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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>REGIONS FINL CORP NEW</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>REGIONS FINL CORP NEW 2.75% 08/14/2022</title>
        <cusip>7591EPAM2</cusip>
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        <balance>5446000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-14</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 3.514% 06/18/2022</title>
        <cusip>46647PAS5</cusip>
        <identifiers>
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        <balance>13681000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14015847.54000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03514000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>BANK OF THE WEST AUTO TRUST 2019-1</name>
        <lei>549300VWQMQWM78WF314</lei>
        <title>BANK OF THE WEST AUTO TRUST 2019-1 2.4% 10/17/2022 144A</title>
        <cusip>065606AB1</cusip>
        <identifiers>
          <isin value="US065606AB16"/>
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        <balance>1302261.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1309108.69000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02400000</annualizedRt>
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      <invstOrSec>
        <name>GS MTG SECS CORP TR 2012-BWTR</name>
        <lei>5493005BBCF84ICNQ550</lei>
        <title>GSMS 2017-GS8 A1 2.222% 12/31/2049</title>
        <cusip>36254KAH5</cusip>
        <identifiers>
          <isin value="US36254KAH59"/>
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        <balance>874537.15350000</balance>
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        <curCd>USD</curCd>
        <valUSD>882602.05000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02222000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TR 2019-4</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TR 2019-4 2.2% 07/15/2022 144A</title>
        <cusip>14686YAC1</cusip>
        <identifiers>
          <isin value="US14686YAC12"/>
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        <balance>503000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504693.85000000</valUSD>
        <pctVal>0.020966155773</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02200000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EMERA US FINANCE LP</name>
        <lei>N/A</lei>
        <title>EMERA US FINANCE LP 2.7% 06/15/2021</title>
        <cusip>29103DAF3</cusip>
        <identifiers>
          <isin value="US29103DAF33"/>
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        <balance>738000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>749545.94000000</valUSD>
        <pctVal>0.031137880791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 10/28 #486623</title>
        <cusip>36210ASL2</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>332.63880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>376.71000000</valUSD>
        <pctVal>0.000015649409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>HYUNDAI AUTO LEASE SECURITIZATION TRUST 2020-A</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO LEASE SECURITIZATION TRUST 20 A 1.95% 07/17/2023 144A</title>
        <cusip>44935SAC0</cusip>
        <identifiers>
          <isin value="US44935SAC08"/>
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        <balance>3019000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3053889.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01950000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>IBM CORPORATION</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>IBM CORPORATION 2.8% 05/13/2021</title>
        <cusip>459200JW2</cusip>
        <identifiers>
          <isin value="US459200JW25"/>
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        <balance>6539000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6664374.80000000</valUSD>
        <pctVal>0.276853621639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02800000</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>GOLDMAN SACHS GROUP INC (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC (THE) 2.876%/VAR 10/31/2022</title>
        <cusip>38148YAC2</cusip>
        <identifiers>
          <isin value="US38148YAC21"/>
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        <balance>14052000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14330220.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02876000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2019-1</name>
        <lei>N/A</lei>
        <title>GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2019-1 2.97% 11/16/2023</title>
        <cusip>36256XAD4</cusip>
        <identifiers>
          <isin value="US36256XAD49"/>
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        <balance>3388000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3455351.75000000</valUSD>
        <pctVal>0.143543344234</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02970000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>GS MORTGAGE SECURITIES CORPORATION II</name>
        <lei>N/A</lei>
        <title>GSMS 2012-GC6 A3 3.482% 01/45</title>
        <cusip>36192BAY3</cusip>
        <identifiers>
          <isin value="US36192BAY39"/>
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        <balance>3035536.02610000</balance>
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        <curCd>USD</curCd>
        <valUSD>3108798.38000000</valUSD>
        <pctVal>0.129146711623</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03482000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>COMCAST CORP NEW</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP 3.125% 7/15/22</title>
        <cusip>20030NBD2</cusip>
        <identifiers>
          <isin value="US20030NBD21"/>
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        <balance>754000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>786236.09000000</valUSD>
        <pctVal>0.032662074915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/28 #473582</title>
        <cusip>36209KCT3</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>1243.13880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1411.50000000</valUSD>
        <pctVal>0.000058636991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>GS MTG SECS TR 2014-GC18</name>
        <lei>N/A</lei>
        <title>GS MTG SECS TR 2014-GC18 AAB 3.648% 01/10/2047</title>
        <cusip>36252RAQ2</cusip>
        <identifiers>
          <isin value="US36252RAQ20"/>
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        <curCd>USD</curCd>
        <valUSD>45898.72000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03648000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PARK PL SECS INC</name>
        <lei>N/A</lei>
        <title>PPSI 2005-WCH1 M4 1ML+83 1/36</title>
        <cusip>70069FFL6</cusip>
        <identifiers>
          <isin value="US70069FFL67"/>
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        <balance>423368.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>425410.58000000</valUSD>
        <pctVal>0.017672544430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02871750</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DAIMLER FIN NORTH AMER LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FIN NORTH AMER LLC 2.45% 05/18/2020 144A</title>
        <cusip>233851BV5</cusip>
        <identifiers>
          <isin value="US233851BV58"/>
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        <balance>2200000.00000000</balance>
        <units>PA</units>
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        <name>COMM 2013-LC6 MTG TR</name>
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        <name>BANK OF AMERICA, N.A.</name>
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        <name>ABBVIE INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>HOLMES MASTER ISSUER PLC</name>
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        <name>CARMAX AUTO OWNER TRUST 2016-4</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>FORD CR AUTO OWNER TR 2015-REV2</name>
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        <title>FORDR 2015-2 A 2.44% 01/27</title>
        <cusip>34530WAA5</cusip>
        <identifiers>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/30 #528329</title>
        <cusip>36212A4N2</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>FIRSTKEY MTG TR 2015-1</name>
        <lei>N/A</lei>
        <title>FIRSTKEY MORTGAGE TRUST 2015-1 A9 VAR 03/25/2045 144A</title>
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        <assetCat>ABS-CBDO</assetCat>
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          <couponKind>Variable</couponKind>
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        <name>CANADIAN PACER AUTO RECEIVABLES TRUST 2018</name>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <cusip>61744YAJ7</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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        <name>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>WEC ENERGY GROUP INC</name>
        <lei>549300IGLYTZUK3PVP70</lei>
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          <isin value="US92939UAA43"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03375000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>WGL HOLDINGS INC</name>
        <lei>549300FMXG4FL88R7K50</lei>
        <title>WGL HOLDINGS INC FRN 3ML+55 03/12/2020</title>
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        <curCd>USD</curCd>
        <valUSD>8248562.43000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02437250</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2016-27 HK 3% 01/25/2041</title>
        <cusip>3136ASAZ9</cusip>
        <identifiers>
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        <name>TRANSCANADA PIPELINES LTD</name>
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        <name>BA CR CARD TR</name>
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        <name>JP MORGAN CHASE COMMERCIAL MORTGAGE SE TR 2012-C8</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BOEING CO</name>
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        <name>ALLY MASTER OWNER TR</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>CGDB COML MTG TR 2017-BIO</name>
        <lei>N/A</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/32 #569702</title>
        <cusip>36200Q3K8</cusip>
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          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>786.99000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THE HUNTINGTON NATIONAL BANK</name>
        <lei>2WHM8VNJH63UN14OL754</lei>
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        <cusip>44644AAG2</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02291000</annualizedRt>
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      <invstOrSec>
        <name>BMW FLOORPLAN MASTER OWNER TR</name>
        <lei>N/A</lei>
        <title>BMW FLOORPLAN MASTER OWNER TR 3.15% 5/15/23 144A</title>
        <cusip>05564UAM2</cusip>
        <identifiers>
          <isin value="US05564UAM27"/>
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        <balance>5098000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5204272.91000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03150000</annualizedRt>
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      <invstOrSec>
        <name>DUKE ENERGY CORP NEW</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
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        <cusip>26441CAR6</cusip>
        <identifiers>
          <isin value="US26441CAR60"/>
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        <balance>1695000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1704341.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01800000</annualizedRt>
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      <invstOrSec>
        <name>VOLKSWAGEN AUTO LN ENHANCED TR 2018-1</name>
        <lei>N/A</lei>
        <title>VOLKSWAGEN AUTO LN ENHANCED TR 2018-1 A3 3.02% 11/21/2022</title>
        <cusip>92868LAD3</cusip>
        <identifiers>
          <isin value="US92868LAD38"/>
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        <balance>3316000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3370421.86000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03020000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SYNOVUS BANK</name>
        <lei>DX0JX77PRMOELF7VG772</lei>
        <title>SYNOVUS BANK 2.289%/VAR 02/10/2023</title>
        <cusip>87164DQS2</cusip>
        <identifiers>
          <isin value="US87164DQS26"/>
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        <balance>1383000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1399015.51000000</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>2023-02-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02289000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC 2.65% 01/11/2021</title>
        <cusip>06739FJJ1</cusip>
        <identifiers>
          <isin value="US06739FJJ12"/>
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        <balance>9131000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9207129.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</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>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 2.75% 06/23/2020</title>
        <cusip>46625HLW8</cusip>
        <identifiers>
          <isin value="US46625HLW87"/>
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        <balance>1180000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1183065.63000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FHLG 30YR 8.5% 08/01/2027#</title>
        <cusip>3128FQ4A7</cusip>
        <identifiers>
          <isin value="US3128FQ4A76"/>
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        <balance>14491.19810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16725.43000000</valUSD>
        <pctVal>0.000694813243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ITC HLDGS CORP</name>
        <lei>549300HTO5U9D3SLE207</lei>
        <title>ITC HLDGS CORP 2.7% 11/15/2022</title>
        <cusip>465685AM7</cusip>
        <identifiers>
          <isin value="US465685AM76"/>
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        <balance>3596000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3709069.68000000</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>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02700000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UPGRADE RECEIVABLES TRUST 2018-1</name>
        <lei>549300UMBWHB16NVTN39</lei>
        <title>UPGRADE RECEIVABLES TRUST 2018-1A A 3.76% 11/15/2024 144A</title>
        <cusip>91532UAA7</cusip>
        <identifiers>
          <isin value="US91532UAA79"/>
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        <balance>685631.34540000</balance>
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        <curCd>USD</curCd>
        <valUSD>687027.43000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03760000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP 3.35% 03/09/2021</title>
        <cusip>126650DC1</cusip>
        <identifiers>
          <isin value="US126650DC17"/>
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        <balance>4257000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4326340.27000000</valUSD>
        <pctVal>0.179726232113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03350000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>GM FINL AUTOMOBILE LEASING TR 2019-1</name>
        <lei>N/A</lei>
        <title>GM FINL AUTOMOBILE LEASING TR 2019-1 2.67% 03/21/2022</title>
        <cusip>36257AAD3</cusip>
        <identifiers>
          <isin value="US36257AAD37"/>
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        <balance>1678000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1700191.21000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02670000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/31 #781324</title>
        <cusip>36225BPH5</cusip>
        <identifiers>
          <isin value="US36225BPH59"/>
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        <balance>7367.51470000</balance>
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        <curCd>USD</curCd>
        <valUSD>8501.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>WESTERN GAS PARTNERS LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WESTERN GAS PARTNERS LP 3.1% 02/01/2025</title>
        <cusip>958667AB3</cusip>
        <identifiers>
          <isin value="US958667AB34"/>
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        <balance>2828000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2826105.38000000</valUSD>
        <pctVal>0.117402987237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03100000</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>FORD MTR CR CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MTR CR CO LLC 2.343% 11/02/2020</title>
        <cusip>345397YS6</cusip>
        <identifiers>
          <isin value="US345397YS67"/>
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        <balance>7500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7519516.58000000</valUSD>
        <pctVal>0.312378199099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02343000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>AVOLON HLDGS FDG LTD</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>AVOLON HLDGS FDG LTD 3.625% 05/01/2022 144A</title>
        <cusip>05401AAE1</cusip>
        <identifiers>
          <isin value="US05401AAE10"/>
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        <balance>685000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>701207.51000000</valUSD>
        <pctVal>0.029129790038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <cusip>06051GHC6</cusip>
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          <isin value="US06051GHC69"/>
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        <curCd>USD</curCd>
        <valUSD>10625828.91000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BRIXMOR OPERATING PARTNERSHIP LP</name>
        <lei>549300CJHBL7JBUA6503</lei>
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        <cusip>11120VAB9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>6787179.30000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ALLY AUTO RECEIVABLES TRUST 2019-4</name>
        <lei>N/A</lei>
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        <cusip>02007TAB1</cusip>
        <identifiers>
          <isin value="US02007TAB17"/>
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        <balance>3545000.00000000</balance>
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        <valUSD>3561166.62000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AON CORP2</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
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        <identifiers>
          <isin value="US037389BD49"/>
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        <balance>6291000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NEW YORK ST URBAN DEV CORP REV</name>
        <lei>N/A</lei>
        <title>NYS UDC 2.55% 03/15/22</title>
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        <identifiers>
          <isin value="US6500356Z67"/>
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        <balance>7565000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7729236.15000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 2.375% 08/15/2024</title>
        <cusip>912828D56</cusip>
        <identifiers>
          <isin value="US912828D564"/>
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        <balance>108392000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>115251181.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/32 #574355</title>
        <cusip>36200WBY6</cusip>
        <identifiers>
          <isin value="US36200WBY66"/>
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        <balance>385.27050000</balance>
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        <curCd>USD</curCd>
        <valUSD>441.66000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>NORTHROP GRUMMAN CORP</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NORTHROP GRUMMAN CORP 2.08% 10/15/2020</title>
        <cusip>666807BL5</cusip>
        <identifiers>
          <isin value="US666807BL56"/>
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        <balance>1164000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1166578.68000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02080000</annualizedRt>
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      <invstOrSec>
        <name>FORD MTR CR CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MTR CR CO LLC 3.336% 03/18/2021</title>
        <cusip>345397XW8</cusip>
        <identifiers>
          <isin value="US345397XW88"/>
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        <balance>11156000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11253995.31000000</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>2021-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03336000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERGY 2.5% 03/15/2021</title>
        <cusip>30040WAA6</cusip>
        <identifiers>
          <isin value="US30040WAA62"/>
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        <balance>3618000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3645919.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
          <isDefault>N</isDefault>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>DISCOVER BANK</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
        <title>DISCOVER BANK 3.35% 02/06/2023</title>
        <cusip>25466AAK7</cusip>
        <identifiers>
          <isin value="US25466AAK79"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5243614.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03350000</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>DAIMLER FIN NORTH AMER LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FIN NORTH AMER LLC 2.2% 05/05/2020 144A</title>
        <cusip>233851CY8</cusip>
        <identifiers>
          <isin value="US233851CY88"/>
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        <balance>6956000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6960375.67000000</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>2020-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02200000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GLAXOSMITHKLINE CAP PLC</name>
        <lei>549300U0LV41VX7LEP38</lei>
        <title>GLAXOSMITHKLINE CAP PLC 3.125% 05/14/2021</title>
        <cusip>377373AE5</cusip>
        <identifiers>
          <isin value="US377373AE54"/>
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        <balance>1260000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1289296.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>ENTERPRISE FLEET FING 2019-1 LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FING 2019-1 LLC 2.98% 10/20/2024 144A</title>
        <cusip>29374AAB0</cusip>
        <identifiers>
          <isin value="US29374AAB08"/>
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        <balance>3134481.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3188505.49000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02980000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FHLG 30YR 8.5% 08/01/2027#</title>
        <cusip>31283G3U9</cusip>
        <identifiers>
          <isin value="US31283G3U95"/>
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        <balance>1429.63590000</balance>
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        <curCd>USD</curCd>
        <valUSD>1624.55000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYNCHRONY FINANCIAL 4.375% 03/19/2024</title>
        <cusip>87165BAN3</cusip>
        <identifiers>
          <isin value="US87165BAN38"/>
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        <balance>5198000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5601717.07000000</valUSD>
        <pctVal>0.232708349210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BX 2020-BXLP</name>
        <lei>N/A</lei>
        <title>BX 2020-BXLP A 1ML+82.15 12/15/2029 144A</title>
        <cusip>05607QAA6</cusip>
        <identifiers>
          <isin value="US05607QAA67"/>
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        <balance>2605000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2606204.03000000</valUSD>
        <pctVal>0.108267773960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02458500</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/28 #475118</title>
        <cusip>36209LYP5</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MYLAN NV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SUNTRUST BANK</name>
        <lei>IYDOJBGJWY9T8XKCSX06</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>SCHLUMBERGER INVT SA</name>
        <lei>529900EZ29I5KXPV2J32</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DLL 2019-2 LLC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>COMMONSPIRIT HEALTH</name>
        <lei>4SXHN5XW08IBO0UG2V58</lei>
        <title>COMMONSPIRIT HEALTH CP .02 03/25/2020</title>
        <cusip>14918GCR5</cusip>
        <identifiers>
          <ticker value="CATHIB"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN EXPRESS CO</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS CO 2.75% 05/20/2022</title>
        <cusip>025816CD9</cusip>
        <identifiers>
          <isin value="US025816CD95"/>
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        <balance>10244000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10498132.54000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
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        <name>UPGRADE RECEIVABLES TRUST 2019-2</name>
        <lei>5493009DX1Z3IUWYTS52</lei>
        <title>UPGRADE RECEIVABLES TRUST 2019-2 2.77% 10/15/2025 144A</title>
        <cusip>91532MAA5</cusip>
        <identifiers>
          <isin value="US91532MAA53"/>
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        <balance>1695604.62990000</balance>
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        <curCd>USD</curCd>
        <valUSD>1703784.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYNCHRONY FINANCIAL 2.85% 07/25/2022</title>
        <cusip>87165BAQ6</cusip>
        <identifiers>
          <isin value="US87165BAQ68"/>
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        <balance>5641000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5768559.43000000</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>2022-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>ENTERPRISE PRODS OPER LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>ENTERPRISE PROD 5.2% 9/1/20</title>
        <cusip>29379VAP8</cusip>
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          <isin value="US29379VAP85"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/29 #499907</title>
        <cusip>36210RKU3</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>GM FINL AUTOMOBILE LEASING TR 2019-1</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL AUTOMOBILE LEASING TRUST 2019-1 2.98% 12/20/2021</title>
        <cusip>36256UAD0</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02980000</annualizedRt>
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        <name>MARSH and MCLENNAN COS INC</name>
        <lei>549300XMP3KDCKJXIU47</lei>
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        <cusip>571748BB7</cusip>
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          <isin value="US571748BB78"/>
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        <curCd>USD</curCd>
        <valUSD>3234149.24000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TOWD PT MTG TR 2018-3</name>
        <lei>N/A</lei>
        <title>TOWD PT MTG TR 2018-3 3.75% 05/25/2058 144A</title>
        <cusip>89175MAA1</cusip>
        <identifiers>
          <isin value="US89175MAA18"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
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        <name>FIRST REPUBLIC BANK</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
        <title>FIRST REPUBLIC BANK 1.912%/VAR 02/12/2024</title>
        <cusip>33616CHQ6</cusip>
        <identifiers>
          <isin value="US33616CHQ69"/>
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        <curCd>USD</curCd>
        <valUSD>2301817.47000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01912000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>CHESAPEAKE FUNDING II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>CHESAPEAKE FUNDING II LLC 2.94% 04/15/2031 144A</title>
        <cusip>165183BY9</cusip>
        <identifiers>
          <isin value="US165183BY90"/>
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        <balance>3663845.63840000</balance>
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        <curCd>USD</curCd>
        <valUSD>3749170.74000000</valUSD>
        <pctVal>0.155749268110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>USAA AUTO OWNER TR 2017-1</name>
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        <name>CITIBANK CR CARD ISSUANCE TR</name>
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        <name>THE TORONTO DOMINION BANK</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MARATHON OIL CORP</name>
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        <name>FORD CR AUTO LEASE TR 2020-A</name>
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        <name>ALTRIA GROUP INC</name>
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        <name>FLORIDA PWR and LT CO</name>
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        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
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        <name>DISCOVER CARD EXECUTION NT TR</name>
        <lei>549300CKCX1QE4RUW216</lei>
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        <name>AMERICAN EXPRESS CO</name>
        <lei>R4PP93JZOLY261QX3811</lei>
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        <name>BMW US CAPITAL LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
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        <cusip>05565EAW5</cusip>
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        <name>CONSUMER LN UNDERLYING BD CLUB CR TR 2018-P2</name>
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        <title>CONSUMER LN UNDERLYING BD CLUB CR TR 2018-P2 3.47% 10/15/2025</title>
        <cusip>21052NAA0</cusip>
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        <name>ENCANA CORP</name>
        <lei>CZ72ZHBVKZXQRV3XFE26</lei>
        <title>ENCANA CORP 3.9% 11/15/21</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>HOME EQUITY ASSET TR</name>
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        <title>HEAT 2004-1 M2 1ML+120 6/34</title>
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          <isin value="US437084AW62"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>WELLS FARGO BK NA SAN FRANCISC O CALIF MEDIUM TERM SR BK NTS BOOK ENTRY</name>
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      <invstOrSec>
        <name>DOMINION GAS HLDGS LLC</name>
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        <name>AIA GROUP LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NAVISTAR FINL DEALER NT MASTER OWNER TR II</name>
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        <name>CANADIAN PACER AUTO RECEIVABLES TRUST</name>
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        <name>DELTA AIRLINES INC</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
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        <cusip>247361ZU5</cusip>
        <identifiers>
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        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>MOODYS CORP</name>
        <lei>549300GCEDD8YCF5WU84</lei>
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        <cusip>615369AG0</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
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        <name>MMAF EQUIP FIN LLC 2019-B</name>
        <lei>N/A</lei>
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        <cusip>55316EAC6</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>DLL SECURITIZATION TR 2017-A</name>
        <lei>549300Y1OC411ERTRZ95</lei>
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        <cusip>23291JAC2</cusip>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 3.262/VAR 03/13/2023</title>
        <cusip>404280BJ7</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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        <name>CGDBB COML MTG TR 2017-BIOC</name>
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        <cusip>125282AA1</cusip>
        <identifiers>
          <isin value="US125282AA10"/>
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          <couponKind>Variable</couponKind>
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        <name>BRISTOL-MYERS SQUIBB CO</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
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        <cusip>110122BY3</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <name>BRISTOL-MYERS SQUIBB CO</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
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        <cusip>110122BX5</cusip>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/28 #483164</title>
        <cusip>36209VWZ3</cusip>
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        <curCd>USD</curCd>
        <valUSD>7655.57000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>INTESA SANPAOLO SPA</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CANADIAN PACER AUTO RECEIVABLES TRUST2017-1</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
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        <name>DAIMLER FIN NORTH AMER LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALLY MASTER OWNER TR</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FIFTH THIRD AUTO TR</name>
        <lei>N/A</lei>
        <title>FITAT 2017-1 A3 1.8% 02/15/2022</title>
        <cusip>31679RAD7</cusip>
        <identifiers>
          <isin value="US31679RAD70"/>
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        <balance>1206745.79060000</balance>
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        <curCd>USD</curCd>
        <valUSD>1207691.03000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01800000</annualizedRt>
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        <securityLending>
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        <name>SANTANDER RETAIL AUTO LEASE TR 2017-A</name>
        <lei>N/A</lei>
        <title>SANTANDER RETAIL AUTO LEASE TR 2017-A A3 2.22% 01/20/2021 144A</title>
        <cusip>80285AAG0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>892660.78000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VOLVO FINL EQUIP LLC SER 2019-1</name>
        <lei>N/A</lei>
        <title>VOLVO FINL EQUIP LLC SER 2019-1 3% 03/15/2023 144A</title>
        <cusip>92888DAC9</cusip>
        <identifiers>
          <isin value="US92888DAC92"/>
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        <balance>2611000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GS MTG SECS TR 2016-GS4</name>
        <lei>N/A</lei>
        <title>GSMS 2016-GS4 A1 1.731% 11/10/2049</title>
        <cusip>36251XAN7</cusip>
        <identifiers>
          <isin value="US36251XAN75"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CAPTIAL ONE MULTI-ASSET EXECUT</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
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        <cusip>14041NFT3</cusip>
        <identifiers>
          <isin value="US14041NFT37"/>
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        <curCd>USD</curCd>
        <valUSD>6600727.67000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02840000</annualizedRt>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TR 2018-4</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TR 2018-4 3.36% 09/15/2023</title>
        <cusip>14315EAC4</cusip>
        <identifiers>
          <isin value="US14315EAC49"/>
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        <curCd>USD</curCd>
        <valUSD>3355766.41000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03360000</annualizedRt>
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        <name>DEERE JOHN CAPITAL CORP</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DEERE JOHN CAPITAL CORP 2.35% 01/08/2021</title>
        <cusip>24422ETZ2</cusip>
        <identifiers>
          <isin value="US24422ETZ24"/>
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        <balance>1026000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1032731.62000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02350000</annualizedRt>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.5% 06/20/2048#MA5265</title>
        <cusip>36179TZ65</cusip>
        <identifiers>
          <isin value="US36179TZ650"/>
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        <balance>4374693.31100000</balance>
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        <curCd>USD</curCd>
        <valUSD>4638300.96000000</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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          <couponKind>Fixed</couponKind>
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        <name>SANTANDER RETAIL AUTO LEASE TRUST 2018-A</name>
        <lei>N/A</lei>
        <title>SANTANDER RETAIL AUTO LEASE TRUST 2018-A 2.93% 05/20/2021 144A</title>
        <cusip>80285DAD1</cusip>
        <identifiers>
          <isin value="US80285DAD12"/>
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        <balance>3530314.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3540752.09000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02930000</annualizedRt>
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      <invstOrSec>
        <name>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP 3ML+65 09/17/2021</title>
        <cusip>125523AB6</cusip>
        <identifiers>
          <isin value="US125523AB67"/>
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        <balance>3013000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3013832.22000000</valUSD>
        <pctVal>0.125201596572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02549630</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MISSISSIPPI PWR CO</name>
        <lei>LNZ0J6YZ5SC6ILIRU850</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>VOLVO FINL EQUIP MASTER OWNER TR</name>
        <lei>N/A</lei>
        <title>VOLVO FINL EQUIP MASTER OWNER TR 18-A A 1ML+50 07/17/2023 144A</title>
        <cusip>92887MAB2</cusip>
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          <isin value="US92887MAB28"/>
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        <balance>6866000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6887103.34000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FIFTH THIRD BANCORP</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
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        <cusip>316773CT5</cusip>
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          <isin value="US316773CT59"/>
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        <balance>732000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2020-1</name>
        <lei>N/A</lei>
        <title>GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2020-1 A2 1.83% 01/17/2023</title>
        <cusip>36258NAB8</cusip>
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          <isin value="US36258NAB82"/>
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        <balance>4957000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4979415.06000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <debtSec>
          <maturityDt>2023-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DELL EQUIPMENT FINANCE TRUST 2018-2</name>
        <lei>N/A</lei>
        <title>DELL EQUIPMENT FINANCE TRUST 2018-2 A3 3.37% 10/22/2023 144A</title>
        <cusip>24704DAE0</cusip>
        <identifiers>
          <isin value="US24704DAE04"/>
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        <balance>2242000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2280826.06000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NISOURCE INC</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NISOURCE INC 3.65% 06/15/2023</title>
        <cusip>65473PAF2</cusip>
        <identifiers>
          <isin value="US65473PAF27"/>
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        <balance>1661000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1754298.79000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03650000</annualizedRt>
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      <invstOrSec>
        <name>MERCEDES- BENZ AUTO LEASE TR 2018-A</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUTO LEASE TR 2018-A A3 2.41% 02/16/2021</title>
        <cusip>58772QAD8</cusip>
        <identifiers>
          <isin value="US58772QAD88"/>
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        <balance>248152.64540000</balance>
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        <curCd>USD</curCd>
        <valUSD>248385.11000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02410000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 12/29 #781120</title>
        <cusip>36225BG51</cusip>
        <identifiers>
          <isin value="US36225BG519"/>
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        <balance>537.39730000</balance>
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        <curCd>USD</curCd>
        <valUSD>612.71000000</valUSD>
        <pctVal>0.000025453397</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CITIZENS BANK NA</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CITIZENS BANK NA 2.55% 05/13/2021</title>
        <cusip>17401QAE1</cusip>
        <identifiers>
          <isin value="US17401QAE17"/>
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        <balance>3720000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3769583.66000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02550000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.125% 07/03/2023</title>
        <cusip>00774MAF2</cusip>
        <identifiers>
          <isin value="US00774MAF23"/>
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        <balance>2112000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2245427.97000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
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        <name>ZIMMER BIOMET HLDGS INC</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
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        <cusip>98956PAP7</cusip>
        <identifiers>
          <isin value="US98956PAP71"/>
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        <balance>4286000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4286835.51000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02652500</annualizedRt>
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      <invstOrSec>
        <name>KUBOTA CR OWNER TR 2018-1</name>
        <lei>N/A</lei>
        <title>KUBOTA CR OWNER TR 2018-1A A3 3.1% 08/15/2022 144A</title>
        <cusip>50117PAC3</cusip>
        <identifiers>
          <isin value="US50117PAC32"/>
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        <balance>7017000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7133374.84000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03100000</annualizedRt>
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        <name>DELL EQUIP FIN TR 2018-1</name>
        <lei>N/A</lei>
        <title>DELL EQUIPMENT FINANCE TRUST 2018-1 A3 3.18% 06/22/2023 144A</title>
        <cusip>24704AAD8</cusip>
        <identifiers>
          <isin value="US24704AAD81"/>
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        <balance>1733000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1748772.38000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03180000</annualizedRt>
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      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2018-1</name>
        <lei>N/A</lei>
        <title>GMCAR 2018-1A A3 2.32% 7/18/22</title>
        <cusip>36255PAD2</cusip>
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          <isin value="US36255PAD24"/>
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        <curCd>USD</curCd>
        <valUSD>427119.04000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02320000</annualizedRt>
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      <invstOrSec>
        <name>AMPHENOL CORPORATION NEW</name>
        <lei>549300D3L3G0R4U4VT04</lei>
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        <cusip>032095AF8</cusip>
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          <isin value="US032095AF85"/>
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        <balance>8852000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8855610.11000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 4.5% 08/01/2039#FM1353</title>
        <cusip>3140X4QF6</cusip>
        <identifiers>
          <isin value="US3140X4QF66"/>
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        <balance>1328460.44350000</balance>
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        <curCd>USD</curCd>
        <valUSD>1453081.06000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/29 #780951</title>
        <cusip>36225BBU1</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>664.27300000</balance>
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        <curCd>USD</curCd>
        <valUSD>750.96000000</valUSD>
        <pctVal>0.000031196624</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>WELLS FARGO BK NA SAN FRANCISC O CALIF MEDIUM TERM SR BK NTS BOOK ENTRY</name>
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        <name>JPMDB COML MTG SECS TR 2016-C4</name>
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        <name>ZIONS BANCORP NA</name>
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        <name>AVIATION CAPITAL GROUP LLC</name>
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        <name>AIR LEASE CORP</name>
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        <name>WASHINGTON PRIME GROUP LP</name>
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        <name>INGERSOLL-RAND GLOBAL HLDG CO LTD</name>
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        <name>BANK OF THE WEST AUTO TRUST 2018-1</name>
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        <name>CREDIT SUISSE AG NY BRNCH</name>
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        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
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        <name>TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12</name>
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        <name>ENTERPRISE FLEET FING LLC</name>
        <lei>RKWYUSIDZTWNAX1D9U96</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02130000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE GRP AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE GRP AG 3.574% 01/09/2023 144A</title>
        <cusip>225401AB4</cusip>
        <identifiers>
          <isin value="US225401AB47"/>
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        <balance>6026000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6230474.77000000</valUSD>
        <pctVal>0.258828405720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03574000</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>CHEVRON PHIL CHEM LLC /CHEV LP</name>
        <lei>N/A</lei>
        <title>CHEVRON PHIL CHEM LLC /CHEV LP 3.3% 05/01/2023 144A</title>
        <cusip>166754AQ4</cusip>
        <identifiers>
          <isin value="US166754AQ49"/>
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        <balance>3323000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3491787.50000000</valUSD>
        <pctVal>0.145056969990</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>0.03300000</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>CHUBB INA HOLDINGS INC</name>
        <lei>CZCBJZWDMLTHWJDXU843</lei>
        <title>ACE INA HOLDINGS INC 2.3% 11/03/2020</title>
        <cusip>00440EAT4</cusip>
        <identifiers>
          <isin value="US00440EAT47"/>
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        <balance>422000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>423730.54000000</valUSD>
        <pctVal>0.017602751663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHC COML MTG TR 2019-CHC</name>
        <lei>N/A</lei>
        <title>CHC COML MTG TR 2019-CHC A 1ML+112 06/15/2034</title>
        <cusip>162665AA1</cusip>
        <identifiers>
          <isin value="US162665AA10"/>
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        <balance>4319000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4316975.68000000</valUSD>
        <pctVal>0.179337205274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02778500</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC 2.45% 11/06/2020</title>
        <cusip>37045XCB0</cusip>
        <identifiers>
          <isin value="US37045XCB01"/>
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        <balance>5400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5421267.63000000</valUSD>
        <pctVal>0.225212059988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02450000</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>DR HORTON INC</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>DR HORTON INC 2.55% 12/01/20</title>
        <cusip>23331ABL2</cusip>
        <identifiers>
          <isin value="US23331ABL26"/>
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        <balance>3844000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3871028.62000000</valUSD>
        <pctVal>0.160811527724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02550000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FHLG 30YR 8.5% 08/01/2026#</title>
        <cusip>3128FFB47</cusip>
        <identifiers>
          <isin value="US3128FFB478"/>
        </identifiers>
        <balance>1474.21850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1654.54000000</valUSD>
        <pctVal>0.000068733437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</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>AUTOZONE INC</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AUTOZONE INC 2.5% 04/15/2021</title>
        <cusip>053332AS1</cusip>
        <identifiers>
          <isin value="US053332AS14"/>
        </identifiers>
        <balance>4570000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4611252.38000000</valUSD>
        <pctVal>0.191562143488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 12/28 #781228</title>
        <cusip>36225BLH9</cusip>
        <identifiers>
          <isin value="US36225BLH95"/>
        </identifiers>
        <balance>979.96500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1110.77000000</valUSD>
        <pctVal>0.000046143967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>AON CORP2</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
        <title>AON CORP 5% 9/30/20</title>
        <cusip>037389AW3</cusip>
        <identifiers>
          <isin value="US037389AW39"/>
        </identifiers>
        <balance>4327000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4408992.06000000</valUSD>
        <pctVal>0.183159779607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</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>VOLKSWAGEN GROUP AMER FIN LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP AMER FIN LLC 4% 11/12/2021 144A</title>
        <cusip>928668AP7</cusip>
        <identifiers>
          <isin value="US928668AP71"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5205795.75000000</valUSD>
        <pctVal>0.216260857192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP 3ML+35 03/17/2020</title>
        <cusip>125523AA8</cusip>
        <identifiers>
          <isin value="US125523AA84"/>
        </identifiers>
        <balance>4108000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4108649.93000000</valUSD>
        <pctVal>0.170682869332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02249630</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>DISCOVER CARD EXECUTION NT TR</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>DISCOVER CARD EXECUTION NT TR 1ML+27 12/15/2023</title>
        <cusip>254683CL7</cusip>
        <identifiers>
          <isin value="US254683CL75"/>
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        <balance>7052000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7059321.39000000</valUSD>
        <pctVal>0.293260621106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01928500</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 MTR CR CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MTR CR CO LLC 4.14% 02/15/2023</title>
        <cusip>345397ZB2</cusip>
        <identifiers>
          <isin value="US345397ZB24"/>
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        <balance>3116000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3205992.14000000</valUSD>
        <pctVal>0.133184366357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04140000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/28 #473323</title>
        <cusip>36209JYU9</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>5222.62090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5939.93000000</valUSD>
        <pctVal>0.000246758500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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 EXPRESS CREDIT CORP</name>
        <lei>9ET6B8VCXWW51H8Z3M54</lei>
        <title>AMERICAN EXPRESS CREDIT CORP 2.25% 05/05/2021</title>
        <cusip>0258M0EB1</cusip>
        <identifiers>
          <isin value="US0258M0EB15"/>
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        <balance>924000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>931886.61000000</valUSD>
        <pctVal>0.038712736104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</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>ELANCO ANIMAL HEALTH INC</name>
        <lei>549300SHPNDCE059M934</lei>
        <title>ELANCO ANIMAL HEALTH INC VAR 08/27/2021</title>
        <cusip>28414HAF0</cusip>
        <identifiers>
          <isin value="US28414HAF01"/>
        </identifiers>
        <balance>3204000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3359345.11000000</valUSD>
        <pctVal>0.139555005225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04662000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EQUITABLE HOLDINGS INC</name>
        <lei>549300FIBAKMNHPZ4009</lei>
        <title>AXA EQUITABLE HLDGS INC 3.9% 04/20/2023</title>
        <cusip>054561AC9</cusip>
        <identifiers>
          <isin value="US054561AC95"/>
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        <balance>524000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>557186.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03900000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/31 #474763</title>
        <cusip>36209LML7</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>358.95940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>410.24000000</valUSD>
        <pctVal>0.000017042323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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 GROUP FUNDING GUERNSEY LTD</name>
        <lei>549300PXR5FKNXF0OH19</lei>
        <title>CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.45% 04/16/2021</title>
        <cusip>225433AM3</cusip>
        <identifiers>
          <isin value="US225433AM38"/>
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        <balance>16749000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17082087.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03450000</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 HLDGS USA INC</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HLDGS USA INC 3.5% 06/07/2024</title>
        <cusip>80282KAW6</cusip>
        <identifiers>
          <isin value="US80282KAW62"/>
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        <balance>4731000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4974968.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</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>WESTERN UN CO</name>
        <lei>28ID94QU1140NC23S047</lei>
        <title>WESTERN UN CO 4.25% 06/09/2023</title>
        <cusip>959802AX7</cusip>
        <identifiers>
          <isin value="US959802AX73"/>
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        <balance>6026000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6476119.18000000</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>2023-06-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</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>CHESAPEAKE FUNDING II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>CHESAPEAKE FUNDING II LLC 2018-1A A1 3.04% 04/15/2030 144A</title>
        <cusip>165183BG8</cusip>
        <identifiers>
          <isin value="US165183BG84"/>
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        <balance>414301.55180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>420644.30000000</valUSD>
        <pctVal>0.017474542079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03040000</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>CONSUMER LENDING RECEIVABLES TRUST 2019-A CLRT 2019-A</name>
        <lei>N/A</lei>
        <title>CONSUMER LENDING RECEIVABLES TRUST 2019-A CLRT 2019-A A 3.52% 04/15/2026 144A</title>
        <cusip>21053QAA2</cusip>
        <identifiers>
          <isin value="US21053QAA22"/>
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        <balance>2119364.98170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2140357.72000000</valUSD>
        <pctVal>0.088915435306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03520000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #474046</title>
        <cusip>36209KTB4</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>2083.79540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2370.00000000</valUSD>
        <pctVal>0.000098455309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 10/28 #486612</title>
        <cusip>36210AR90</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>2040.40750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2331.87000000</valUSD>
        <pctVal>0.000096871300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>BMW VEHICLE LEASE TRUST TR 2019-1</name>
        <lei>N/A</lei>
        <title>BMW VEHICLE LEASE TRUST TR 2019-1 2.84% 11/22/2021</title>
        <cusip>05586VAC6</cusip>
        <identifiers>
          <isin value="US05586VAC63"/>
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        <balance>3380000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3417844.85000000</valUSD>
        <pctVal>0.141985220417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02840000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FHLG 30YR 8.5% 08/01/2027#</title>
        <cusip>3128FRAH3</cusip>
        <identifiers>
          <isin value="US3128FRAH38"/>
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        <balance>2985.41660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3392.33000000</valUSD>
        <pctVal>0.000140925274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</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 CR ACC MST TR</name>
        <lei>N/A</lei>
        <title>AMERICAN EXPRESS CR ACC MST TR 18-6 A 3.06% 02/15/2024</title>
        <cusip>02582JJF8</cusip>
        <identifiers>
          <isin value="US02582JJF84"/>
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        <balance>5404000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5536317.48000000</valUSD>
        <pctVal>0.229991498209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03060000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/31 #544721</title>
        <cusip>36212VD22</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>478.62370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>554.54000000</valUSD>
        <pctVal>0.000023036880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/31 #549552</title>
        <cusip>36213BQD7</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>100.25890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115.88000000</valUSD>
        <pctVal>0.000004813924</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BANQUE FED CRED MUTUEL PARIS</name>
        <lei>VBHFXSYT7OG62HNT8T76</lei>
        <title>BANQUE FED CRED MUTUEL PARIS 3ML+49 07/20/2020 144A</title>
        <cusip>06675FAL1</cusip>
        <identifiers>
          <isin value="US06675FAL13"/>
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        <balance>5500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5511642.79000000</valUSD>
        <pctVal>0.228966454226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02309130</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 MTR CR CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MTR CR CO LLC 2.425% 06/12/2020</title>
        <cusip>345397YM9</cusip>
        <identifiers>
          <isin value="US345397YM97"/>
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        <balance>17526000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17540827.35000000</valUSD>
        <pctVal>0.728686744688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02425000</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>REGIONS BANK OF ALABAMA</name>
        <lei>EQTWLK1G7ODGC2MGLV11</lei>
        <title>REGIONS BANK OF ALABAMA 2.75% 04/01/2021</title>
        <cusip>759187CB1</cusip>
        <identifiers>
          <isin value="US759187CB19"/>
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        <balance>5498000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FIRSTENERGY CORP</name>
        <lei>549300SVYJS666PQJH88</lei>
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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>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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        <cusip>00774MAK1</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PROVIDENT FDG MTG TR 2020-1</name>
        <lei>N/A</lei>
        <title>PROVIDENT FDG MTG TR 2020-1 3% 02/25/2050 144A</title>
        <cusip>743874AE9</cusip>
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          <isin value="US743874AE93"/>
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        <balance>3770000.00000000</balance>
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        <valUSD>3858359.38000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2015-27 KF 1ML+30 05/45</title>
        <cusip>3136ANWT0</cusip>
        <identifiers>
          <isin value="US3136ANWT03"/>
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        <balance>1024707.69640000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CSMC 2016-NXSR COML MTG TR</name>
        <lei>N/A</lei>
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        <cusip>12594PAS0</cusip>
        <identifiers>
          <isin value="US12594PAS02"/>
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        <balance>501170.52630000</balance>
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        <curCd>USD</curCd>
        <valUSD>501898.18000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WFRBS COML MTG TR 2014-C20</name>
        <lei>549300UVB571ELWL8972</lei>
        <title>WFRBS COML MTG TR 2014-C20 ASB 3.638% 05/15/2047</title>
        <cusip>92890FAV8</cusip>
        <identifiers>
          <isin value="US92890FAV85"/>
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        <balance>1368200.82120000</balance>
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        <curCd>USD</curCd>
        <valUSD>1425068.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03638000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CWABS INC</name>
        <lei>N/A</lei>
        <title>CWL 2004-2 3A4 1ML+25 7/34</title>
        <cusip>1266713Y0</cusip>
        <identifiers>
          <isin value="US1266713Y02"/>
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        <balance>129847.75740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121967.73000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02126750</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BMW VEH LEASE TR 2017-2</name>
        <lei>N/A</lei>
        <title>BMWLT 2017-2 A3 2.07% 10/20</title>
        <cusip>05584PAD9</cusip>
        <identifiers>
          <isin value="US05584PAD96"/>
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        <balance>2918.63950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2919.33000000</valUSD>
        <pctVal>0.000121275754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02070000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITEDHEALTH GROUP INC</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITED HEALTH GROUP INC 3.35% 07/15/2022</title>
        <cusip>91324PCN0</cusip>
        <identifiers>
          <isin value="US91324PCN06"/>
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        <balance>5026000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5255640.86000000</valUSD>
        <pctVal>0.218331538935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03350000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP 3.222% 08/15/2024</title>
        <cusip>05526DAZ8</cusip>
        <identifiers>
          <isin value="US05526DAZ87"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>367522.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03222000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP COML MTG TR 2012-GC8</name>
        <lei>N/A</lei>
        <title>CGCMT 2012-GC8 AS 3.683% 9/45 144A</title>
        <cusip>17318UAF1</cusip>
        <identifiers>
          <isin value="US17318UAF12"/>
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        <balance>2480000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2594521.19000000</valUSD>
        <pctVal>0.107782441628</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03683000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERIZON OWNER TR 2020-A</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TR 2020-A 2.06% 07/22/2024</title>
        <cusip>92348TAD6</cusip>
        <identifiers>
          <isin value="US92348TAD63"/>
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        <balance>2175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2211819.05000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02060000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CAPITAL ONE NATL ASSN MCLEAN VA</name>
        <lei>207ALC1P1YM0OVDV0K75</lei>
        <title>CAPITAL ONE NATL ASN MCLEAN VA 2.15% 09/06/2022</title>
        <cusip>14042RNW7</cusip>
        <identifiers>
          <isin value="US14042RNW78"/>
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        <balance>6739000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6806593.65000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02150000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CLUB CREDIT TRUST</name>
        <lei>N/A</lei>
        <title>CLUB CREDIT TRUST 2.26% 03/15/2028 144A</title>
        <cusip>21055JAA6</cusip>
        <identifiers>
          <isin value="US21055JAA60"/>
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        <balance>6010000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6031623.98000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02260000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/32 #569160</title>
        <cusip>36200QJD7</cusip>
        <identifiers>
          <isin value="US36200QJD79"/>
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        <balance>2061.83440000</balance>
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        <curCd>USD</curCd>
        <valUSD>2399.64000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>DLL SECURITIZATION TR 2017-A</name>
        <lei>549300Y1OC411ERTRZ95</lei>
        <title>DLL SECURITIZATION TRUST 2017-A A3 2.14% 12/15/2021 144A</title>
        <cusip>23291FAC0</cusip>
        <identifiers>
          <isin value="US23291FAC05"/>
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        <balance>2611029.52620000</balance>
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        <curCd>USD</curCd>
        <valUSD>2616406.42000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02140000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 12/28 #780995</title>
        <cusip>36225BC89</cusip>
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        <balance>1867.56090000</balance>
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        <curCd>USD</curCd>
        <valUSD>2111.29000000</valUSD>
        <pctVal>0.000087707894</pctVal>
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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>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>KINDER MORGAN ENERGY PARTNERS LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KINDER MORGAN ENERGY PTNRS LP 3.5% 09/01/2023</title>
        <cusip>494550BQ8</cusip>
        <identifiers>
          <isin value="US494550BQ81"/>
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        <balance>2729000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2853828.58000000</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>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</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>BBVA USA</name>
        <lei>C90VT034M03BN29IRA40</lei>
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        <cusip>20453KAC9</cusip>
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          <isin value="US20453KAC99"/>
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        <balance>4129000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4232666.39000000</valUSD>
        <pctVal>0.175834801377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP 4.5% 07/15/2023</title>
        <cusip>55336VAE0</cusip>
        <identifiers>
          <isin value="US55336VAE02"/>
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        <balance>990000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1069016.31000000</valUSD>
        <pctVal>0.044409422623</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>0.04500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <cusip>92343VDW1</cusip>
        <identifiers>
          <isin value="US92343VDW19"/>
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        <balance>6565000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6813299.20000000</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>2022-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</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>GS MTG SECS TR 2012-GCJ9</name>
        <lei>N/A</lei>
        <title>GS MTG SECS TR 2012-GCJ9 AS 3.124% 11/10/2045</title>
        <cusip>36192PAT3</cusip>
        <identifiers>
          <isin value="US36192PAT30"/>
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        <balance>4408000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4566160.80000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03124000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 2.55% 10/29/2020</title>
        <cusip>46625HNX4</cusip>
        <identifiers>
          <isin value="US46625HNX43"/>
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        <balance>10487000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10547848.41000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02550000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SANTANDER HLDGS USA INC</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HLDGS USA INC 3.4% 01/18/2023</title>
        <cusip>80282KAS5</cusip>
        <identifiers>
          <isin value="US80282KAS50"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5215642.15000000</valUSD>
        <pctVal>0.216669899538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03400000</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>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP 3ML+72 03/09/2021</title>
        <cusip>126650DD9</cusip>
        <identifiers>
          <isin value="US126650DD99"/>
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        <balance>11231000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11262446.80000000</valUSD>
        <pctVal>0.467868221502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02605000</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>FORD MTR CR CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC 3.157% 08/04/2020</title>
        <cusip>345397XK4</cusip>
        <identifiers>
          <isin value="US345397XK41"/>
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        <balance>3047000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3058295.69000000</valUSD>
        <pctVal>0.127048712479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03157000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FIN NORTH AMER LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FIN NORTH AMER LLC FRN 3ML+90 02/15/2022 144A</title>
        <cusip>233851DV3</cusip>
        <identifiers>
          <isin value="US233851DV31"/>
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        <balance>6549000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6609081.77000000</valUSD>
        <pctVal>0.274556620635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02591750</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CENOVUS ENERGY INC</name>
        <lei>549300DK79J32SE1QE52</lei>
        <title>CENOVUS ENERGY INC 3% 8/15/22</title>
        <cusip>15135UAG4</cusip>
        <identifiers>
          <isin value="US15135UAG40"/>
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        <balance>4666000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4806460.50000000</valUSD>
        <pctVal>0.199671542586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</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 FIN GRP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP INC 3.218% 03/07/2022</title>
        <cusip>606822BG8</cusip>
        <identifiers>
          <isin value="US606822BG84"/>
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        <balance>5108000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5280445.72000000</valUSD>
        <pctVal>0.219361990482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03218000</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>IMPERIAL TOBACCO FINANCE</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>IMPERIAL TOBACCO FINANCE 3.75% 07/21/2022 144A</title>
        <cusip>453140AE5</cusip>
        <identifiers>
          <isin value="US453140AE55"/>
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        <balance>10036000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10486601.25000000</valUSD>
        <pctVal>0.435637793773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</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 CO</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON and CO FRN 3ML+87.5 12/29/2020</title>
        <cusip>075887CF4</cusip>
        <identifiers>
          <isin value="US075887CF43"/>
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        <balance>5222000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5225242.86000000</valUSD>
        <pctVal>0.217068735350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02835500</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>DIGITAL REALTY TRUST LP</name>
        <lei>CD4SPTZ3YBTHY0C1AH38</lei>
        <title>DIGITAL REALTY TRUST LP 2.75% 02/01/2023</title>
        <cusip>25389JAS5</cusip>
        <identifiers>
          <isin value="US25389JAS50"/>
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        <balance>2177000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2241190.63000000</valUSD>
        <pctVal>0.093104268790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</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>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP LTD / A 3.5% 05/26/22</title>
        <cusip>00774MAA3</cusip>
        <identifiers>
          <isin value="US00774MAA36"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5140599.55000000</valUSD>
        <pctVal>0.213552455485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
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        <name>GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2017-2</name>
        <lei>N/A</lei>
        <title>GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2017-2A A3 1.86% 12/16/21 144A</title>
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      <invstOrSec>
        <name>NISSAN MASTER OWNER TR RECEIVABLES</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JPMBB COML MTG SECS TR 2014-C22</name>
        <lei>N/A</lei>
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        <cusip>46642NBE5</cusip>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>DTE ENERGY CO</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE ENERGY CO 2.25% 11/01/2022</title>
        <cusip>233331BE6</cusip>
        <identifiers>
          <isin value="US233331BE67"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SUMITOMO MITSUI BKG CORP</name>
        <lei>5U0XI89JRFVHWIBS4F54</lei>
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        <cusip>865622CN2</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/32 #579718</title>
        <cusip>36201DAT9</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>OTIS WORLDWIDE CORP</name>
        <lei>549300ZLBKR8VSU25153</lei>
        <title>OTIS WORLDWIDE CORP FRN 3ML+45 04/05/2023 144A</title>
        <cusip>68902VAC1</cusip>
        <identifiers>
          <isin value="US68902VAC19"/>
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        <balance>3329000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3327285.57000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CSAIL 2019-C15 COML MTG TR</name>
        <lei>N/A</lei>
        <title>CSAIL 2019-C15 COML MTG TR 3.4505% 03/15/2052</title>
        <cusip>22945DAC7</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2012-C6</name>
        <lei>N/A</lei>
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        <cusip>46634SAF2</cusip>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04116600</annualizedRt>
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        <name>DISCOVER CARD EXECUTION NT TR</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>DISCOVER CARD EXECUTION NT TR 2019-A1 A1 3.04% 07/15/2024</title>
        <cusip>254683CK9</cusip>
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        <balance>4676000.00000000</balance>
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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>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC 4.2% 03/01/21</title>
        <cusip>37045XBF2</cusip>
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          <isin value="US37045XBF24"/>
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          <couponKind>Fixed</couponKind>
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        <name>HPEFS EQUIP TR 2020-1</name>
        <lei>N/A</lei>
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        <cusip>40438FAB0</cusip>
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          <isin value="US40438FAB04"/>
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        <balance>4475000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4487877.71000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01730000</annualizedRt>
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        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <cusip>06051GGP8</cusip>
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        <valUSD>5040529.66000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02369000</annualizedRt>
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        <name>MOSAIC CO</name>
        <lei>2YD5STGSJNMUB7H76907</lei>
        <title>MOSAIC CO NEW 3.25% 11/15/2022</title>
        <cusip>61945CAF0</cusip>
        <identifiers>
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        <balance>6937000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7213191.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>NEXTERA ENERGY CAP HLDGS INC</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAP HLDGS INC 2.9% 04/01/2022</title>
        <cusip>65339KBF6</cusip>
        <identifiers>
          <isin value="US65339KBF66"/>
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        <curCd>USD</curCd>
        <valUSD>1170134.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>ZOETIS INC</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
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          <isin value="US98978VAJ26"/>
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        <valUSD>667077.89000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/28 #464132</title>
        <cusip>36208XSV4</cusip>
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          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>5888.30000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DAIMLER FIN NORTH AMER LLC</name>
        <lei>549300423Z16BB673J12</lei>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-03-02</maturityDt>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <cusip>38376REN2</cusip>
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          <isin value="US38376REN26"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2014-C20</name>
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        <cusip>46642CBG4</cusip>
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          <isin value="US46642CBG42"/>
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        <name>CHARTER COMM OPER LLC/CAP CORP</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>LANARK MASTER ISSUER PLC</name>
        <lei>213800KIOPB5OYXIVY33</lei>
        <title>LANARK MASTER ISSUER PLC STEP 12/22/2069 144A</title>
        <cusip>513770BD8</cusip>
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          <isin value="US513770BD87"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>DELL EQUIP FIN TR 2019-2</name>
        <lei>N/A</lei>
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        <cusip>24703KAB1</cusip>
        <identifiers>
          <isin value="US24703KAB17"/>
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        <valUSD>4705547.65000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01950000</annualizedRt>
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        <name>VERIZON OWNER TR 2020-A</name>
        <lei>N/A</lei>
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        <cusip>92348TAC8</cusip>
        <identifiers>
          <isin value="US92348TAC80"/>
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        <balance>5573000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5667265.07000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MMAF EQUIP FIN LLC 2019-B</name>
        <lei>N/A</lei>
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        <cusip>55316EAB8</cusip>
        <identifiers>
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        <balance>3244000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02070000</annualizedRt>
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        <name>DRIVE AUTO RECEIVABLES TRUST 2019-4</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2019-4 2.32% 06/15/2022</title>
        <cusip>26209AAB7</cusip>
        <identifiers>
          <isin value="US26209AAB70"/>
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        <curCd>USD</curCd>
        <valUSD>2762911.73000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02320000</annualizedRt>
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        <name>TD AMERITRADE HOLDING CORP</name>
        <lei>ZI85ER3E6RXD4HPHW309</lei>
        <title>TD AMERITRADE HOLDING CORP FRN 3ML+43 11/01/2021</title>
        <cusip>87236YAG3</cusip>
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          <isin value="US87236YAG35"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <title>FHLG 15YR 4.00% 4/26 #E02867</title>
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          <isin value="US31294MFG15"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOSFORTH FDG 2018-1 PLC</name>
        <lei>N/A</lei>
        <title>GOSFORTH FDG PLC 2018-1A A1 3ML+45 08/25/2060 144A</title>
        <cusip>38312RAA1</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/29 #422968</title>
        <cusip>36206VZ91</cusip>
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        <issuerCat>USGA</issuerCat>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 11/28 #469699</title>
        <cusip>36209EX49</cusip>
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          <ticker value="GN"/>
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        <curCd>USD</curCd>
        <valUSD>1659.72000000</valUSD>
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        <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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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BK CDA GLB MTN SR NTS BE 2.55% 07/16/2024</title>
        <cusip>78013XZU5</cusip>
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        <curCd>USD</curCd>
        <valUSD>6716848.89000000</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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      <invstOrSec>
        <name>SHIRE ACQ INV IRELAND DA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CHESAPEAKE FUNDING II LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY CAP I TR 2019-H7</name>
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      <invstOrSec>
        <name>DEERE JOHN CAPITAL CORP</name>
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        <name>LANARK MASTER ISSUER PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>RETL 2019-RVP</name>
        <lei>N/A</lei>
        <title>RETL 2019-RVP 1ML+110 03/15/2036 144A</title>
        <cusip>74952PAA5</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 11/28 #488293</title>
        <cusip>36210CNJ8</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
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        <cusip>674599CP8</cusip>
        <identifiers>
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        <balance>635000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>647072.39000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP 2.764% 08/15/2022</title>
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        <identifiers>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>N/A</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 2% 10/15/2032</title>
        <cusip>3137BGD63</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>COMM 14-CCRE18 MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2014-CR18 ASB 3.452% 07/15/2047</title>
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          <isin value="US12632QAU76"/>
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        <curCd>USD</curCd>
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        <pctVal>0.093298357023</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP FRN 3ML+95 02/08/2021</title>
        <cusip>674599CT0</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>CSMC 2017-CHOP A</name>
        <lei>N/A</lei>
        <title>CSMC 2017-CHOP A 1ML+75 07/15/2032</title>
        <cusip>12651QAA7</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC 4.2% 11/06/2021</title>
        <cusip>37045XCP9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>16587677.23000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04200000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOSTON SCIENTIFIC CORP</name>
        <lei>Y6ZDD9FP4P8JSSJMW954</lei>
        <title>BOSTON SCIENTIFIC CORP 3.45% 03/01/2024</title>
        <cusip>101137AV9</cusip>
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        <balance>1872000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1994655.39000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03450000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 4.4% 06/10/2025</title>
        <cusip>172967JT9</cusip>
        <identifiers>
          <isin value="US172967JT97"/>
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        <balance>326000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>362779.29000000</valUSD>
        <pctVal>0.015070695047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>MET TOWER GLOBAL FUNDING</name>
        <lei>635400OFJCY9IOGBGY57</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/32 #552576</title>
        <cusip>36213E2H8</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>1463.20000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TR 2019-A</name>
        <lei>N/A</lei>
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        <cusip>58772TAC4</cusip>
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      <invstOrSec>
        <name>UBS-BARCLAYS COML MTG TR 12-C2</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>DAIMLER FIN NORTH AMER LLC</name>
        <lei>549300423Z16BB673J12</lei>
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        <cusip>233851CZ5</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2019-3</name>
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        <cusip>02529NAA5</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>MERCEDES BENZ AUTO LEASE TR 2020-A</name>
        <lei>N/A</lei>
        <title>MERCEDES BENZ AUTO LEASE TR 2020-A 1.84% 12/15/2022</title>
        <cusip>58770FAC6</cusip>
        <identifiers>
          <isin value="US58770FAC68"/>
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        <balance>2812000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2833452.47000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01840000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>LLOYDS BANK PLC</name>
        <lei>H7FNTJ4851HG0EXQ1Z70</lei>
        <title>LLOYDS BANK PLC 3ML+49 05/07/21</title>
        <cusip>53944VAQ2</cusip>
        <identifiers>
          <isin value="US53944VAQ23"/>
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        <balance>6247000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6276856.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02231630</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>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP 4.75% 11/15/2021 144A</title>
        <cusip>125523BN9</cusip>
        <identifiers>
          <isin value="US125523BN96"/>
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        <balance>2248000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2362062.89000000</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>
          <annualizedRt>0.04750000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3.5% 09/01/2029#AL5878</title>
        <cusip>3138ENQ85</cusip>
        <identifiers>
          <isin value="US3138ENQ852"/>
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        <balance>453225.26740000</balance>
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        <curCd>USD</curCd>
        <valUSD>479519.58000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO CO NEW MTN SR NTS 3.75% 01/24/2024</title>
        <cusip>95000U2C6</cusip>
        <identifiers>
          <isin value="US95000U2C66"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5376734.90000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA 2.75% 12/02/2021</title>
        <cusip>05578DAW2</cusip>
        <identifiers>
          <isin value="US05578DAW20"/>
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        <balance>513000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>524038.73000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>SILVERSTONE MASTER ISSUER PLC</name>
        <lei>549300P6OXWKM20QS303</lei>
        <title>SILVERSTONE MASTER ISSUER PLC STEP 01/21/2070 144A</title>
        <cusip>82846GAV2</cusip>
        <identifiers>
          <isin value="US82846GAV23"/>
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        <balance>4895120.00400000</balance>
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        <curCd>USD</curCd>
        <valUSD>4899256.38000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2070-01-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02389130</annualizedRt>
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      <invstOrSec>
        <name>MOODYS CORP</name>
        <lei>549300GCEDD8YCF5WU84</lei>
        <title>MOODYS CORP 3.25% 06/07/2021</title>
        <cusip>615369AN5</cusip>
        <identifiers>
          <isin value="US615369AN52"/>
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        <balance>2984000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3048674.68000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VOLVO FINANCIAL EQUIPMENT LLC 2019</name>
        <lei>N/A</lei>
        <title>VOLVO FINANCIAL EQUIPMENT LLC 2.04% 11/15/2023 144A</title>
        <cusip>92888BAC3</cusip>
        <identifiers>
          <isin value="US92888BAC37"/>
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        <balance>2671000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2705236.61000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02040000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALLY FINL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINL INC 5.125% 09/30/2024</title>
        <cusip>02005NAV2</cusip>
        <identifiers>
          <isin value="US02005NAV29"/>
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        <balance>4280000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4741469.60000000</valUSD>
        <pctVal>0.196971669518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/28 #468670</title>
        <cusip>36209DT38</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <name>GS MTG SECS TR 2012-GCJ7</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CARMAX AUTO OWNER TR 2017-3</name>
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        <name>HASBRO INC</name>
        <lei>549300NUB6D2R1ITYR45</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10</name>
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        <name>DELL EQUIPMENT FINANCE TRUST 2019-1</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>CSMC 2019-ICE4</name>
        <lei>N/A</lei>
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        <cusip>12653VAA4</cusip>
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          <isin value="US12653VAA44"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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        <name>DIAGEO CAPITAL PLC</name>
        <lei>213800L23DJLALFC4O95</lei>
        <title>DIAGEO CAPITAL PLC 3% 05/18/2020</title>
        <cusip>25243YAX7</cusip>
        <identifiers>
          <isin value="US25243YAX76"/>
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        <balance>1236000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <name>MITSUBISHI UFJ FIN GRP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
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        <cusip>606822BL7</cusip>
        <identifiers>
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        <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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        <name>DISCOVER CARD EXECUTION NT TR</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>DISCOVER CARD EXECUTION NOTE 2017-A6 A6 1.88% 02/15/2023</title>
        <cusip>254683CB9</cusip>
        <identifiers>
          <isin value="US254683CB93"/>
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        <balance>3507000.00000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01880000</annualizedRt>
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        <name>CATERPILLAR FINL SVCS CORP</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
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        <cusip>14913Q2W8</cusip>
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        <curCd>USD</curCd>
        <valUSD>1165149.10000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</annualizedRt>
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        <name>MORGAN STANLEY CAP I TR 2019-MEAD</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A</title>
        <cusip>61771LAA0</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>PNC BK N A PITTSBURGH PA MEDIUM TERM SR BK NTS BOOK ENTRY</name>
        <lei>N/A</lei>
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        <cusip>69353RFT0</cusip>
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          <isin value="US69353RFT05"/>
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        <curCd>USD</curCd>
        <valUSD>4137923.01000000</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>Variable</couponKind>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC (THE) 2.905/VAR 07/24/2023</title>
        <cusip>38141GWM2</cusip>
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          <isin value="US38141GWM22"/>
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        <curCd>USD</curCd>
        <valUSD>15936285.86000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02905000</annualizedRt>
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        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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        <cusip>94974BGM6</cusip>
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          <isin value="US94974BGM63"/>
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        <curCd>USD</curCd>
        <valUSD>1802560.99000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02600000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>HONDA AUTO RECEIVABLES OWNER TRUST 2017-1</name>
        <lei>N/A</lei>
        <title>HONDA AUTO RECEIVABLES 2017-1 OWNER TR 1.72% 07/21/2021</title>
        <cusip>43814TAC6</cusip>
        <identifiers>
          <isin value="US43814TAC62"/>
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        <balance>742755.23000000</balance>
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        <curCd>USD</curCd>
        <valUSD>743138.79000000</valUSD>
        <pctVal>0.030871712886</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01720000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HYUNDAI AUTO RECEIVABLES TR 19-B</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TR 2019-3</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>BECTON DICKINSON and CO</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
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        <cusip>075887BR9</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX TR 2018-IND</name>
        <lei>N/A</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/28 #477182</title>
        <cusip>36209PCT2</cusip>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>WESTERN UN CO</name>
        <lei>28ID94QU1140NC23S047</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>N/A</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT K720 A2 2.716% 06/25/2022</title>
        <cusip>3137BLUR7</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <name>BBVA USA</name>
        <lei>C90VT034M03BN29IRA40</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AIR LEASE CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 2.5% 03/01/2021</title>
        <cusip>00912XAZ7</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST 2017-2</name>
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        <title>SECURITIZED TERM AUTO RECEIVABLES TRUST 2017-2 2A A3 2.04% 04/26/2021 144A</title>
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        <invCountry>CA</invCountry>
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        <name>SYNCHRONY BANK</name>
        <lei>549300UATVPGSLE43Z27</lei>
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        <issuerCat>CORP</issuerCat>
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        <name>FORD CR FLOORPLN MAST OWN TR A</name>
        <lei>5493001DTG5N7T8BG747</lei>
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        <cusip>34528QFP4</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #780773</title>
        <cusip>36225A2E9</cusip>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>ALLY AUTO RECEIVABLES TRUST 2019-2</name>
        <lei>N/A</lei>
        <title>ALLY AUTO RECEIVABLES TRUST 2019-2 2.34% 06/15/2022</title>
        <cusip>02008QAB6</cusip>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FDG</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
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        <cusip>64952WDM2</cusip>
        <identifiers>
          <isin value="US64952WDM29"/>
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        <balance>7757000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7763050.46000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02014130</annualizedRt>
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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>UPGRADE RECEIVABLES TRUST 2019-1</name>
        <lei>549300W601N3GF6G0630</lei>
        <title>UPGRADE RECEIVABLES TRUST 2019-1 3.48% 03/15/2025 144A</title>
        <cusip>91532HAA6</cusip>
        <identifiers>
          <isin value="US91532HAA68"/>
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        <balance>350417.68170000</balance>
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        <curCd>USD</curCd>
        <valUSD>351624.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03480000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JOHN DEERE OWNER TRUST 2019-B</name>
        <lei>N/A</lei>
        <title>JOHN DEERE OWNER TR 2019-B 2.28% 05/16/2022</title>
        <cusip>477870AB5</cusip>
        <identifiers>
          <isin value="US477870AB53"/>
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        <balance>4586000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4609155.63000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02280000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2001-40 Z 6% 8/31</title>
        <cusip>313920NH9</cusip>
        <identifiers>
          <isin value="US313920NH91"/>
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        <balance>110141.36340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125121.82000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</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>CREDIT SUISSE AG NY BRNCH</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>CREDIT SUISSE AG NY BRNCH 2.1% 11/12/2021</title>
        <cusip>22550L2A8</cusip>
        <identifiers>
          <isin value="US22550L2A85"/>
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        <balance>3465000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3499500.73000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02100000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTERN GAS PARTNERS LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WESTERN GAS PAR 5.375% 6/1/21</title>
        <cusip>958254AA2</cusip>
        <identifiers>
          <isin value="US958254AA26"/>
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        <balance>9362000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9647108.66000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05375000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 4.5% 06/01/2039#FM1045</title>
        <cusip>3140X4ET9</cusip>
        <identifiers>
          <isin value="US3140X4ET98"/>
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        <balance>593341.90480000</balance>
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        <curCd>USD</curCd>
        <valUSD>645479.33000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/29 #457860</title>
        <cusip>36208QTR7</cusip>
        <identifiers>
          <isin value="US36208QTR73"/>
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        <balance>2430.94530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2767.13000000</valUSD>
        <pctVal>0.000114953012</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG NEW YORK BNCH 3.15% 01/22/2021</title>
        <cusip>251526BP3</cusip>
        <identifiers>
          <isin value="US251526BP38"/>
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        <balance>689000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>695247.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03150000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC (UNGTD)</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC 3.25% 01/12/2021</title>
        <cusip>06738EAL9</cusip>
        <identifiers>
          <isin value="US06738EAL92"/>
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        <balance>704000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>713926.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
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        <name>VIRGINIA ELECTRIC AND POWER CO</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
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        <cusip>927804FN9</cusip>
        <identifiers>
          <isin value="US927804FN91"/>
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        <balance>616000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>636565.52000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CONSTELLATION BRANDS INC</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>CONSTELLATION BRANDS INC FRN 3ML+70 11/15/2021</title>
        <cusip>21036PBA5</cusip>
        <identifiers>
          <isin value="US21036PBA57"/>
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        <balance>6529000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6530020.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02391750</annualizedRt>
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        <name>DELL EQUIP FIN TR 2019-2</name>
        <lei>N/A</lei>
        <title>DELL EQUIP FIN TR 2019-2 1.91% 10/22/2024 144A</title>
        <cusip>24703KAC9</cusip>
        <identifiers>
          <isin value="US24703KAC99"/>
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        <balance>1891000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1915234.11000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01910000</annualizedRt>
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        <name>PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2019</name>
        <lei>N/A</lei>
        <title>PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2019 2.48% 02/17/2026 144A</title>
        <cusip>74362GAA9</cusip>
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          <isin value="US74362GAA94"/>
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        <balance>613167.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>616197.63000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02480000</annualizedRt>
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        <name>WFRBS COML MTG TR 2013-C16</name>
        <lei>N/A</lei>
        <title>WFRBS COML MTG TR 2013-C16 3.963% 09/15/2046</title>
        <cusip>92938EAT0</cusip>
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          <isin value="US92938EAT01"/>
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        <curCd>USD</curCd>
        <valUSD>778557.12000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03963000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PLAINS ALL AM PIPELN/PAA FIN C</name>
        <lei>N/A</lei>
        <title>PLAINS AA PIPELINE 3.65% 6/22</title>
        <cusip>72650RAZ5</cusip>
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          <isin value="US72650RAZ55"/>
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        <balance>9958000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10237038.20000000</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>2022-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03650000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>MOLSON COORS BEVERAGE CO</name>
        <lei>54930073LBBH6ZCBE225</lei>
        <title>MOLSON COORS BRW CO 3.5% 5/22</title>
        <cusip>60871RAC4</cusip>
        <identifiers>
          <isin value="US60871RAC43"/>
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        <balance>3498000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3638137.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TYCO ELECTRONICS GROUP SA</name>
        <lei>C33G1C5SYE2YM95EE712</lei>
        <title>TYCO ELECTRONICS GROUP SA FRN 3ML+45 06/05/2020</title>
        <cusip>902133AV9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>1375244.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02341500</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>WFRBS COML MTG TR 2013-C12</name>
        <lei>N/A</lei>
        <title>WF-RBS COMMERCIAL MORTGAGE TRUST 2013-C12 2.838% 03/15/2048</title>
        <cusip>92937FAE1</cusip>
        <identifiers>
          <isin value="US92937FAE16"/>
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        <balance>357545.23980000</balance>
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        <curCd>USD</curCd>
        <valUSD>364143.88000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02838000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/28 #449517</title>
        <cusip>36208FK66</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>2579.69640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2916.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/31 #529426</title>
        <cusip>36212CD73</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>784.56690000</balance>
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        <curCd>USD</curCd>
        <valUSD>902.06000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORP</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024</title>
        <cusip>674599CW3</cusip>
        <identifiers>
          <isin value="US674599CW33"/>
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        <balance>2098000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2126358.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST 2018-2</name>
        <lei>N/A</lei>
        <title>SECURITIZED TERM AUTO RECEIVABLES TRUST 2018-2A A3 3.325% 08/25/2022 144A</title>
        <cusip>81378TAD2</cusip>
        <identifiers>
          <isin value="US81378TAD28"/>
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        <balance>6398000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03325000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IMPERIAL TOBACCO FINANCE</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>IMPERIAL TOBACCO FINANCE 3.125% 07/26/2024 144A</title>
        <cusip>45262BAA1</cusip>
        <identifiers>
          <isin value="US45262BAA17"/>
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        <balance>5257000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5430110.59000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC (UNGTD)</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC (UNGTD) 3ML+161/VAR 05/07/2025</title>
        <cusip>06738EBH7</cusip>
        <identifiers>
          <isin value="US06738EBH71"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10635417.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03932000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/28 #468256</title>
        <cusip>36209DE59</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>2647.29210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3013.40000000</valUSD>
        <pctVal>0.000125183641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BA CR CARD TR</name>
        <lei>N/A</lei>
        <title>BA CR CARD TR 2017-A2 A2 1.84% 01/17/2023</title>
        <cusip>05522RCX4</cusip>
        <identifiers>
          <isin value="US05522RCX44"/>
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        <balance>1426000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1429059.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01840000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FHLG 30YR 8.5% 07/01/2028#</title>
        <cusip>31283HCS2</cusip>
        <identifiers>
          <isin value="US31283HCS22"/>
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        <balance>1402.19090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1575.93000000</valUSD>
        <pctVal>0.000065467795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EXELON CORP</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXELON CORP VAR 06/01/2022</title>
        <cusip>30161NAW1</cusip>
        <identifiers>
          <isin value="US30161NAW11"/>
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        <balance>10129000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10511803.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03497000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 3.207 VAR 04/01/2023</title>
        <cusip>46647PBB1</cusip>
        <identifiers>
          <isin value="US46647PBB13"/>
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        <balance>6026000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6218915.88000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03207000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIBANK CR CARD ISSUANCE TR</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
        <title>CCCIT 2018-A1 A1 2.49% 1/23</title>
        <cusip>17305EGK5</cusip>
        <identifiers>
          <isin value="US17305EGK55"/>
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        <balance>7052000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7118286.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02490000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP 3.7% 03/09/2023</title>
        <cusip>126650CV0</cusip>
        <identifiers>
          <isin value="US126650CV07"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5284428.25000000</valUSD>
        <pctVal>0.219527434037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/31 #474767</title>
        <cusip>36209LMQ6</cusip>
        <identifiers>
          <isin value="US36209LMQ67"/>
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        <balance>592.12430000</balance>
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        <curCd>USD</curCd>
        <valUSD>685.64000000</valUSD>
        <pctVal>0.000028483079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 3ML+60 05/18/2021</title>
        <cusip>404280BQ1</cusip>
        <identifiers>
          <isin value="US404280BQ12"/>
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        <balance>8231000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8238052.73000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL LEASE FIN CORP</name>
        <lei>N/A</lei>
        <title>ILFC 5.875% 8/15/22</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERIZON OWNER TR 2017-1</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02060000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TR 2019-3</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TR 2019-3 2.55% 08/15/2022 144A</title>
        <cusip>26253KAA2</cusip>
        <identifiers>
          <isin value="US26253KAA25"/>
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        <balance>2426538.77760000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/28 #486539</title>
        <cusip>36210APY7</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CONSUMER LOAN UNDERLYING BOND CREDIT TRUST 2019-P1</name>
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        <title>CONSUMER LOAN UNDERLYING BOND CREDIT TRUST 2019-P1 2.94% 07/15/2026 144A</title>
        <cusip>21054AAA6</cusip>
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          <isin value="US21054AAA60"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHARTER COMM OPER LLC/CAP CORP</name>
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          <isin value="US161175BB96"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN EXPRESS CR ACCOUNT SECD NT TR 2019-1</name>
        <lei>N/A</lei>
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        <cusip>02588QAB4</cusip>
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          <isin value="US02588QAB41"/>
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        <balance>1996000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>MERRILL LYNCH ALTERNATIVE NT ASSET SER 2007 OAR1</name>
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        <cusip>59023TAA3</cusip>
        <identifiers>
          <isin value="US59023TAA34"/>
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        <curCd>USD</curCd>
        <valUSD>4704.29000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01830880</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <title>FNR 2016-42 FL 1ML+35 07/25/2046</title>
        <cusip>3136ASU95</cusip>
        <identifiers>
          <isin value="US3136ASU954"/>
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        <balance>1179413.67980000</balance>
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        <curCd>USD</curCd>
        <valUSD>1182641.03000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/29 #488256</title>
        <cusip>36210CMD2</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>2906.71870000</balance>
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        <curCd>USD</curCd>
        <valUSD>3329.62000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PNC BK N A PITTSBURGH PA MEDIUM TERM SR BK NTS BOOK ENTRY</name>
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        <cusip>69353RFS2</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>ASSET SECURITIZATION CORP</name>
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        <title>ASC 1997-D5 PS1 CSTR 2/43</title>
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          <isin value="US045424FJ23"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/29 #471552</title>
        <cusip>36209GZR1</cusip>
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          <ticker value="GN"/>
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          <couponKind>Fixed</couponKind>
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        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST 2020-A</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BENCHMARK 2018-B7 MTG TR</name>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>IMPERIAL TOBACCO FINANCE</name>
        <lei>2138008L3B3MCG1DFS50</lei>
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        <cusip>453140AD7</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/29 #503947</title>
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        <valUSD>432.58000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MARSH and MCLENNAN COS INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DAIMLER FIN NORTH AMER LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX TRUST 2019</name>
        <lei>N/A</lei>
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        <cusip>05608BAA8</cusip>
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          <isin value="US05608BAA89"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CITIZENS BANK NA</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
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        <cusip>17401QAN1</cusip>
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          <isin value="US17401QAN16"/>
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        <balance>5661000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC CORP</name>
        <lei>N/A</lei>
        <title>DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.45% 06/15/2023 144A</title>
        <cusip>25272KAG8</cusip>
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          <isin value="US25272KAG85"/>
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        <curCd>USD</curCd>
        <valUSD>12997393.99000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TR 2019-A</name>
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        <cusip>58769QAC5</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <cusip>92343VBR4</cusip>
        <identifiers>
          <isin value="US92343VBR42"/>
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        <balance>2981000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3357162.85000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WORLD OMNI SELECT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>WORLD OMNI SELECT AUTO TRUST 2.06% 08/15/2023</title>
        <cusip>98163BAB8</cusip>
        <identifiers>
          <isin value="US98163BAB80"/>
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        <balance>6039000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6070370.19000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING LLC 2017-2 A2 1.97% 01/20/2023 144A</title>
        <cusip>29372JAB3</cusip>
        <identifiers>
          <isin value="US29372JAB35"/>
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        <curCd>USD</curCd>
        <valUSD>510135.47000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01970000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>N/A</lei>
        <title>FNR 2016-27 KG 3% 01/40</title>
        <cusip>3136ASBQ8</cusip>
        <identifiers>
          <isin value="US3136ASBQ89"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <title>US 2YR NOTE (CBT) FUT JUN20 TUM0</title>
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        <identifiers>
          <ticker value="TUM0"/>
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        <balance>813.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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                <issuerName>UST NOTES</issuerName>
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      <invstOrSec>
        <name>ENERGY TRANSFER OPERATING LP</name>
        <lei>RY1052DWLDPLDW74Y843</lei>
        <title>ENERGY TRANSFER PARTNERS 3.6% 2/1/23</title>
        <cusip>29273RAS8</cusip>
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          <isin value="US29273RAS85"/>
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        <curCd>USD</curCd>
        <valUSD>8588264.85000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>CHESAPEAKE FUNDING II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>CHESAPEAKE FUNDING II LLC 2017-4A A2 1ML+34 11/15/2029 144A</title>
        <cusip>165183BF0</cusip>
        <identifiers>
          <isin value="US165183BF02"/>
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        <curCd>USD</curCd>
        <valUSD>395884.78000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>DT AUTO OWNER TR 2019-4</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TR 2019-4 2.17% 05/15/2023 144A</title>
        <cusip>23343JAA4</cusip>
        <identifiers>
          <isin value="US23343JAA43"/>
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        <balance>3478632.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3490955.80000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02170000</annualizedRt>
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      <invstOrSec>
        <name>GMF FLOORPLAN OWNER REVOLVING TR</name>
        <lei>N/A</lei>
        <title>GMF FLOORPLAN OWNER REVOLVING TR 3.13% 03/15/2023 144A</title>
        <cusip>361886BK9</cusip>
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          <isin value="US361886BK91"/>
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        <balance>5334000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5433505.77000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03130000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3% 12/31#BM1790</title>
        <cusip>3140J57C7</cusip>
        <identifiers>
          <isin value="US3140J57C79"/>
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        <balance>769990.01130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>798771.62000000</valUSD>
        <pctVal>0.033182829972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>WORLD OMNI AUTO REC TR 2016-A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36209AR93</cusip>
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          <ticker value="GN"/>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/28 #475415</title>
        <cusip>36209MDU5</cusip>
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          <ticker value="GN"/>
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        <name>BAMLL COML MTG SECS TR 2019</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FORD CR FLOORPLN MAST OWN TR A</name>
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        <cusip>34528QFY5</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/28 #475200</title>
        <cusip>36209L3H7</cusip>
        <identifiers>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UBS BARCLAYS COML MTG TR 2013-C6</name>
        <lei>549300G1IXWLFE766Q13</lei>
        <title>UBS BARCLAYS COML MTG TR 2013-C6 A3FL 1ML+79 04/10/2046 144A</title>
        <cusip>90349GAC9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>CONAGRA BRANDS INC</name>
        <lei>54930035UDEIH090K650</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>FORD CR AUTO LEASE TR 2019-B</name>
        <lei>5493006E18I81G847N31</lei>
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        <cusip>34528DAB9</cusip>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/32 #582173</title>
        <cusip>36201FXA0</cusip>
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          <ticker value="GN"/>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/30 #477030</title>
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        <name>WILLIAMS PARTNERS L P NEW</name>
        <lei>WUURD1P1N0874ONXXO03</lei>
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        <cusip>96949LAA3</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>CLUB 2019-HP1 A</name>
        <lei>N/A</lei>
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        <cusip>21055MAA9</cusip>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PERMANENT MASTER ISSUER PLC</name>
        <lei>213800MVYG7MLQM2LF25</lei>
        <title>PERMANENT MASTER ISSUER PLC 3ML+38 07/15/2058 144A</title>
        <cusip>71419GAX8</cusip>
        <identifiers>
          <isin value="US71419GAX88"/>
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        <balance>7167150.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EXPRESS SCRIPTS HLDG CO</name>
        <lei>5493003UA6VMND084504</lei>
        <title>EXPRESS SCRIPTS HLDG CO 2.6% 11/30/2020</title>
        <cusip>30219GAR9</cusip>
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        <curCd>USD</curCd>
        <valUSD>1276688.69000000</valUSD>
        <pctVal>0.053036616057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02600000</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>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC 2.946% 03/15/2022</title>
        <cusip>92343VDQ4</cusip>
        <identifiers>
          <isin value="US92343VDQ41"/>
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        <balance>3585000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3698476.87000000</valUSD>
        <pctVal>0.153643326904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02946000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/28 #475544</title>
        <cusip>36209MHV9</cusip>
        <identifiers>
          <ticker value="GN"/>
        </identifiers>
        <balance>2823.65640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3186.44000000</valUSD>
        <pctVal>0.000132372125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>ACCREDITED MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>ACCR 2003-3 A1 5.21% 12/33</title>
        <cusip>004375AR2</cusip>
        <identifiers>
          <isin value="US004375AR24"/>
        </identifiers>
        <balance>246685.96430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249567.43000000</valUSD>
        <pctVal>0.010367611203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05210000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FHLG 15YR 3% 05/01/2029#J32373</title>
        <cusip>31307NT61</cusip>
        <identifiers>
          <isin value="US31307NT617"/>
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        <balance>13917288.11100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14443628.81000000</valUSD>
        <pctVal>0.600021917384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</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>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC 2.907/VAR 11/07/2023</title>
        <cusip>539439AP4</cusip>
        <identifiers>
          <isin value="US539439AP41"/>
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        <balance>9000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9216694.26000000</valUSD>
        <pctVal>0.382882905298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02907000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/31 #558993</title>
        <cusip>36213M7E2</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>8681.41070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10003.05000000</valUSD>
        <pctVal>0.000415549950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>BARCLAYS PLC (UNGTD)</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC (UNGTD) 3.2% 08/10/21</title>
        <cusip>06738EAQ8</cusip>
        <identifiers>
          <isin value="US06738EAQ89"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5088028.45000000</valUSD>
        <pctVal>0.211368529781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03200000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/32 #584369</title>
        <cusip>36201JFJ3</cusip>
        <identifiers>
          <isin value="US36201JFJ34"/>
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        <balance>1379.74700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1596.70000000</valUSD>
        <pctVal>0.000066330629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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 LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>N/A</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 2% 08/15/2032</title>
        <cusip>3137BFZB0</cusip>
        <identifiers>
          <isin value="US3137BFZB08"/>
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        <balance>354542.84320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>356165.41000000</valUSD>
        <pctVal>0.014795939097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</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>CHESAPEAKE FUNDING II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>CFII 2017-2A A1 1.99% 07/15/2029 144A</title>
        <cusip>165183AL8</cusip>
        <identifiers>
          <isin value="US165183AL88"/>
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        <balance>1445882.32080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1448952.51000000</valUSD>
        <pctVal>0.060192855596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01990000</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>PERMANENT MASTER ISSUER PLC</name>
        <lei>213800MVYG7MLQM2LF25</lei>
        <title>PERMANENT MASTER ISSUER PLC 2.53613%/VAR 07/15/2058</title>
        <cusip>71419GAY6</cusip>
        <identifiers>
          <isin value="US71419GAY61"/>
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        <balance>985000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>986429.24000000</valUSD>
        <pctVal>0.040978563748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02381250</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/29 #510983</title>
        <cusip>36211EUG1</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>1204.42140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1361.60000000</valUSD>
        <pctVal>0.000056564029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>GS MTG SECS TR 2012-GCJ7</name>
        <lei>N/A</lei>
        <title>GSMS 2012-GCJ7 AS 4.085% 5/45</title>
        <cusip>36192KAV9</cusip>
        <identifiers>
          <isin value="US36192KAV98"/>
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        <balance>3871000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4048426.12000000</valUSD>
        <pctVal>0.168181032264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04085000</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FHLG 30YR 8.5% 05/01/2026#</title>
        <cusip>31283GQ59</cusip>
        <identifiers>
          <isin value="US31283GQ594"/>
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        <balance>1552.15870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1718.33000000</valUSD>
        <pctVal>0.000071383422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</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 CAP I TR 2011-C3</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAP I TR 11-C3 AJ VAR 07/15/2049 144A</title>
        <cusip>61760RAE2</cusip>
        <identifiers>
          <isin value="US61760RAE27"/>
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        <balance>2610000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2718742.00000000</valUSD>
        <pctVal>0.112942862847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05244467</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 2.625% 11/17/2021</title>
        <cusip>61746BED4</cusip>
        <identifiers>
          <isin value="US61746BED47"/>
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        <balance>21283000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21666221.27000000</valUSD>
        <pctVal>0.900065198289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02625000</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 OWNER TRUST 2017-3</name>
        <lei>5493002I20BBOB4UPY82</lei>
        <title>VERIZON OWNER TR 2017-3A A1A 2.06% 04/20/2022 144A</title>
        <cusip>92348RAA6</cusip>
        <identifiers>
          <isin value="US92348RAA68"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>METROPOLITAN LIFE GLBL FDG I</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2012-LC9</name>
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        <cusip>46639EAJ0</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 09/01/2049#FM1534</title>
        <cusip>3140X4V45</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>10772821.75000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CNH EQUIP TR 2019-C</name>
        <lei>N/A</lei>
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        <cusip>12597CAB3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP 3.4% 09/17/2021</title>
        <cusip>125523AE0</cusip>
        <identifiers>
          <isin value="US125523AE07"/>
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        <balance>4635000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4755181.75000000</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>2021-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03400000</annualizedRt>
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        <name>DLL SECURITIZATION TRUST 2019</name>
        <lei>N/A</lei>
        <title>DLL SECURITIZATION TRUST 2019 2.13% 01/20/2022 144A</title>
        <cusip>23291RAB6</cusip>
        <identifiers>
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        <balance>4652000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4675999.67000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02130000</annualizedRt>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 2.875% 11/30/2025</title>
        <cusip>9128285N6</cusip>
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        <balance>33000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36481757.73000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02875000</annualizedRt>
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        <name>DISCOVER BANK</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
        <title>DISCOVER BK NEW CASTLE DEL 3.1% 06/04/2020</title>
        <cusip>25466AAG6</cusip>
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          <isin value="US25466AAG67"/>
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        <balance>591000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>592255.35000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03100000</annualizedRt>
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        <name>ZIONS FIRST NATIONAL BANK</name>
        <lei>8WH0EE09O9V05QJZ3V89</lei>
        <title>ZIONS FIRST NATIONAL BANK 3.5% 08/27/2021</title>
        <cusip>98920AAA6</cusip>
        <identifiers>
          <isin value="US98920AAA60"/>
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        <balance>5552000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5705890.34000000</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>2021-08-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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        <name>HYUNDAI AUTO RECEIVABLES TR 2018-A</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO LEASE SECURITIZATION TR 2018-A A3 2.79% 07/15/2022</title>
        <cusip>44891KAD7</cusip>
        <identifiers>
          <isin value="US44891KAD72"/>
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        <balance>723000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>728620.46000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02790000</annualizedRt>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 3.737%/VAR 04/24/2024</title>
        <cusip>61744YAQ1</cusip>
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        <balance>6026000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6399912.28000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.03737000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2019-A</name>
        <lei>N/A</lei>
        <title>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2019-A A3 2.94% 05/16/2022</title>
        <cusip>98162XAC9</cusip>
        <identifiers>
          <isin value="US98162XAC92"/>
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        <balance>2606000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2659268.46000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02940000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WASTE MANAGEMENT INC DEL</name>
        <lei>549300YX8JIID70NFS41</lei>
        <title>WASTE MANAGEMENT INC DEL 2.95% 06/15/2024</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J P MORGAN CHASE COML MTG SECS TR 2019-BROOK</name>
        <lei>N/A</lei>
        <title>J P MORGAN CHASE COML MTG SECS TR 2019-BROOK 1ML+90 09/15/2029 144A</title>
        <cusip>46591JAA4</cusip>
        <identifiers>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DEERE JOHN CAPITAL CORP</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
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        <cusip>24422EUX5</cusip>
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        <valUSD>1148123.20000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912828W71</cusip>
        <identifiers>
          <isin value="US912828W713"/>
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        <balance>18128900.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL I TRUST 2019-AGLN</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST 2019-AGLN 1ML+95 03/15/2034 144A</title>
        <cusip>61691TAA0</cusip>
        <identifiers>
          <isin value="US61691TAA07"/>
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        <balance>4254000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4243320.76000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
        <lei>N/A</lei>
        <title>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 12/16/2021</title>
        <cusip>00774MAH8</cusip>
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          <isin value="US00774MAH88"/>
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        <curCd>USD</curCd>
        <valUSD>1408687.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04450000</annualizedRt>
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      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC 2.3% 11/21/2022 144A</title>
        <cusip>00287YBL2</cusip>
        <identifiers>
          <isin value="US00287YBL20"/>
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        <balance>5500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5591808.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02300000</annualizedRt>
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        <name>CNH EQUIP TR 2018-A</name>
        <lei>N/A</lei>
        <title>CNH EQUIP TR 2018-A 3.12% 07/17/2023</title>
        <cusip>12652VAC1</cusip>
        <identifiers>
          <isin value="US12652VAC19"/>
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        <balance>4768259.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4845066.62000000</valUSD>
        <pctVal>0.201275330557</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03120000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP COML MTG TR 2013-GC17</name>
        <lei>N/A</lei>
        <title>CITIGROUP COML MTG TR 13-GC17 4.131% 11/10/2046</title>
        <cusip>17321RAD8</cusip>
        <identifiers>
          <isin value="US17321RAD89"/>
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        <balance>2062000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2239367.67000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04131000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALLERGAN FUNDING SCS</name>
        <lei>222100FLFVOSKCBCAR54</lei>
        <title>ACTAVIS FUNDING SCS 3.0% 03/12/2020</title>
        <cusip>00507UAP6</cusip>
        <identifiers>
          <isin value="US00507UAP66"/>
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        <balance>12502000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12505500.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ROYAL BANK OF SCOTLAND GRP PLC (UNGTD)</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>ROYAL BK SCOTLND GRP PLC 3.875% 09/12/2023</title>
        <cusip>780097BD2</cusip>
        <identifiers>
          <isin value="US780097BD21"/>
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        <balance>13847000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14727160.74000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>BERKSHIRE HATHAWAY ENERGY COMPANY</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>BERKSHIRE HATHAWAY ENERGY COMPANY 2.375% 01/15/2021</title>
        <cusip>084659AH4</cusip>
        <identifiers>
          <isin value="US084659AH41"/>
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        <balance>1167000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1174814.93000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GENERAL MILLS INC</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GENERAL MILLS INC FRN 3ML+70 04/16/21</title>
        <cusip>370334CB8</cusip>
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          <isin value="US370334CB82"/>
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        <balance>11026000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11065324.12000000</valUSD>
        <pctVal>0.459679287130</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02382630</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/32 #583152</title>
        <cusip>36201GZR9</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>1068.84020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1250.46000000</valUSD>
        <pctVal>0.000051947015</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>PHILIP MORRIS INTL INC</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC 2.625% 02/18/2022</title>
        <cusip>718172BZ1</cusip>
        <identifiers>
          <isin value="US718172BZ15"/>
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        <balance>416000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>425366.23000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02625000</annualizedRt>
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        <name>AIG GLOBAL FDG</name>
        <lei>54930057MDZ7KOVOTV71</lei>
        <title>AIG GLOBAL FDG SR MTN 2.3% 07/01/2022 144A</title>
        <cusip>00138CAK4</cusip>
        <identifiers>
          <isin value="US00138CAK45"/>
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        <balance>1765000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1786850.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02300000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>CARMAX AUTO OWNER TRUST 2017-4</name>
        <lei>5493003IB59OF448TR74</lei>
        <title>CARMAX AUTO OWNER TRUST 2017-4 2.11% 10/17/2022</title>
        <cusip>14314RAC6</cusip>
        <identifiers>
          <isin value="US14314RAC60"/>
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        <balance>1734497.77610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1739470.23000000</valUSD>
        <pctVal>0.072261637041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02110000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLTOWER INC</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
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        <cusip>37045XCL8</cusip>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5304684.15000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/29 #503652</title>
        <cusip>36210VQD6</cusip>
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          <ticker value="GN"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC STEP 08/15/2021</title>
        <cusip>25746UDA4</cusip>
        <identifiers>
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        <balance>3638000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>EXELON CORP</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXELON CORP 2.85% 06/15/2020</title>
        <cusip>30161NAH4</cusip>
        <identifiers>
          <isin value="US30161NAH44"/>
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        <balance>8177000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</annualizedRt>
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      <invstOrSec>
        <name>WELLS FARGO BK NA SAN FRANCISC O CALIF MEDIUM TERM SR BK NTS BOOK ENTRY</name>
        <lei>N/A</lei>
        <title>WELLS FARGO BK NA SF CA MTN BE 3ML+65 09/09/2022</title>
        <cusip>94988J6A0</cusip>
        <identifiers>
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        <balance>5500000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-09-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02082000</annualizedRt>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORP</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTA0L PETROLEUM CORP FRN 3ML+140 08/15/2022</title>
        <cusip>674599CQ6</cusip>
        <identifiers>
          <isin value="US674599CQ64"/>
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        <balance>2640000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2649567.78000000</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>2022-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03141750</annualizedRt>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TR 2019-1</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TR 2019-1 3.05% 03/15/2024</title>
        <cusip>14315NAC4</cusip>
        <identifiers>
          <isin value="US14315NAC48"/>
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        <balance>3955000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4065181.16000000</valUSD>
        <pctVal>0.168877075575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03050000</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>WESTERN GAS PARTNERS LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WESTERN GAS PARTNERS LP FRN 3ML+85 01/13/2023</title>
        <cusip>958667AD9</cusip>
        <identifiers>
          <isin value="US958667AD99"/>
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        <balance>1756000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1749146.53000000</valUSD>
        <pctVal>0.072663613038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02697880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP COML MTG TR 2016-GC36</name>
        <lei>N/A</lei>
        <title>CITIGROUP COML MTG TR 2016-GC36 AAB 3.368% 02/10/2049</title>
        <cusip>17324TAF6</cusip>
        <identifiers>
          <isin value="US17324TAF66"/>
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        <balance>2593000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2747027.05000000</valUSD>
        <pctVal>0.114117889578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03368000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 11/31 #545304</title>
        <cusip>31385HX98</cusip>
        <identifiers>
          <isin value="US31385HX989"/>
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        <balance>401.36570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>471.85000000</valUSD>
        <pctVal>0.000019601745</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>PHILIP MORRIS INTL INC</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC 2.875% 05/01/2024</title>
        <cusip>718172CH0</cusip>
        <identifiers>
          <isin value="US718172CH08"/>
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        <balance>4664000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4895956.95000000</valUSD>
        <pctVal>0.203389433168</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>0.02875000</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>DLL SECURITIZATION TRUST 2019</name>
        <lei>N/A</lei>
        <title>DLL SECURITIZATION TRUST 2019 2.08% 02/21/2023 144A</title>
        <cusip>23291RAC4</cusip>
        <identifiers>
          <isin value="US23291RAC43"/>
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        <balance>1808000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1830620.61000000</valUSD>
        <pctVal>0.076048235721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02080000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SANTANDER HLDGS USA INC</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HLDGS USA INC 4.45% 12/03/2021</title>
        <cusip>80282KAU0</cusip>
        <identifiers>
          <isin value="US80282KAU07"/>
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        <balance>10083000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10562860.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04450000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MIZUHO FINANCIAL GROUP INC</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO FINL GROUP INC FRN 3ML+1.14 09/13/2021</title>
        <cusip>60687YAF6</cusip>
        <identifiers>
          <isin value="US60687YAF60"/>
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        <balance>1847000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1869917.58000000</valUSD>
        <pctVal>0.077680723207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03027380</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>TESLA AUTO LEASE TR 2019-A</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TR 2019-A 2.13% 04/20/2022 144A</title>
        <cusip>88165GAB6</cusip>
        <identifiers>
          <isin value="US88165GAB68"/>
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        <balance>6000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6058387.80000000</valUSD>
        <pctVal>0.251679512941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02130000</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>SLM STUDENT LN TR</name>
        <lei>GX18J72G8XB30P3MQA62</lei>
        <title>SLM STUDENT LN TR 2003-11 A6 3ML+55 12/25</title>
        <cusip>78442GJS6</cusip>
        <identifiers>
          <isin value="US78442GJS66"/>
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        <balance>5568784.44490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5579631.88000000</valUSD>
        <pctVal>0.231790879077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>WFRBS COML MTG TR 2013-C14</name>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2018-3</name>
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        <name>MPLX LP</name>
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        <name>GS MTG SECS TR 2011-GC5</name>
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        <name>MERCEDES BENZ MASTER OWNER TR</name>
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        <name>CITIGROUP COML MTG TR 2014-GC21</name>
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        <name>WELLS FARGO COML MTG TR 2016-LC25</name>
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        <cusip>95000JAS7</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>GE CAPITAL INTL FUNDING CO</name>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #456802</title>
        <cusip>36208PNT1</cusip>
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          <ticker value="GN"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>DELL EQUIP FIN TR 2017-2</name>
        <lei>N/A</lei>
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        <cusip>24702JAD1</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
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        <name>SANTANDER RETAIL AUTO LEASE TR 2019-B</name>
        <lei>N/A</lei>
        <title>SANTANDER RETAIL AUTO LEASE TR 2019-B 2.29% 04/20/2022 144A</title>
        <cusip>80281GAB2</cusip>
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        <name>SECURITIZED TERM AUTO RECEIVABLES TR 2019-1</name>
        <lei>N/A</lei>
        <title>SECURITIZED TERM AUTO RECEIVABLES TR 2019-1 2.986% 02/27/2023 144A</title>
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        <name>LANARK MASTER ISSUER PLC</name>
        <lei>213800KIOPB5OYXIVY33</lei>
        <title>LANARK MASTER ISSUER PLC 2019-1A 1A1 3ML+77 12/22/2069 144A</title>
        <cusip>513770BB2</cusip>
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          <isin value="US513770BB22"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>ANHEUSER BUSCH INBEV WORLDWIDE INC</name>
        <lei>549300CRGMZK3K53BF92</lei>
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        <cusip>03523TBX5</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN ELECTRIC POWER CO INC</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
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        <cusip>025537AH4</cusip>
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        <valUSD>3611203.20000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>BECTON DICKINSON and CO</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON and CO 2.894% 06/06/2022</title>
        <cusip>075887BT5</cusip>
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        <valUSD>5133752.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ING GROEP NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV 3.15% 03/29/2022</title>
        <cusip>456837AG8</cusip>
        <identifiers>
          <isin value="US456837AG88"/>
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        <balance>10738000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>METROPOLITAN LIFE GLBL FDG I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METROPOLITAN LIFE GLBL FDG I 1.95% 01/13/2023 144A</title>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01950000</annualizedRt>
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      <invstOrSec>
        <name>WESTINGHOUSE AIR BR CO</name>
        <lei>N/A</lei>
        <title>WESTINGHOUSE AIR BRAKE TECH CORP FRN 3ML+105 09/15/2021</title>
        <cusip>960386AP5</cusip>
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        <balance>5404000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5405677.13000000</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>2021-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03193630</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ FIN GRP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP INC 2.193% 02/25/2025</title>
        <cusip>606822BN3</cusip>
        <identifiers>
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        <balance>6000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6063649.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02193000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>UBS BARCLAYS COML MTG TR 2013-C6</name>
        <lei>549300G1IXWLFE766Q13</lei>
        <title>UBSBB 2013-C6 ASB 2.7877% 4/46</title>
        <cusip>90349GBG9</cusip>
        <identifiers>
          <isin value="US90349GBG91"/>
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        <balance>2917195.78610000</balance>
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        <curCd>USD</curCd>
        <valUSD>2963521.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02787700</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT and T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT and T INC 3.6% 02/17/2023</title>
        <cusip>00206RCS9</cusip>
        <identifiers>
          <isin value="US00206RCS94"/>
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        <balance>4537000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4778199.40000000</valUSD>
        <pctVal>0.198497510794</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>0.03600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORP</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP 4.85% 03/15/2021</title>
        <cusip>674599CZ6</cusip>
        <identifiers>
          <isin value="US674599CZ63"/>
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        <balance>5540000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5685051.44000000</valUSD>
        <pctVal>0.236170252664</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>0.04850000</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>CITIZENS BANK NA</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CITIZENS BK MTN BE 3.25% 02/14/2022</title>
        <cusip>17401QAS0</cusip>
        <identifiers>
          <isin value="US17401QAS03"/>
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        <balance>1028000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1060360.66000000</valUSD>
        <pctVal>0.044049846801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</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 EXPRESS CR ACC MST TR</name>
        <lei>N/A</lei>
        <title>AMXCA 2018-4 A 2.99% 12/15/2023</title>
        <cusip>02582JHZ6</cusip>
        <identifiers>
          <isin value="US02582JHZ66"/>
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        <balance>5565000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5683012.50000000</valUSD>
        <pctVal>0.236085550357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02990000</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 CORP</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 2.625% 07/01/22</title>
        <cusip>00912XAW4</cusip>
        <identifiers>
          <isin value="US00912XAW48"/>
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        <balance>1180000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1194759.83000000</valUSD>
        <pctVal>0.049633100756</pctVal>
        <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>
          <annualizedRt>0.02625000</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>AIG GLOBAL FDG</name>
        <lei>54930057MDZ7KOVOTV71</lei>
        <title>AIG GLOBAL FDG SR MTN 3.35% 06/25/2021 144A</title>
        <cusip>00138CAG3</cusip>
        <identifiers>
          <isin value="US00138CAG33"/>
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        <balance>6026000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6165867.50000000</valUSD>
        <pctVal>0.256144469534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03350000</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>PERRIGO FINANCE PLC</name>
        <lei>549300E86RB6YCTMRM83</lei>
        <title>PERRIGO FINANCE PLC 3.5% 3/15/21</title>
        <cusip>71429MAA3</cusip>
        <identifiers>
          <isin value="US71429MAA36"/>
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        <balance>217000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220472.00000000</valUSD>
        <pctVal>0.009158919403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</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>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP 2.8% 07/20/2020</title>
        <cusip>126650CJ7</cusip>
        <identifiers>
          <isin value="US126650CJ78"/>
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        <balance>5200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5215094.92000000</valUSD>
        <pctVal>0.216647166332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HUMANA INC</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUMANA INC 2.5% 12/15/2020</title>
        <cusip>444859BH4</cusip>
        <identifiers>
          <isin value="US444859BH44"/>
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        <balance>3698000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3721695.75000000</valUSD>
        <pctVal>0.154607893155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</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>TERWIN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TMTS 2003-4HE A 1ML+43 9/34</title>
        <cusip>881561BU7</cusip>
        <identifiers>
          <isin value="US881561BU72"/>
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        <balance>144981.90790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142231.73000000</valUSD>
        <pctVal>0.005908636705</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02486750</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/32 #552619</title>
        <cusip>36213E4C7</cusip>
        <identifiers>
          <isin value="US36213E4C77"/>
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        <balance>1542.30170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1791.02000000</valUSD>
        <pctVal>0.000074403134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>FIDELITY REVERE STREET TRUST</name>
        <lei>549300BDV45LJNXBZC55</lei>
        <title>Fidelity Cash Central Fund</title>
        <cusip>31635A105</cusip>
        <identifiers>
          <isin value="US31635A1051"/>
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        <balance>4360390.26500000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4361262.34000000</valUSD>
        <pctVal>0.181176976083</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>GS MORTGAGE SECURITIES CORPORATION II</name>
        <lei>N/A</lei>
        <title>GSMS 2012-GC6 AS 4.948% 1/45</title>
        <cusip>36192BAE7</cusip>
        <identifiers>
          <isin value="US36192BAE74"/>
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        <balance>7834000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8233186.17000000</valUSD>
        <pctVal>0.342025692911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04948000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/29 #472106</title>
        <cusip>36209HNX9</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>697.89800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>792.41000000</valUSD>
        <pctVal>0.000032918553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #467760</title>
        <cusip>36209CTR7</cusip>
        <identifiers>
          <isin value="US36209CTR78"/>
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        <balance>1992.13960000</balance>
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        <curCd>USD</curCd>
        <valUSD>2241.93000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TIME WARNER CABLE INC</name>
        <lei>B1WXCWLJVJXMWJX6O298</lei>
        <title>TIME WARNER CABLE INC 4.125% 02/15/2021</title>
        <cusip>88732JAX6</cusip>
        <identifiers>
          <isin value="US88732JAX63"/>
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        <balance>4416000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4480994.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NISOURCE INC</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NISOURCE INC 2.65% 11/17/2022</title>
        <cusip>65473QBH5</cusip>
        <identifiers>
          <isin value="US65473QBH56"/>
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        <balance>4381000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4484236.47000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC (THE)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC (THE) 3% 04/26/2022</title>
        <cusip>38141GWC4</cusip>
        <identifiers>
          <isin value="US38141GWC40"/>
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        <balance>17586000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17843927.00000000</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>2022-04-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</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>SVENSKA HANDELSBANKEN AB</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SVENSKA HANDELSBANKEN AB 3.35% 05/24/2021</title>
        <cusip>86960BAT9</cusip>
        <identifiers>
          <isin value="US86960BAT98"/>
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        <balance>9244000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9470762.35000000</valUSD>
        <pctVal>0.393437484380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03350000</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>CAPITAL ONE BK USA NATL ASN GLEN ALLEN VA</name>
        <lei>N/A</lei>
        <title>CAPITAL ONE BK (USA) NA 2.014%/VAR 01/27/2023</title>
        <cusip>14042TCS4</cusip>
        <identifiers>
          <isin value="US14042TCS42"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5039723.55000000</valUSD>
        <pctVal>0.209361831942</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>Variable</couponKind>
          <annualizedRt>0.02014000</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 MLP</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING MLP 4.2% 09/15/2023</title>
        <cusip>29278NAC7</cusip>
        <identifiers>
          <isin value="US29278NAC74"/>
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        <balance>1668000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1786682.97000000</valUSD>
        <pctVal>0.074222964015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/28 #464672</title>
        <cusip>36208YFM6</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>2285.43450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2569.61000000</valUSD>
        <pctVal>0.000106747572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>CARMAX AUTO OWNER TRUST 2019-4</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TR 2019-4 2.01% 03/15/2023</title>
        <cusip>14315WAB6</cusip>
        <identifiers>
          <isin value="US14315WAB63"/>
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        <balance>1421000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1428956.32000000</valUSD>
        <pctVal>0.059362167379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02010000</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>TIME WARNER CABLE INC</name>
        <lei>B1WXCWLJVJXMWJX6O298</lei>
        <title>TIME WARNER CABLE INC 4% 09/01/2021</title>
        <cusip>88732JBA5</cusip>
        <identifiers>
          <isin value="US88732JBA51"/>
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        <balance>724000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>744075.08000000</valUSD>
        <pctVal>0.030910608549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ABN AMRO BANK NV</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
        <title>ABN AMRO BANK NV 3.4% 08/27/2021 144A</title>
        <cusip>00084DAT7</cusip>
        <identifiers>
          <isin value="US00084DAT72"/>
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        <balance>8779000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9032244.65000000</valUSD>
        <pctVal>0.375220439715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING 2020-1 LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2020-1 LLC 1.78% 12/22/2025 144A</title>
        <cusip>29373KAB9</cusip>
        <identifiers>
          <isin value="US29373KAB98"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6047822.40000000</valUSD>
        <pctVal>0.251240601664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01780000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/28 #465478</title>
        <cusip>36209ACP3</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>1213.74610000</balance>
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        <curCd>USD</curCd>
        <valUSD>1280.38000000</valUSD>
        <pctVal>0.000053189961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERIZON OWNER TRUST</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2017-2A A 1.92% 12/20/2021 144A</title>
        <cusip>92348PAA0</cusip>
        <identifiers>
          <isin value="US92348PAA03"/>
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        <balance>212779.95800000</balance>
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        <curCd>USD</curCd>
        <valUSD>212885.05000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01920000</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>WFRBS COML MTG TR 2013-C14</name>
        <lei>549300GADFYEKC4OLM57</lei>
        <title>WFRBS COML MTG TR 2013-C14 A3FL 1ML+72 06/15/2046 144A</title>
        <cusip>92890PBS2</cusip>
        <identifiers>
          <isin value="US92890PBS20"/>
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        <balance>4303562.55420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4306704.59000000</valUSD>
        <pctVal>0.178910520319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02378250</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOFI CONSUMER LN PROGRAM 2019-4 TR</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LN PROGRAM 2019-4 TR 2.45% 08/25/2028 144A</title>
        <cusip>83405BAA0</cusip>
        <identifiers>
          <isin value="US83405BAA08"/>
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        <balance>3733780.64130000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>PROVIDENT FDG MTG TR 2019-1</name>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MARLETTE FUNDING TRUST 2020</name>
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          <couponKind>Fixed</couponKind>
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        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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        <name>SEQUOIA MTG TR</name>
        <lei>N/A</lei>
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        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>WEC ENERGY GROUP INC</name>
        <lei>549300IGLYTZUK3PVP70</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BANQUE FED CRED MUTUEL PARIS</name>
        <lei>VBHFXSYT7OG62HNT8T76</lei>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32 A1 1.968% 12/15/49</title>
        <cusip>61691GAN0</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>NATIONSTAR HECM LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NATIONSTAR HECM LOAN TRUST 2.2722% 11/25/2029 144A</title>
        <cusip>63862UAA6</cusip>
        <identifiers>
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        <balance>1091955.97000000</balance>
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        <valUSD>1088982.57000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02272200</annualizedRt>
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        <name>ANTHEM INC</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>WELLPOINT INC 3.125% 5/15/22</title>
        <cusip>94973VAX5</cusip>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>COMM 2012-LC4 MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2012-LC4 A4 3.288% 12/44</title>
        <cusip>126192AD5</cusip>
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          <isin value="US126192AD55"/>
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        <curCd>USD</curCd>
        <valUSD>4145885.48000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03288000</annualizedRt>
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        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
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        <cusip>23636AAP6</cusip>
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        <curCd>USD</curCd>
        <valUSD>4017746.63000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD MTR CR CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MTR CR CO LLC 3.087% 01/09/2023</title>
        <cusip>345397A29</cusip>
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        <curCd>USD</curCd>
        <valUSD>5013160.45000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03087000</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FHLG 30YR 8.5% 08/01/2027#</title>
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          <isin value="US3128FRAG54"/>
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        <curCd>USD</curCd>
        <valUSD>1513.19000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>REYNOLDS AMERICAN INC</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>REYNOLDS AMERICAN INC 4.0% 06/12/2022</title>
        <cusip>761713BF2</cusip>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5251310.30000000</valUSD>
        <pctVal>0.218151637405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VOLKSWAGEN GROUP AMER FIN LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP AMER FIN LLC 2.5% 09/24/2021 144A</title>
        <cusip>928668AX0</cusip>
        <identifiers>
          <isin value="US928668AX06"/>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CATERPILLAR FINL SVCS CORP</name>
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        <title>CENTERPOINT ENERGY INC 2.5% 09/01/2022</title>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
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        <name>ING BANK N.V.</name>
        <lei>3TK20IVIUJ8J3ZU0QE75</lei>
        <title>ING BK NV MTN BE 144A 2.7% 08/17/2020 144A</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK FRN SOFR+48 01/27/2023</title>
        <cusip>89114QCF3</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/28 #462643</title>
        <cusip>36208V5C5</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COMM 2013-CCRE11 MTG TR</name>
        <lei>N/A</lei>
        <title>COMM 2013-CCRE11 MTG TR 3.66% 08/10/2050</title>
        <cusip>12626LAC6</cusip>
        <identifiers>
          <isin value="US12626LAC63"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03660000</annualizedRt>
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      <invstOrSec>
        <name>ALLERGAN FUNDING SCS</name>
        <lei>222100FLFVOSKCBCAR54</lei>
        <title>ACTAVIS FUNDING SCS 3.45% 03/15/22</title>
        <cusip>00507UAR2</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>WHEELS SPV LLC</name>
        <lei>54930087O4PHK5ODMW30</lei>
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        <cusip>96328DBF0</cusip>
        <identifiers>
          <isin value="US96328DBF06"/>
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        <curCd>USD</curCd>
        <valUSD>2761894.49000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03060000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CITIBANK NA FRN 3ML+60 05/20/2022</title>
        <cusip>17325FAX6</cusip>
        <identifiers>
          <isin value="US17325FAX69"/>
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        <balance>6290000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6306937.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02294630</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FORD CR AUTO OWNER TR 2017-A</name>
        <lei>N/A</lei>
        <title>FORDO 2017-A A3 1.67% 6/21</title>
        <cusip>34531EAD8</cusip>
        <identifiers>
          <isin value="US34531EAD85"/>
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        <balance>674296.76960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>674404.39000000</valUSD>
        <pctVal>0.028016326125</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01670000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>PNC BK N A PITTSBURGH PA MEDIUM TERM SR BK NTS BOOK ENTRY</name>
        <lei>N/A</lei>
        <title>PNC BANK NA PITTSBURGH PA 2.45% 11/05/2020</title>
        <cusip>69353REU8</cusip>
        <identifiers>
          <isin value="US69353REU86"/>
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        <balance>6026000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6064587.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02450000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>EDISON INTERNATIONAL</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>EDISON INTERNATIONAL 2.125% 04/15/2020</title>
        <cusip>281020AK3</cusip>
        <identifiers>
          <isin value="US281020AK32"/>
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        <balance>7039000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7039582.27000000</valUSD>
        <pctVal>0.292440612175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WILLIAMS PARTNERS LP</name>
        <lei>N/A</lei>
        <title>WILLIAMS PARTNERS LP 4% 11/15/2021</title>
        <cusip>96950FAH7</cusip>
        <identifiers>
          <isin value="US96950FAH73"/>
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        <balance>2503000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2591765.64000000</valUSD>
        <pctVal>0.107667969675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONSUMER LN UNDERLYING BD CLUB CR TR 18-P3</name>
        <lei>N/A</lei>
        <title>CONSUMER LN UNDERLYING BD CLUB CR TR 18-P3 3.82% 01/15/2026 144A</title>
        <cusip>21053NAA9</cusip>
        <identifiers>
          <isin value="US21053NAA90"/>
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        <balance>2975819.56210000</balance>
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        <curCd>USD</curCd>
        <valUSD>3007482.28000000</valUSD>
        <pctVal>0.124937805303</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03820000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/29 #477009</title>
        <cusip>36209N3S9</cusip>
        <identifiers>
          <ticker value="GN"/>
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        <balance>443.07950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503.51000000</valUSD>
        <pctVal>0.000020916975</pctVal>
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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>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP 3.375% 03/15/2023</title>
        <cusip>55336VAQ3</cusip>
        <identifiers>
          <isin value="US55336VAQ32"/>
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        <balance>3922000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4103390.50000000</valUSD>
        <pctVal>0.170464380383</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>0.03375000</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>GENERAL MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTRS FINL CO INC 2.65% 4/13/20</title>
        <cusip>37045XBV7</cusip>
        <identifiers>
          <isin value="US37045XBV73"/>
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        <balance>4211000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4214250.93000000</valUSD>
        <pctVal>0.175069780359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY FRN SOFR+70 01/20/2023</title>
        <cusip>6174468K8</cusip>
        <identifiers>
          <isin value="US6174468K89"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5008855.70000000</valUSD>
        <pctVal>0.208079509695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02280430</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>BANQUE FED CRED MUTUEL PARIS</name>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>ANALOG DEVICES INC</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>AT and T INC</name>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <cusip>57110AAA2</cusip>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TR 2018-2</name>
        <lei>N/A</lei>
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          <isin value="US14314XAC39"/>
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        <balance>3027000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3074233.61000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PROSPER MARKETPLACE ISSUANCE TR SER 2018-2</name>
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          <isin value="US74360PAA12"/>
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        <balance>430450.41320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>431302.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
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    <signature>
      <ncom:dateSigned>2020-03-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Laura M. Del Prato</ncom:nameOfApplicant>
      <ncom:signature>Laura M. Del Prato</ncom:signature>
      <ncom:signerName>Laura M. Del Prato</ncom:signerName>
      <ncom:title>President and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
