWO040</lei>
        <title>AVNT 5.75 05/15/25 144A</title>
        <cusip>73179PAM8</cusip>
        <identifiers>
          <isin value="US73179PAM86"/>
          <ticker value="POL"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108549</valUSD>
        <pctVal>0.0485463528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>Vail Resorts, Inc.</name>
        <lei>529900PSZHRNU9HKH870</lei>
        <title>MTN 6.25 05/15/25 144A</title>
        <cusip>91879QAL3</cusip>
        <identifiers>
          <isin value="US91879QAL32"/>
          <ticker value="MTN"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107750</valUSD>
        <pctVal>0.0481890161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 4.508 05/01/23</title>
        <cusip>097023CS2</cusip>
        <identifiers>
          <isin value="US097023CS21"/>
          <ticker value="BA"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104626.88</valUSD>
        <pctVal>0.0467922636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.508000000000</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>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 4.3 11/15/32 144A</title>
        <cusip>11135FAR2</cusip>
        <identifiers>
          <isin value="US11135FAR29"/>
          <ticker value="AVGO"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137640.11</valUSD>
        <pctVal>0.0615567655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V1.678 05/15/24</title>
        <cusip>172967MR9</cusip>
        <identifiers>
          <isin value="US172967MR94"/>
          <ticker value="C"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102884.87</valUSD>
        <pctVal>0.0460131848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.678000000000</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>Ford Motor Company</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>F 8.5 04/21/23</title>
        <cusip>345370CV0</cusip>
        <identifiers>
          <isin value="US345370CV02"/>
          <ticker value="F"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83250</valUSD>
        <pctVal>0.0372318848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Howmet Aerospace Inc</name>
        <lei>549300HO5WFZUT5N2T22</lei>
        <title>HWM 6.875 05/01/25</title>
        <cusip>443201AA6</cusip>
        <identifiers>
          <isin value="US443201AA64"/>
          <ticker value="HWM"/>
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        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204418.73</valUSD>
        <pctVal>0.0914221575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 1.5 05/01/25</title>
        <cusip>718172CN7</cusip>
        <identifiers>
          <isin value="US718172CN75"/>
          <ticker value="PM"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103453.5</valUSD>
        <pctVal>0.0462674931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kaiser Aluminium Corporation</name>
        <lei>N/A</lei>
        <title>KALU 6.5 05/01/25 144A</title>
        <cusip>483007AK6</cusip>
        <identifiers>
          <isin value="US483007AK64"/>
          <ticker value="KALU"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79500</valUSD>
        <pctVal>0.0355547729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 1.125 05/01/23</title>
        <cusip>718172CQ0</cusip>
        <identifiers>
          <isin value="US718172CQ07"/>
          <ticker value="PM"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203561.39</valUSD>
        <pctVal>0.0910387295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Southwest Airlines Co.</name>
        <lei>UDTZ87G0STFETI6HGH41</lei>
        <title>LUV 5.25 05/04/25</title>
        <cusip>844741BJ6</cusip>
        <identifiers>
          <isin value="US844741BJ60"/>
          <ticker value="LUV"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53268.11</valUSD>
        <pctVal>0.0238230887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sabine Pass Liquefaction, LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SPLLLC 4.5 05/15/30 144A</title>
        <cusip>785592AW6</cusip>
        <identifiers>
          <isin value="US785592AW69"/>
          <ticker value="CQP"/>
        </identifiers>
        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138428.84</valUSD>
        <pctVal>0.0619095091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Transcontinental Gas Pipe Line Company, LLC</name>
        <lei>N/A</lei>
        <title>WMB 3.25 05/15/30 144A</title>
        <cusip>893574AN3</cusip>
        <identifiers>
          <isin value="US893574AN31"/>
          <ticker value="WMB"/>
        </identifiers>
        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76384.31</valUSD>
        <pctVal>0.0341613433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>F 9 04/22/25</title>
        <cusip>345370CW8</cusip>
        <identifiers>
          <isin value="US345370CW84"/>
          <ticker value="F"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117812.5</valUSD>
        <pctVal>0.0526892664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 2.8 04/01/31</title>
        <cusip>161175BU7</cusip>
        <identifiers>
          <isin value="US161175BU77"/>
          <ticker value="CHTRIG"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104922.99</valUSD>
        <pctVal>0.0469246929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Gap, Inc.</name>
        <lei>T2ZG1WRWZ4BUCMQL9224</lei>
        <title>GPS 8.875 05/15/27 144A</title>
        <cusip>364760AN8</cusip>
        <identifiers>
          <isin value="US364760AN86"/>
          <ticker value="GPS"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55875</valUSD>
        <pctVal>0.0249889677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Southwest Airlines Co.</name>
        <lei>UDTZ87G0STFETI6HGH41</lei>
        <title>LUV 4.75 05/04/23</title>
        <cusip>844741BH0</cusip>
        <identifiers>
          <isin value="US844741BH05"/>
          <ticker value="LUV"/>
        </identifiers>
        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36732.91</valUSD>
        <pctVal>0.0164280538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marsh &amp; McLennan Companies, Inc.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MMC 2.25 11/15/30</title>
        <cusip>571748BN1</cusip>
        <identifiers>
          <isin value="US571748BN17"/>
          <ticker value="MMC"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53637.75</valUSD>
        <pctVal>0.0239884028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KHC 4.25 03/01/31 144A</title>
        <cusip>50077LBD7</cusip>
        <identifiers>
          <isin value="US50077LBD73"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55191.63</valUSD>
        <pctVal>0.0246833443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>F 9.625 04/22/30</title>
        <cusip>345370CX6</cusip>
        <identifiers>
          <isin value="US345370CX67"/>
          <ticker value="F"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65875</valUSD>
        <pctVal>0.0294612662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Biogen Inc</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>BIIB 2.25 05/01/30</title>
        <cusip>09062XAH6</cusip>
        <identifiers>
          <isin value="US09062XAH61"/>
          <ticker value="BIIB"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104394.58</valUSD>
        <pctVal>0.0466883721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KHC 3.875 05/15/27 144A</title>
        <cusip>50077LBA3</cusip>
        <identifiers>
          <isin value="US50077LBA35"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53851.03</valUSD>
        <pctVal>0.0240837880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Air Products &amp; Chemicals, Inc.</name>
        <lei>7QEON6Y1RL5XR3R1W237</lei>
        <title>APD 1.85 05/15/27</title>
        <cusip>009158AY2</cusip>
        <identifiers>
          <isin value="US009158AY27"/>
          <ticker value="APD"/>
        </identifiers>
        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116978.57</valUSD>
        <pctVal>0.0523163081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS V2.188 04/28/26</title>
        <cusip>6174468Q5</cusip>
        <identifiers>
          <isin value="US6174468Q59"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105309.89</valUSD>
        <pctVal>0.0470977261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.188000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>CVX 1.554 05/11/25</title>
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          <ticker value="CVX"/>
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        <curCd>USD</curCd>
        <valUSD>83387.21</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <title>G2 MA6412</title>
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          <ticker value="GNR"/>
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        <balance>520054.53</balance>
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        <curCd>USD</curCd>
        <valUSD>555084.49</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Netflix, Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NFLX 3.625 06/15/25 144A</title>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>106000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Campbell Soup Company</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CPB 2.375 04/24/30</title>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>211849.67</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 4.875 05/01/25</title>
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          <ticker value="BA"/>
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        <balance>15000</balance>
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        <curCd>USD</curCd>
        <valUSD>16232.34</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>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 5.04 05/01/27</title>
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          <isin value="US097023CU76"/>
          <ticker value="BA"/>
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        <balance>50000</balance>
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        <curCd>USD</curCd>
        <valUSD>54140.27</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.040000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KHC 5.5 06/01/50 144A</title>
        <cusip>50077LBG0</cusip>
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          <isin value="US50077LBG05"/>
          <ticker value="KHC"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58655.52</valUSD>
        <pctVal>0.0262324993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Avis Budget Car Rental LLC/Avis Budget Finance Inc.</name>
        <lei>XN8R4HH1TVC1XOCL5P21</lei>
        <title>CAR 10.5 05/15/25 144A</title>
        <cusip>053773BD8</cusip>
        <identifiers>
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          <ticker value="CAR"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58000</valUSD>
        <pctVal>0.0259393312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Zoetis Inc.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>ZTS 2 05/15/30</title>
        <cusip>98978VAS2</cusip>
        <identifiers>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105822.11</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>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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        <name>CURRENCY CONTRACT - EUR</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>000000000</cusip>
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          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="CCTEUR__00017997_1757608"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Morgan Stanley</counterpartyName>
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      <invstOrSec>
        <name>CURRENCY CONTRACT - EUR</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - EUR</title>
        <cusip>000000000</cusip>
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          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="CCTEUR__00018060_1757608"/>
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        <fairValLevel>2</fairValLevel>
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        <name>CURRENCY CONTRACT - EUR</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <name>CURRENCY CONTRACT - EUR</name>
        <lei>N/A</lei>
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        <name>CURRENCY CONTRACT - EUR</name>
        <lei>N/A</lei>
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        <name>CURRENCY CONTRACT - EUR</name>
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        </derivativeInfo>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - NZD</name>
        <lei>N/A</lei>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - NZD</name>
        <lei>N/A</lei>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - NZD</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - NZD</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - NZD</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - NZD</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="N/A"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - SEK</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="N/A"/>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - SEK</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - SEK</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - SEK</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - SEK</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>CURRENCY CONTRACT - SEK</name>
        <lei>N/A</lei>
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        <derivativeInfo>
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      <invstOrSec>
        <name>CURRENCY CONTRACT - SEK</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <name>CURRENCY CONTRACT - SEK</name>
        <lei>N/A</lei>
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        <name>CURRENCY CONTRACT - SEK</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - SEK</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - SEK</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - SEK</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - SEK</name>
        <lei>N/A</lei>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - SEK</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - SEK</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="N/A"/>
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        <currencyConditional curCd="EUR" exchangeRt="0"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="N/A"/>
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        <currencyConditional curCd="CAD" exchangeRt="0"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="N/A"/>
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        <currencyConditional curCd="EUR" exchangeRt="0"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <derivativeInfo>
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        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <lei>N/A</lei>
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      </invstOrSec>
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        <lei>N/A</lei>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
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        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <derivativeInfo>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <derivativeInfo>
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      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <currencyConditional curCd="EUR" exchangeRt="0"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley</counterpartyName>
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          </fwdDeriv>
        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="CCTUSD__00018619_1757608"/>
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        <currencyConditional curCd="NZD" exchangeRt="0"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <currencyConditional curCd="EUR" exchangeRt="0"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="CCTUSD__00018640_1757608"/>
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        <currencyConditional curCd="NZD" exchangeRt="0"/>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="CCTUSD__00018681_1757608"/>
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        <balance>-60060</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley</counterpartyName>
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            <amtCurSold>-60060</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
        <title>CURRENCY CONTRACT - USD</title>
        <cusip>000000000</cusip>
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          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="CCTUSD__00018695_1757608"/>
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        <balance>-1400</balance>
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        <currencyConditional curCd="SEK" exchangeRt="0"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley</counterpartyName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="CCTUSD__00018717_1757608"/>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <currencyConditional curCd="SEK" exchangeRt="0"/>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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          <isin value="N/A"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CURRENCY CONTRACT - USD</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyLei>549300UF4R84F48NCH34</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>UK 10yr 4.0 %</indexName>
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            </descRefInstrmnt>
            <expDate>2020-09-28</expDate>
            <notionalAmt>554200</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>3355.18</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE MONTREAL EXCHANGE / BOURSE DE MONTREAL</name>
        <lei>N/A</lei>
        <title>Ten-Year Government of Canada Bond Futures,Sep-2020,Composite</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="CNU0"/>
          <other otherDesc="NT_ID" value="9JZ6VPU"/>
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        <balance>9</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.33945"/>
        <valUSD>1039456.49</valUSD>
        <pctVal>0.4648759679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Montreal Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Can 10yr 6%</indexName>
                <indexIdentifier>BBG00QB4NCJ9</indexIdentifier>
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            <expDate>2020-09-21</expDate>
            <notionalAmt>1392300</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>4201.26</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ASX - TRADE24</name>
        <lei>N/A</lei>
        <title>ASX 10 Year Treasury Bond Futures</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="XMU0"/>
          <other otherDesc="NT_ID" value="9K41X3U"/>
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        <balance>15</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.399678"/>
        <valUSD>1601655.7</valUSD>
        <pctVal>0.7163082350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Sydney Futures Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Aust 10yr 6%</indexName>
                <indexIdentifier>BBG00R3W29Q6</indexIdentifier>
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            <expDate>2020-09-15</expDate>
            <notionalAmt>2241802.26</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>10107.41</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US T-BOND 30YR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="USU0"/>
          <other otherDesc="NT_ID" value="9K1TTYU"/>
        </identifiers>
        <balance>1</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>182281.25</valUSD>
        <pctVal>0.0815216157</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>US 20yr 6%</indexName>
                <indexIdentifier>BBG00R2NN573</indexIdentifier>
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            <expDate>2020-09-21</expDate>
            <notionalAmt>182281.25</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US T-NOTE 2YR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="TUU0"/>
          <other otherDesc="NT_ID" value="9K1REJU"/>
        </identifiers>
        <balance>12</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2651812.5</valUSD>
        <pctVal>1.1859697009</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>US 2yr 6%</indexName>
                <indexIdentifier>BBG00R4ZBR33</indexIdentifier>
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            <expDate>2020-09-30</expDate>
            <notionalAmt>2651812.5</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2242.19</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD OCCIDENTAL PETROLEUM</name>
        <lei>N/A</lei>
        <title>CFD OCCIDENTAL PETROLEUM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="5A9MAGU"/>
        </identifiers>
        <balance>-595.5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3334.8</valUSD>
        <pctVal>-0.0014914221</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OCCIDENTAL PETROLEUM CORP WARRANT EX 07/06/27" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OBFR01" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2020-10-22</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-3334.8</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3334.79</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFD OCCIDENTAL PETROLEUM</name>
        <lei>N/A</lei>
        <title>CFD OCCIDENTAL PETROLEUM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="6A9MACU"/>
        </identifiers>
        <balance>-1884.88</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10555.33</valUSD>
        <pctVal>-0.0047206586</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Goldman Sachs &amp; Co</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USFFE-USAA" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="OCCIDENTAL PETROLEUM CORP" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2020-10-22</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-10555.32</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-10555.32</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. AMER C9 21/8/20</name>
        <lei>N/A</lei>
        <title>OPT. AMER C9 21/8/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="AEO 200821C00009000"/>
          <other otherDesc="NT_ID" value="9K4CAEU"/>
        </identifiers>
        <balance>-185</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24420</valUSD>
        <pctVal>-0.0109213529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>American Eagle Outfitters Inc</indexName>
                <indexIdentifier>AEO</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>9.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-740.52</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. BLOOMIN C 10 21/8/20</name>
        <lei>N/A</lei>
        <title>OPT. BLOOMIN C 10 21/8/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="BLMN 200821C00010000"/>
          <other otherDesc="NT_ID" value="9K56ZKU"/>
        </identifiers>
        <balance>-19</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3857</valUSD>
        <pctVal>-0.0017249655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Bloomin' Brands Inc</indexName>
                <indexIdentifier>BLMN</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>10.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>7694.74</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. CALLAWA C 18 21/8/20</name>
        <lei>N/A</lei>
        <title>OPT. CALLAWA C 18 21/8/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="ELY 200821C00018000"/>
          <other otherDesc="NT_ID" value="9K53WVU"/>
        </identifiers>
        <balance>-38</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7315</valUSD>
        <pctVal>-0.0032714863</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Callaway Golf Co</indexName>
                <indexIdentifier>ELY</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>18.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1311.14</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. ENPHASE C 45 21/8/20</name>
        <lei>N/A</lei>
        <title>OPT. ENPHASE C 45 21/8/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="ENPH 200821C00045000"/>
          <other otherDesc="NT_ID" value="9K52Z8U"/>
        </identifiers>
        <balance>-13</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-21547.5</valUSD>
        <pctVal>-0.0096366851</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Enphase Energy Inc</indexName>
                <indexIdentifier>ENPH</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>45.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-12473.71</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. EVERBR C 150 21/8/20</name>
        <lei>N/A</lei>
        <title>OPT. EVERBR C 150 21/8/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="EVBG 200821C00150000"/>
          <other otherDesc="NT_ID" value="9K55PDU"/>
        </identifiers>
        <balance>-4</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2440</valUSD>
        <pctVal>-0.0010912408</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Everbridge Inc</indexName>
                <indexIdentifier>EVBG</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>150.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2951.88</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. FARFETC C 21 21/8/20</name>
        <lei>N/A</lei>
        <title>OPT. FARFETC C 21 21/8/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FTCH 200821C00021000"/>
          <other otherDesc="NT_ID" value="9K5KCCU"/>
        </identifiers>
        <balance>-33</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17490</valUSD>
        <pctVal>-0.0078220500</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Farfetch Ltd</indexName>
                <indexIdentifier>FTCH</indexIdentifier>
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            <expDt>2020-08-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-9108.19</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. FIRST M C 10 21/8/20</name>
        <lei>N/A</lei>
        <title>OPT. FIRST M C 10 21/8/20</title>
        <cusip>000000000</cusip>
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          <isin value="N/A"/>
          <ticker value="AG 200821C00010000"/>
          <other otherDesc="NT_ID" value="9K54TLU"/>
        </identifiers>
        <balance>-54</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18252</valUSD>
        <pctVal>-0.0081628392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>First Majestic Silver Corp</indexName>
                <indexIdentifier>AG</indexIdentifier>
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            <shareNo>100</shareNo>
            <exercisePrice>10.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-12690.13</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. II-VI C 45 21/8/20</name>
        <lei>N/A</lei>
        <title>OPT. II-VI C 45 21/8/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="IIVI 200821C00045000"/>
          <other otherDesc="NT_ID" value="9K4EVPU"/>
        </identifiers>
        <balance>-26</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17290</valUSD>
        <pctVal>-0.0077326041</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>II-VI Inc</indexName>
                <indexIdentifier>IIVI</indexIdentifier>
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            <shareNo>100</shareNo>
            <exercisePrice>45.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3919.8</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. INVITAE C 30 18/9/20</name>
        <lei>N/A</lei>
        <title>OPT. INVITAE C 30 18/9/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="NVTA 200918C00030000"/>
          <other otherDesc="NT_ID" value="9K52Z7U"/>
        </identifiers>
        <balance>-37</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10212</valUSD>
        <pctVal>-0.0045671112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Invitae Corp</indexName>
                <indexIdentifier>NVTA</indexIdentifier>
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            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>30.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5253.65</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. IONIS P C 60 21/8/20</name>
        <lei>N/A</lei>
        <title>OPT. IONIS P C 60 21/8/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="IONS 200821C00060000"/>
          <other otherDesc="NT_ID" value="9K5KCDU"/>
        </identifiers>
        <balance>-13</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2210</valUSD>
        <pctVal>-0.0009883780</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Ionis Pharmaceuticals Inc</indexName>
                <indexIdentifier>IONS</indexIdentifier>
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            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>60.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>860.66</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. JOYY C 90 21/8/20</name>
        <lei>N/A</lei>
        <title>OPT. JOYY C 90 21/8/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="YY 200821C00090000"/>
          <other otherDesc="NT_ID" value="9K55PCU"/>
        </identifiers>
        <balance>-14</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2170</valUSD>
        <pctVal>-0.0009704888</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>JOYY Inc</indexName>
                <indexIdentifier>YY</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>90.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>8721.75</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. NOR C15 18/9/20</name>
        <lei>N/A</lei>
        <title>OPT. NOR C15 18/9/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="NCLH 200918C00015000"/>
          <other otherDesc="NT_ID" value="9K4CCAU"/>
        </identifiers>
        <balance>-126</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18774</valUSD>
        <pctVal>-0.0083962932</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Norwegian Cruise Line Holdings</indexName>
                <indexIdentifier>NCLH</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>15.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>22553.08</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. WINNEBA C 65 18/9/20</name>
        <lei>N/A</lei>
        <title>OPT. WINNEBA C 65 18/9/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="WGO 200918C00065000"/>
          <other otherDesc="NT_ID" value="9K5MYXU"/>
        </identifiers>
        <balance>-16</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4120</valUSD>
        <pctVal>-0.0018425870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Winnebago Industries Inc</indexName>
                <indexIdentifier>WGO</indexIdentifier>
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            <shareNo>100</shareNo>
            <exercisePrice>65.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2023.22</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. ZILLOW C 60 21/8/20</name>
        <lei>N/A</lei>
        <title>OPT. ZILLOW C 60 21/8/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="Z 200821C00060000"/>
          <other otherDesc="NT_ID" value="9K56ZJU"/>
        </identifiers>
        <balance>-145</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-146087.5</valUSD>
        <pctVal>-0.0653346904</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Zillow Group Inc</indexName>
                <indexIdentifier>Z</indexIdentifier>
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            <shareNo>100</shareNo>
            <exercisePrice>60.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-126440.45</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. FORESCO P 14 21/8/20</name>
        <lei>N/A</lei>
        <title>OPT. FORESCO P 14 21/8/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FSCT 200821P00014000"/>
          <other otherDesc="NT_ID" value="9K55PBU"/>
        </identifiers>
        <balance>8</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>480</valUSD>
        <pctVal>0.0002146703</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Forescout Technologies Inc</indexName>
                <indexIdentifier>FSCT</indexIdentifier>
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            <shareNo>100</shareNo>
            <exercisePrice>14.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-8.8</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPT. FORESCO P 15 21/8/20</name>
        <lei>N/A</lei>
        <title>OPT. FORESCO P 15 21/8/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FSCT 200821P00015000"/>
          <other otherDesc="NT_ID" value="9K56ZHU"/>
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        <balance>27</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>837</valUSD>
        <pctVal>0.0003743314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Forescout Technologies Inc</indexName>
                <indexIdentifier>FSCT</indexIdentifier>
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            <shareNo>100</shareNo>
            <exercisePrice>15.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-856.7</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. FORESCO P 20 21/8/20</name>
        <lei>N/A</lei>
        <title>OPT. FORESCO P 20 21/8/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="FSCT 200821P00020000"/>
          <other otherDesc="NT_ID" value="9K4M39U"/>
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        <balance>24</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3000</valUSD>
        <pctVal>0.0013416895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Forescout Technologies Inc</indexName>
                <indexIdentifier>FSCT</indexIdentifier>
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            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>20.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-2472.8</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT. ISHS. P 130 15/1/21</name>
        <lei>N/A</lei>
        <title>OPT. ISHS. P 130 15/1/21</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="LQD 210115P00130000"/>
          <other otherDesc="NT_ID" value="9K5DHVU"/>
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        <balance>60</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9000</valUSD>
        <pctVal>0.0040250686</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board Options Exchange</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>iShares iBoxx $ Investment Gra</indexName>
                <indexIdentifier>LQD</indexIdentifier>
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            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>130.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-638.61</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDS_IX_CCP CDX.NA.HY.34 5% 20250620</name>
        <lei>N/A</lei>
        <title>CDS_IX_CCP CDX.NA.HY.34 5% 20250620</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4NDNU"/>
        </identifiers>
        <balance>145700</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-3790.53</valUSD>
        <pctVal>-0.0016952382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Markit CDX.NA.HY 34 Index" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-809.44" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.000000000000"/>
            <terminationDt>2025-06-20</terminationDt>
            <upfrontPmnt>-4147.500000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>145700</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-569.94</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP GBP RCV 0.23735% PAY LIBOR6M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP GBP RCV 0.23735% PAY LIBOR6M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5CSNU"/>
        </identifiers>
        <balance>70000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt=".7639419"/>
        <valUSD>348.63</valUSD>
        <pctVal>0.0001559177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="GBP" fixedOrFloating="Fixed" fixedRt="0.237350000000"/>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="6M LIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>158.170000000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>70000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>192.01</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP EUR RCV EURIB6M PAY -0.362% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP EUR RCV EURIB6M PAY -0.362% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5DMJU"/>
        </identifiers>
        <balance>450000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".8489324"/>
        <valUSD>-743.33</valUSD>
        <pctVal>-0.0003324394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6M EURIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="EUR" fixedOrFloating="Fixed" fixedRt="-0.362000000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>450000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-743.33</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP CAD RCV 0.748% PAY CDOR3M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP CAD RCV 0.748% PAY CDOR3M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5DMKU"/>
        </identifiers>
        <balance>220000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.33945"/>
        <valUSD>261.82</valUSD>
        <pctVal>0.0001170937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="CAD" fixedOrFloating="Fixed" fixedRt="0.748000000000"/>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="3M BA" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>220000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>261.82</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP ZAR RCV 5.19% PAY JIBAR3M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP ZAR RCV 5.19% PAY JIBAR3M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5DNFU"/>
        </identifiers>
        <balance>2360000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="ZAR" exchangeRt="17.09375"/>
        <valUSD>-12.29</valUSD>
        <pctVal>-0.0000054965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="ZAR" fixedOrFloating="Fixed" fixedRt="5.190000000000"/>
            <floatingPmntDesc curCd="ZAR" fixedOrFloating="Floating" floatingRtIndex="3M JIBAR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>ZAR</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>ZAR</rcptCurCd>
            <notionalAmt>2360000</notionalAmt>
            <curCd>ZAR</curCd>
            <unrealizedAppr>-12.29</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP SGD RCV SIBOR6M PAY 0.557% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP SGD RCV SIBOR6M PAY 0.557% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5DNLU"/>
        </identifiers>
        <balance>290000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="SGD" exchangeRt="1.374"/>
        <valUSD>-787</valUSD>
        <pctVal>-0.0003519699</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="SGD" fixedOrFloating="Floating" floatingRtIndex="6M SOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="SGD" fixedOrFloating="Fixed" fixedRt="0.557000000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>SGD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>SGD</rcptCurCd>
            <notionalAmt>290000</notionalAmt>
            <curCd>SGD</curCd>
            <unrealizedAppr>-787</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS KRW RCV 0.905% PAY KWCDC3M 16-SEP-2025</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>IRS KRW RCV 0.905% PAY KWCDC3M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5EEKU"/>
        </identifiers>
        <balance>300540000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="KRW" exchangeRt="1191.4"/>
        <valUSD>700.01</valUSD>
        <pctVal>0.0003130654</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS NEW YORK</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="KRW" fixedOrFloating="Fixed" fixedRt="0.905000000000"/>
            <floatingPmntDesc curCd="KRW" fixedOrFloating="Floating" floatingRtIndex="3M CD" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>KRW</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>KRW</rcptCurCd>
            <notionalAmt>300540000</notionalAmt>
            <curCd>KRW</curCd>
            <unrealizedAppr>700.01</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP MXN RCV 4.8725% PAY TIIE28D 11-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP MXN RCV 4.8725% PAY TIIE28D 11-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5G36U"/>
        </identifiers>
        <balance>2270000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="MXN" exchangeRt="22.255"/>
        <valUSD>25.54</valUSD>
        <pctVal>0.0000114223</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="MXN" fixedOrFloating="Fixed" fixedRt="4.872500000000"/>
            <floatingPmntDesc curCd="MXN" fixedOrFloating="Floating" floatingRtIndex="28 DAY TIIE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="28" resetDt="Day" resetDtUnit="28"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>MXN</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>MXN</rcptCurCd>
            <notionalAmt>2270000</notionalAmt>
            <curCd>MXN</curCd>
            <unrealizedAppr>25.54</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS KRW RCV 0.895% PAY KWCDC3M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS KRW RCV 0.895% PAY KWCDC3M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5GGBU"/>
        </identifiers>
        <balance>84836800</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="KRW" exchangeRt="1191.4"/>
        <valUSD>162.76</valUSD>
        <pctVal>0.0000727911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="KRW" fixedOrFloating="Fixed" fixedRt="0.895000000000"/>
            <floatingPmntDesc curCd="KRW" fixedOrFloating="Floating" floatingRtIndex="3M CD" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>KRW</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>KRW</rcptCurCd>
            <notionalAmt>84836800</notionalAmt>
            <curCd>KRW</curCd>
            <unrealizedAppr>162.76</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP GBP RCV 0.1655% PAY LIBOR6M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP GBP RCV 0.1655% PAY LIBOR6M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5HP7U"/>
        </identifiers>
        <balance>60000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt=".7639419"/>
        <valUSD>15.97</valUSD>
        <pctVal>0.0000071423</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="GBP" fixedOrFloating="Fixed" fixedRt="0.165500000000"/>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="6M LIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>60000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>15.97</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS KRW RCV 0.89% PAY KWCDC3M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS KRW RCV 0.89% PAY KWCDC3M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5HYWU"/>
        </identifiers>
        <balance>164683200</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="KRW" exchangeRt="1191.4"/>
        <valUSD>282.12</valUSD>
        <pctVal>0.0001261725</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="KRW" fixedOrFloating="Fixed" fixedRt="0.890000000000"/>
            <floatingPmntDesc curCd="KRW" fixedOrFloating="Floating" floatingRtIndex="3M CD" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>KRW</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>KRW</rcptCurCd>
            <notionalAmt>164683200</notionalAmt>
            <curCd>KRW</curCd>
            <unrealizedAppr>282.12</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP EUR RCV EURIB6M PAY -0.38119% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP EUR RCV EURIB6M PAY -0.38119% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5JYTU"/>
        </identifiers>
        <balance>70000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".8489324"/>
        <valUSD>-34.95</valUSD>
        <pctVal>-0.0000156307</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6M EURIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="EUR" fixedOrFloating="Fixed" fixedRt="-0.381190000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>103.230000000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>70000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-137.73</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP SEK RCV STBOR3M PAY 0.06494% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP SEK RCV STBOR3M PAY 0.06494% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5JYWU"/>
        </identifiers>
        <balance>700000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="SEK" exchangeRt="8.7803"/>
        <valUSD>216.07</valUSD>
        <pctVal>0.0000966330</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="SEK" fixedOrFloating="Floating" floatingRtIndex="3M STIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="SEK" fixedOrFloating="Fixed" fixedRt="0.064940000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>SEK</pmntCurCd>
            <upfrontRcpt>87.600000000000</upfrontRcpt>
            <rcptCurCd>SEK</rcptCurCd>
            <notionalAmt>700000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>128.86</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP HKD RCV HIBOR3M PAY 0.705% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP HKD RCV HIBOR3M PAY 0.705% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5JZAU"/>
        </identifiers>
        <balance>560000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="HKD" exchangeRt="7.7503"/>
        <valUSD>-482.84</valUSD>
        <pctVal>-0.0002159405</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="HKD" fixedOrFloating="Floating" floatingRtIndex="3M HIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="HKD" fixedOrFloating="Fixed" fixedRt="0.705000000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>HKD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>HKD</rcptCurCd>
            <notionalAmt>560000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>-482.84</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS KRW RCV 0.845% PAY KWCDC3M 16-SEP-2025</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>IRS KRW RCV 0.845% PAY KWCDC3M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5JZJU"/>
        </identifiers>
        <balance>122250000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="KRW" exchangeRt="1191.4"/>
        <valUSD>-16.53</valUSD>
        <pctVal>-0.0000073927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK N.A. NEW YORK</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="KRW" fixedOrFloating="Fixed" fixedRt="0.845000000000"/>
            <floatingPmntDesc curCd="KRW" fixedOrFloating="Floating" floatingRtIndex="3M CD" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>KRW</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>KRW</rcptCurCd>
            <notionalAmt>122250000</notionalAmt>
            <curCd>KRW</curCd>
            <unrealizedAppr>-16.53</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP HKD RCV HIBOR3M PAY 0.69% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP HKD RCV HIBOR3M PAY 0.69% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5JZLU"/>
        </identifiers>
        <balance>1040000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="HKD" exchangeRt="7.7503"/>
        <valUSD>-796.51</valUSD>
        <pctVal>-0.0003562230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="HKD" fixedOrFloating="Floating" floatingRtIndex="3M HIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="HKD" fixedOrFloating="Fixed" fixedRt="0.690000000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>HKD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>HKD</rcptCurCd>
            <notionalAmt>1040000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>-796.51</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS KRW RCV 0.835% PAY KWCDC3M 16-SEP-2025</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>IRS KRW RCV 0.835% PAY KWCDC3M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5KFGU"/>
        </identifiers>
        <balance>240170000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="KRW" exchangeRt="1191.4"/>
        <valUSD>-131.11</valUSD>
        <pctVal>-0.0000586363</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK N.A. NEW YORK</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="KRW" fixedOrFloating="Fixed" fixedRt="0.835000000000"/>
            <floatingPmntDesc curCd="KRW" fixedOrFloating="Floating" floatingRtIndex="3M CD" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>KRW</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>KRW</rcptCurCd>
            <notionalAmt>240170000</notionalAmt>
            <curCd>KRW</curCd>
            <unrealizedAppr>-131.11</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP GBP RCV 0.1635% PAY LIBOR6M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP GBP RCV 0.1635% PAY LIBOR6M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5KGCU"/>
        </identifiers>
        <balance>50000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt=".7639419"/>
        <valUSD>6.75</valUSD>
        <pctVal>0.0000030188</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="GBP" fixedOrFloating="Fixed" fixedRt="0.163500000000"/>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="6M LIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>50000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>6.75</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP SEK RCV STBOR3M PAY 0.0925% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP SEK RCV STBOR3M PAY 0.0925% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5KGFU"/>
        </identifiers>
        <balance>1180000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="SEK" exchangeRt="8.7803"/>
        <valUSD>177.64</valUSD>
        <pctVal>0.0000794459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="SEK" fixedOrFloating="Floating" floatingRtIndex="3M STIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="SEK" fixedOrFloating="Fixed" fixedRt="0.092500000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>SEK</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>SEK</rcptCurCd>
            <notionalAmt>1180000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>177.64</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP SGD RCV SORF6M PAY 0.496% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP SGD RCV SORF6M PAY 0.496% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5KGLU"/>
        </identifiers>
        <balance>180000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="SGD" exchangeRt="1.374"/>
        <valUSD>-88.24</valUSD>
        <pctVal>-0.0000394636</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="SGD" fixedOrFloating="Floating" floatingRtIndex="6M SOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="SGD" fixedOrFloating="Fixed" fixedRt="0.496000000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>SGD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>SGD</rcptCurCd>
            <notionalAmt>180000</notionalAmt>
            <curCd>SGD</curCd>
            <unrealizedAppr>-88.24</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP SEK RCV STBOR3M PAY 0.115% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP SEK RCV STBOR3M PAY 0.115% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5L58U"/>
        </identifiers>
        <balance>1400000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="SEK" exchangeRt="8.7803"/>
        <valUSD>30.01</valUSD>
        <pctVal>0.0000134214</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="SEK" fixedOrFloating="Floating" floatingRtIndex="3M STIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="SEK" fixedOrFloating="Fixed" fixedRt="0.115000000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>SEK</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>SEK</rcptCurCd>
            <notionalAmt>1400000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>30.01</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP SEK RCV STBOR3M PAY 0.092% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP SEK RCV STBOR3M PAY 0.092% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5LFRU"/>
        </identifiers>
        <balance>720000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="SEK" exchangeRt="8.7803"/>
        <valUSD>110.45</valUSD>
        <pctVal>0.0000493965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="SEK" fixedOrFloating="Floating" floatingRtIndex="3M STIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="SEK" fixedOrFloating="Fixed" fixedRt="0.092000000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>SEK</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>SEK</rcptCurCd>
            <notionalAmt>720000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>110.45</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP SGD RCV SORF6M PAY 0.542% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP SGD RCV SORF6M PAY 0.542% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5LFTU"/>
        </identifiers>
        <balance>100000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="SGD" exchangeRt="1.374"/>
        <valUSD>-216.7</valUSD>
        <pctVal>-0.0000969147</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="SGD" fixedOrFloating="Floating" floatingRtIndex="6M SOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="SGD" fixedOrFloating="Fixed" fixedRt="0.542000000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>SGD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>SGD</rcptCurCd>
            <notionalAmt>100000</notionalAmt>
            <curCd>SGD</curCd>
            <unrealizedAppr>-216.7</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP SEK RCV STBOR3M PAY 0.1025% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP SEK RCV STBOR3M PAY 0.1025% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5MR2U"/>
        </identifiers>
        <balance>1150000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="SEK" exchangeRt="8.7803"/>
        <valUSD>107.13</valUSD>
        <pctVal>0.0000479117</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="SEK" fixedOrFloating="Floating" floatingRtIndex="3M STIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="SEK" fixedOrFloating="Fixed" fixedRt="0.102500000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>SEK</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>SEK</rcptCurCd>
            <notionalAmt>1150000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>107.13</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP SEK RCV STBOR3M PAY 0.065% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP SEK RCV STBOR3M PAY 0.065% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5HP6U"/>
        </identifiers>
        <balance>1340000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="SEK" exchangeRt="8.7803"/>
        <valUSD>413.16</valUSD>
        <pctVal>0.0001847775</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="SEK" fixedOrFloating="Floating" floatingRtIndex="3M STIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="SEK" fixedOrFloating="Fixed" fixedRt="0.065000000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>SEK</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>SEK</rcptCurCd>
            <notionalAmt>1340000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>413.16</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP PLN RCV WIBOR6M PAY 0.63% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP PLN RCV WIBOR6M PAY 0.63% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4TGJU"/>
        </identifiers>
        <balance>290000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="PLN" exchangeRt="3.74535"/>
        <valUSD>-448.97</valUSD>
        <pctVal>-0.0002007928</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="PLN" fixedOrFloating="Floating" floatingRtIndex="6M WIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="PLN" fixedOrFloating="Fixed" fixedRt="0.630000000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>PLN</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>PLN</rcptCurCd>
            <notionalAmt>290000</notionalAmt>
            <curCd>PLN</curCd>
            <unrealizedAppr>-448.97</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP GBP RCV 0.2805% PAY LIBOR6M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP GBP RCV 0.2805% PAY LIBOR6M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4TGKU"/>
        </identifiers>
        <balance>60000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt=".7639419"/>
        <valUSD>468.69</valUSD>
        <pctVal>0.0002096122</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="GBP" fixedOrFloating="Fixed" fixedRt="0.280500000000"/>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="6M LIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>60000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>468.69</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP EUR RCV EURIB6M PAY -0.3085% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP EUR RCV EURIB6M PAY -0.3085% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4TGQU"/>
        </identifiers>
        <balance>1090000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".8489324"/>
        <valUSD>-5302.76</valUSD>
        <pctVal>-0.0023715525</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6M EURIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="EUR" fixedOrFloating="Fixed" fixedRt="-0.308500000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>1090000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-5302.76</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP USD RCV 0.4035% PAY LIBOR3M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP USD RCV 0.4035% PAY LIBOR3M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4TGSU"/>
        </identifiers>
        <balance>230000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1652.85</valUSD>
        <pctVal>0.0007392039</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.403500000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3M LIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>230000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1652.85</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP CAD RCV 0.7745% PAY CDOR3M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP CAD RCV 0.7745% PAY CDOR3M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4TGUU"/>
        </identifiers>
        <balance>740000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.33945"/>
        <valUSD>1608.56</valUSD>
        <pctVal>0.0007193960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="CAD" fixedOrFloating="Fixed" fixedRt="0.774500000000"/>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="3M BA" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>740000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>1608.56</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP ZAR RCV 5.595% PAY JIBAR3M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP ZAR RCV 5.595% PAY JIBAR3M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4TJVU"/>
        </identifiers>
        <balance>2930000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="ZAR" exchangeRt="17.09375"/>
        <valUSD>3081.4</valUSD>
        <pctVal>0.0013780941</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="ZAR" fixedOrFloating="Fixed" fixedRt="5.595000000000"/>
            <floatingPmntDesc curCd="ZAR" fixedOrFloating="Floating" floatingRtIndex="3M JIBAR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>ZAR</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>ZAR</rcptCurCd>
            <notionalAmt>2930000</notionalAmt>
            <curCd>ZAR</curCd>
            <unrealizedAppr>3081.4</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP SGD RCV SIBOR6M PAY 0.6025% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP SGD RCV SIBOR6M PAY 0.6025% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4UAQU"/>
        </identifiers>
        <balance>35000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="SGD" exchangeRt="1.374"/>
        <valUSD>-153.03</valUSD>
        <pctVal>-0.0000684396</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="SGD" fixedOrFloating="Floating" floatingRtIndex="6M SOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="SGD" fixedOrFloating="Fixed" fixedRt="0.602500000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>SGD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>SGD</rcptCurCd>
            <notionalAmt>35000</notionalAmt>
            <curCd>SGD</curCd>
            <unrealizedAppr>-153.03</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP AUD RCV 0.485% PAY BBSW6M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP AUD RCV 0.485% PAY BBSW6M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4UBTU"/>
        </identifiers>
        <balance>625000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="AUD" exchangeRt="1.399678"/>
        <valUSD>2261.2</valUSD>
        <pctVal>0.0010112761</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="AUD" fixedOrFloating="Fixed" fixedRt="0.485000000000"/>
            <floatingPmntDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="6M BILLS" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>AUD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
            <notionalAmt>625000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>2261.2</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP AUD RCV 0.476% PAY BBSW6M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP AUD RCV 0.476% PAY BBSW6M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4UBVU"/>
        </identifiers>
        <balance>1015000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="AUD" exchangeRt="1.399678"/>
        <valUSD>3347.43</valUSD>
        <pctVal>0.0014970706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="AUD" fixedOrFloating="Fixed" fixedRt="0.476000000000"/>
            <floatingPmntDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="6M BILLS" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>AUD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
            <notionalAmt>1015000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>3347.43</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP SGD RCV SIBOR6M PAY 0.59% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP SGD RCV SIBOR6M PAY 0.59% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4UDDU"/>
        </identifiers>
        <balance>250000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="SGD" exchangeRt="1.374"/>
        <valUSD>-979.18</valUSD>
        <pctVal>-0.0004379185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="SGD" fixedOrFloating="Floating" floatingRtIndex="6M SOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="SGD" fixedOrFloating="Fixed" fixedRt="0.590000000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>SGD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>SGD</rcptCurCd>
            <notionalAmt>250000</notionalAmt>
            <curCd>SGD</curCd>
            <unrealizedAppr>-979.18</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP MXN RCV 5.1675% PAY TIIE28D 11-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP MXN RCV 5.1675% PAY TIIE28D 11-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4UDEU"/>
        </identifiers>
        <balance>3380000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="MXN" exchangeRt="22.255"/>
        <valUSD>2060.12</valUSD>
        <pctVal>0.0009213472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="MXN" fixedOrFloating="Fixed" fixedRt="5.167500000000"/>
            <floatingPmntDesc curCd="MXN" fixedOrFloating="Floating" floatingRtIndex="28 DAY TIIE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="28" resetDt="Day" resetDtUnit="28"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>MXN</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>MXN</rcptCurCd>
            <notionalAmt>3380000</notionalAmt>
            <curCd>MXN</curCd>
            <unrealizedAppr>2060.12</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP USD RCV 0.382% PAY LIBOR3M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP USD RCV 0.382% PAY LIBOR3M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4UFCU"/>
        </identifiers>
        <balance>50000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>305.58</valUSD>
        <pctVal>0.0001366645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.382000000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3M LIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>50000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>305.58</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP HKD RCV HIBOR3M PAY 0.845% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP HKD RCV HIBOR3M PAY 0.845% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4UFMU"/>
        </identifiers>
        <balance>5011500</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="HKD" exchangeRt="7.7503"/>
        <valUSD>-8827.48</valUSD>
        <pctVal>-0.0039479125</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="HKD" fixedOrFloating="Floating" floatingRtIndex="3M HIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="HKD" fixedOrFloating="Fixed" fixedRt="0.845000000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>HKD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>HKD</rcptCurCd>
            <notionalAmt>5011500</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>-8827.48</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP USD RCV 0.3925% PAY LIBOR3M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP USD RCV 0.3925% PAY LIBOR3M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4UGVU"/>
        </identifiers>
        <balance>60000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>398.19</valUSD>
        <pctVal>0.0001780825</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.392500000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3M LIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>60000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>398.19</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS KRW RCV 0.87% PAY KWCDC3M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS KRW RCV 0.87% PAY KWCDC3M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4VGAU"/>
        </identifiers>
        <balance>273410000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="KRW" exchangeRt="1191.4"/>
        <valUSD>243.78</valUSD>
        <pctVal>0.0001090257</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="KRW" fixedOrFloating="Fixed" fixedRt="0.870000000000"/>
            <floatingPmntDesc curCd="KRW" fixedOrFloating="Floating" floatingRtIndex="3M CD" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>KRW</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>KRW</rcptCurCd>
            <notionalAmt>273410000</notionalAmt>
            <curCd>KRW</curCd>
            <unrealizedAppr>243.78</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP HKD RCV HIBOR3M PAY 0.8325% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP HKD RCV HIBOR3M PAY 0.8325% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K4XB7U"/>
        </identifiers>
        <balance>460000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="HKD" exchangeRt="7.7503"/>
        <valUSD>-773.33</valUSD>
        <pctVal>-0.0003458563</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="HKD" fixedOrFloating="Floating" floatingRtIndex="3M HIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="HKD" fixedOrFloating="Fixed" fixedRt="0.832500000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>HKD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>HKD</rcptCurCd>
            <notionalAmt>460000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>-773.33</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP MXN RCV 5.01% PAY TIIE28D 11-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP MXN RCV 5.01% PAY TIIE28D 11-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K51YAU"/>
        </identifiers>
        <balance>1820000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="MXN" exchangeRt="22.255"/>
        <valUSD>527.98</valUSD>
        <pctVal>0.0002361284</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="MXN" fixedOrFloating="Fixed" fixedRt="5.010000000000"/>
            <floatingPmntDesc curCd="MXN" fixedOrFloating="Floating" floatingRtIndex="28 DAY TIIE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="28" resetDt="Day" resetDtUnit="28"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>MXN</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>MXN</rcptCurCd>
            <notionalAmt>1820000</notionalAmt>
            <curCd>MXN</curCd>
            <unrealizedAppr>527.98</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP EUR RCV EURIB6M PAY -0.3275% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP EUR RCV EURIB6M PAY -0.3275% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K54WEU"/>
        </identifiers>
        <balance>160000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".8489324"/>
        <valUSD>-595.81</valUSD>
        <pctVal>-0.0002664640</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6M EURIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="EUR" fixedOrFloating="Fixed" fixedRt="-0.327500000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>160000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-595.81</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP MXN RCV 4.87% PAY TIIE28D 11-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP MXN RCV 4.87% PAY TIIE28D 11-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K55XWU"/>
        </identifiers>
        <balance>1580000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="MXN" exchangeRt="22.255"/>
        <valUSD>9.76</valUSD>
        <pctVal>0.0000043650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="MXN" fixedOrFloating="Fixed" fixedRt="4.870000000000"/>
            <floatingPmntDesc curCd="MXN" fixedOrFloating="Floating" floatingRtIndex="28 DAY TIIE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="28" resetDt="Day" resetDtUnit="28"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>MXN</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>MXN</rcptCurCd>
            <notionalAmt>1580000</notionalAmt>
            <curCd>MXN</curCd>
            <unrealizedAppr>9.76</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP MXN RCV 4.8125% PAY TIIE28D 11-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP MXN RCV 4.8125% PAY TIIE28D 11-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K56FYU"/>
        </identifiers>
        <balance>1800000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="MXN" exchangeRt="22.255"/>
        <valUSD>-198.77</valUSD>
        <pctVal>-0.0000888959</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="MXN" fixedOrFloating="Fixed" fixedRt="4.812500000000"/>
            <floatingPmntDesc curCd="MXN" fixedOrFloating="Floating" floatingRtIndex="28 DAY TIIE" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="28" resetDt="Day" resetDtUnit="28"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-11</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>MXN</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>MXN</rcptCurCd>
            <notionalAmt>1800000</notionalAmt>
            <curCd>MXN</curCd>
            <unrealizedAppr>-198.77</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP EUR RCV EURIB6M PAY -0.347% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP EUR RCV EURIB6M PAY -0.347% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K56YPU"/>
        </identifiers>
        <balance>230000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt=".8489324"/>
        <valUSD>-587.13</valUSD>
        <pctVal>-0.0002625821</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6M EURIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="EUR" fixedOrFloating="Fixed" fixedRt="-0.347000000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>230000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-587.13</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP PLN RCV WIBOR6M PAY 0.595% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP PLN RCV WIBOR6M PAY 0.595% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K58FVU"/>
        </identifiers>
        <balance>1850000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="PLN" exchangeRt="3.74535"/>
        <valUSD>-2001.81</valUSD>
        <pctVal>-0.0008952692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="PLN" fixedOrFloating="Floating" floatingRtIndex="6M WIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="PLN" fixedOrFloating="Fixed" fixedRt="0.595000000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>PLN</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>PLN</rcptCurCd>
            <notionalAmt>1850000</notionalAmt>
            <curCd>PLN</curCd>
            <unrealizedAppr>-2001.81</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP GBP RCV 0.21106% PAY LIBOR6M 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP GBP RCV 0.21106% PAY LIBOR6M 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K5AZNU"/>
        </identifiers>
        <balance>140000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt=".7639419"/>
        <valUSD>455.75</valUSD>
        <pctVal>0.0002038250</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0" curCd="GBP" fixedOrFloating="Fixed" fixedRt="0.211060000000"/>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="6M LIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>-197.930000000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>140000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>651.7</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRS_CCP HKD RCV HIBOR3M PAY 0.7975% 16-SEP-2025</name>
        <lei>N/A</lei>
        <title>IRS_CCP HKD RCV HIBOR3M PAY 0.7975% 16-SEP-2025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="N/A"/>
          <other otherDesc="NT_ID" value="9K58U3U"/>
        </identifiers>
        <balance>2970000</balance>
        <units>OU</units>
        <descOthUnits>NOTIONAL</descOthUnits>
        <currencyConditional curCd="HKD" exchangeRt="7.7503"/>
        <valUSD>-4325.36</valUSD>
        <pctVal>-0.0019344301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="HKD" fixedOrFloating="Floating" floatingRtIndex="3M HIBOR" floatingRtSpread="0.000000000000" pmntAmt="0.000000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0" curCd="HKD" fixedOrFloating="Fixed" fixedRt="0.797500000000"/>
            <terminationDt>2025-09-16</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>HKD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>HKD</rcptCurCd>
            <notionalAmt>2970000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>-4325.36</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-08-26</ncom:dateSigned>
      <ncom:nameOfApplicant>Morningstar Funds Trust</ncom:nameOfApplicant>
      <ncom:signature>Illinan Sary</ncom:signature>
      <ncom:signerName>Illinan Sary</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
